Table 14. R2 of ADX prediction results using the ARIMA model.
TIC | ARIMA (Training data only) | ARIMA (Entire data) |
---|---|---|
AAPL | −1.82 | 0.77 |
AMGN | −0.49 | 0.78 |
BA | −0.003 | 0.79 |
DIS | −1.54 | 0.80 |
INTC | −0.44 | 0.73 |
KO | −0.66 | 0.72 |
MCD | −2.43 | 0.79 |
MSFT | −0.31 | 0.75 |
TRV | −4.79 | 0.69 |
V | −1.04 | 0.67 |
Average | −1.35 | 0.74 |