Table 4.

Out-of-sample forecast error time series for three models.

	One	Second	C	D	Second	F
Support vector machines	−0.013	−0.018	0	−0.028	−0.036	−0.038
Regression model	−0.006	−0.012	0.004	−0.019	−0.030	−0.028
BPNN	0.007	−0.009	0.015	−0.01	−0.024	−0.006