Intelligent Optimized Combined Model Based on GARCH and SVM for Forecasting Electricity Price of New South Wales, Australia

Table 1

ARCH test.

ARCH test
𝐹-statistic	1127.448	Probability	0.000000
Obs* 𝑅-squared	229.0899	Probability	0.000000
𝑅-squared	0.798223	Mean dependent variance	25.75343
Adjusted 𝑅-squared	0.797517	S.D. dependent variance	45.27648
S.E. of regression	20.37368	Akaike info criterion	8.873309
Log likelihood	−1271.320	Schwarz criterion	8.898811
Durbin Watson stat	2.178122	Probability (𝐹-statistic)	0.000000