Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

Table 2

Statistical results of different ARIMA parameters for Dell stock index.

ARIMA	BIC	Adjusted 𝑅^2	SER
(1, 0, 0)	4.5588	0.9897	2.3611
(1, 0, 1)	4.5602	0.9897	2.3612
(2, 0, 0)	5.2389	0.9796	3.3174
(0, 0, 1)	7.8883	0.7127	12.4770
(0, 0, 2)	7.9369	0.6984	12.7839
(1, 1, 0)	4.5615	−0.0000	2.3642
(0, 1, 0)	4.5599	0.0000	2.3639
(0, 1, 1)	4.5615	−0.0000	2.3642
(1, 1, 2)	4.5630	−0.0002	2.3644
(2, 1, 0)	4.5617	−0.0001	2.3645
(2, 1, 2)	4.5610	0.0019	2.3621