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

Table 6

Sample results of ANN and ARIMA models for Dell stock index.

Sample period	Actual value	Predicted values		Forecast error
		ANN	ARIMA	ANN	ARIMA
01/03/2010	13.57	13.16	13.35	0.03021	0.016212
02/03/2010	13.68	13.55	13.46	0.0095	0.016082
03/03/2010	13.71	13.7	13.56	0.00073	0.010941
04/03/2010	13.67	13.55	13.67	0.00878	0
05/03/2010	13.88	13.53	13.78	0.02522	0.007205
08/03/2010	14.01	13.89	13.88	0.00857	0.009279
09/03/2010	14.18	13.92	13.99	0.01834	0.013399
10/03/2010	14.31	13.85	14.09	0.03215	0.015374
11/03/2010	14.21	14.18	14.2	0.00211	0.000704
12/03/2010	14.26	14.31	14.3	−0.0035	−0.00281
15/03/2010	14.26	14.15	14.4	0.00771	−0.00982
16/03/2010	14.3	14.49	14.51	−0.0133	−0.01469
17/03/2010	14.59	14.5	14.61	0.00617	−0.00137
18/03/2010	14.55	14.25	14.71	0.02062	−0.011
19/03/2010	14.41	14.28	14.81	0.00902	−0.02776
22/03/2010	14.62	14.67	14.91	−0.0034	−0.01984
23/03/2010	15.22	15.19	15.01	0.00197	0.013798
24/03/2010	14.99	14.66	15.11	0.02201	−0.00801
25/03/2010	14.87	14.96	15.21	−0.0061	−0.02286
26/03/2010	14.99	14.75	15.31	0.01601	−0.02135
29/03/2010	14.96	14.89	15.4	0.00468	−0.02941
30/03/2010	14.97	15.01	15.5	−0.0027	−0.0354
31/03/2010	15.02	14.97	15.6	0.00333	−0.03862