Forecasting of Global Market Prices of Major Financial Instruments

Figure 2

Forecast for 30 daily close price values. (a) Forecasts from ARIMA (0,1,1) for AD. (b) Forecasts from ARIMA (0,1,1) for C. (c) Forecasts from ARIMA (0,1,2) for CL. (d) Forecasts from ARIMA (1,1,1) for ES. (e) Forecasts from ARIMA (0,1,1) for FC. (f) Forecasts from ARIMA (0,1,1) for GC. (g) Forecasts from ARIMA (1,1,1) for KC. (h) Forecasts from ARIMA (0,1,1) for US.

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