Research Article

Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN

Table 2

Unit root test for RMB/USD.

SeriesADF1%5%10% valueResult

−2.5742−3.4333−2.8627−2.56740.0985Nonstationary
−43.9875−3.4333−2.8627−2.56740.0001Stationary
−35.3466−3.4333−2.8627−2.56740.0000Stationary

Notes: and stand for the prices and returns of RMB/USD, respectively, while denotes the th fractional difference series of the returns.