Research Article
A New Approach for Reconstruction of IMFs of Decomposition and Ensemble Model for Forecasting Crude Oil Prices
Table 1
values of ADF unit root test and order of selected ARIMA models for all data.
| Data | Series | ADF test value | ADF test 1st diff value | Order of ARIMA model |
| Brent | Daily | 0.990 | <0.010 | (1, 1, 0) | Weekly | 0.990 | <0.010 | (2, 1, 2) |
| WTI | Daily | 0.349 | <0.010 | (3, 1, 2) | Weekly | 0.054 | <0.010 | (5, 1, 5) |
|
|