Quantitative Investment Trading Model Based on Model Recognition Strategy with Deep Learning Method

Table 5

ARIMA(2,1,1) model parameter table.

Item	Symbol	Coefficient	Standard error	value	value	95% CI
Con.	c	24.862	19.886	1.25	0.211	-14.115~63.839
AR		0.439	0.217	2.018	0.044	0.013~0.865
		0.102	0.024	4.145	0	0.054~0.149
MA		-0.513	0.218	-2.355	0.019	-0.940~-0.086

AIC value: 29601.258; BIC value: 29628.804.