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

Table 6

ARIMA(4,1,5) model parameter table.

Item	Symbol	Coefficient	Standard error	value	value	95% CI
Constant		0.381	0.356	1.069	0.285	-0.318~1.080
AR		-0.839	0.121	-6.903	0	-1.077~-0.601
		0.386	0.295	1.307	0.191	-0.193~0.965
		-0.232	0.311	-0.745	0.456	-0.842~0.378
		-0.519	0.131	-3.975	0	-0.775~-0.263
MA		0.864	0.121	7.121	0	0.626~1.102
		-0.333	0.306	-1.087	0.277	-0.932~0.267
		0.278	0.344	0.807	0.42	-0.397~0.953
		0.387	0.167	2.313	0.021	0.059~0.714
		-0.156	0.033	-4.652	0	-0.221~-0.090

AIC value: 10132.380; BIC value: 10188.855.