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

Table 7

Model Q statistics in ARIMA(2,1,1) and ARIMA(4,1,5).

Item	Statistics	value	Item	Statistics	value
Q6	0	0.992	Q6	0.002	0.964
Q12	0.846	0.991	Q12	4.473	0.613
Q18	49.259	0.000	Q18	11.086	0.522
Q24	54.694	0.000	Q24	15.015	0.661
Q30	96.337	0.000	Q30	25.895	0.359