Research Article
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 |
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