Page 111 - Contributed Paper Session (CPS) - Volume 6
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CPS1837 Qiguang Dong et al.
                    MSE          HMSE     MAE            HMAE         QLIKE        R LOG
                                                                                    2
                                                            
             M8     0    0     0    0     0    0     0     0      0     0      0    0
             M9     0    0     0    0     0    0     0     0      0     0      0    0
             M10   0     0     0    0     0    0     0     0      0     0      0    0
             M11   0     0     0    0     0    0     0     0      0     0      0    0

             M12   0     0     0    0     0    0     0     0      0     0      0    0
             M13   0     0     0    0     0    0     0     0      0     0      0    0
             M14   0     0     0    0     0    0     0     0      0     0      0    0
             M15   0     0     0    0     0    0     0     0      0     0      0    0
             M16   0     0     0    0     0    0     0     0      0     0      0    0
             M17   0     0     0    0     0    0     0     0      0     0      0    0

             M18   0     0     0    0     0    0     0     0      0     0      1    1
             M19   0     0     0    0     0    0     0     0      0     0      0    0
             M20   0     0     0    0     0    0     0     0      0     0      0    0
             M21   0     0     0    0     0    0     0     0      0     0      0    0
             M22   0     0     0    0     0    0     0     0      0     0      0    0

             M23   0     0     0    0     0    0     0     0      0     0      0    0
             M24   1     1     1    1     0    0     1     1      0     0      0    0
             M25   0     0     0    0     0    0     0     0      0     0      0    0
             M26   0     0     0    0     0    0     0     0      0     0      0    0
             M27   0     0     0    0     0    0     0     0      0     0      0    0
             M28   0     0     0    0     0    0     0     0      0     0      0    0

             M29   0     0     0    0     0    0     0     0      0     0      0    0
             M30   0     0     0    0     0    0     0     0      0     0      0    0
             M31   0     0     0    0     0    0     0     0      0     0      0    0
             M32   0     0     0    0     0    0     0     0      0     0      0    0
             M33   0     0     0    0     0    0     0     0      0     0      0    0

             M34   0     0     0    0     0    0     0     0      0     0      0    0
             M35   0     0     0    0     0    0     0     0      0     0      0    0
             M36   0     0     0    0     0    0     0     0      0     0      0    0
                                Table 4 MCS test results based on ARMA models.
                   MSE         HMSE   MAE           HMAE        QLIKE      R LOG
                                                                             2
                                                         
              M1   0    0    0   0     0   0    0     0     0    0     0     0

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