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Benchmarks
One-step-ahead Forecasting on S&P 500 returns
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2.6031
Mean Absolute Error
ARIMA
2.602352
2.607401
2.61245
2.617499
Jul 10, 2025
Mean Absolute Error
Root Mean Squared Error
Updated 1mo ago
Evaluation Results
Method
Method
Links
Mean Absolute Error
Root Mean Squared Error
ARIMA
Time=0.9493
2025.07
2.6031
3.7116
GARIMA–OLS
Time=0.0472
2025.07
2.6218
3.7023
GARIMA–Ridge
Time=0.0567
2025.07
2.6218
3.7023
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