Application of Neural Network with Autocorrelation in Long-Term Forecasting of Systemic Financial Risk

Table 1

Variance of indicators.

Indicator	Variance	Indicator	Variance
PCR	0.13569	CSI300	0.06702
NPL	0.12835	CAR	0.06413
RLR	0.11398	REL	0.06120
IBA	0.09969	PIIE	0.05430
CCI	0.09319	ERR	0.04928
CBI	0.09303	FEL	0.04746
RELR	0.09038	CPI	0.03768
LDR	0.08995	IECI	0.03276
ER	0.08632	IEPI	0.03062
LRCB	0.08626	IURED	0.02932
M2	0.08441	WAIR	0.02409
SHB	0.07815	FAI	0.02285
IBL	0.07685	TRSCG	0.01378
GLR	0.06792	GDP	0.01138