Research Article

International Gold Price Forecast Based on CEEMDAN and Support Vector Regression with Grey Wolf Algorithm

Table 3

Correlation coefficient, VCR, and T test results for each IMF and the residual.

IMFs/residualPearson correlationKendall rank correlationVariance contribution rate (%)T test
t statistic value

IMF10.01290.01310.0144−0.31070.7561
IMF20.01880.01460.0020−0.86140.3891
IMF30.01210.00880.02220.13870.8897
IMF40.01290.00500.0279−0.19740.8435
IMF50.02320.01720.03700.20000.8415
IMF60.04300.03120.0634−1.01890.3083
IMF70.03700.02050.0874−0.28240.7776
IMF80.04750.04010.1458−1.33090.1833
IMF90.07660.04090.29760.09820.9218
IMF100.10670.04660.3195−1.91830.0551
IMF110.37270.13912.48372.59790.0094
IMF120.64440.34546.6239−10.45650.0001
Residual0.92100.739968.1219190.14370.0001