Research Article
Research on Small Sample Nonlinear Cointegration Test and Modeling Based on the LS-SVM Optimized by PSO
Table 7
SMPI prediction results and errors 2000 = 100.
| | Prediction model | 2018 | 2019 | 2020 | 2021 |
| | Actual value | 573.719 | 560.85 | 551.861 | 564.23 | | NECM model(LS-SVM) | Predictive value | 575.235 | 554.864 | 546.561 | 569.753 | | Error | 0.26% | -1.067% | -0.960% | 0.979% | | VAR model | Predictive value | 717.557 | 893.569 | 961.766 | 1143.681 | | Error | 25.071% | 59.324% | 74.277% | 102.698% | | NECM model (wavelet neural network) | Predictive value | 589.476 | 576.585 | 565.762 | 571.476 | | Error | 2.75% | 2.81% | 2.52% | 1.28% |
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