Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

Table 4

Sample of empirical results of ARIMA (1, 0, 0) of Dell stock index.

Sample period	Actual values	Predicted values	Forecast error
01/03/2010	13.57	13.35	0.016212
02/03/2010	13.68	13.46	0.016082
03/03/2010	13.71	13.56	0.010941
04/03/2010	13.67	13.67	0
05/03/2010	13.88	13.78	0.007205
08/03/2010	14.01	13.88	0.009279
09/03/2010	14.18	13.99	0.013399
10/03/2010	14.31	14.09	0.015374
11/03/2010	14.21	14.2	0.000704
12/03/2010	14.26	14.3	−0.00281
15/03/2010	14.26	14.4	−0.00982
16/03/2010	14.3	14.51	−0.01469
17/03/2010	14.59	14.61	−0.00137
18/03/2010	14.55	14.71	−0.011
19/03/2010	14.41	14.81	−0.02776
22/03/2010	14.62	14.91	−0.01984
23/03/2010	15.22	15.01	0.013798
24/03/2010	14.99	15.11	−0.00801
25/03/2010	14.87	15.21	−0.02286
26/03/2010	14.99	15.31	−0.02135
29/03/2010	14.96	15.4	−0.02941
30/03/2010	14.97	15.5	−0.0354
31/03/2010	15.02	15.6	−0.03862