[Retracted] A Study of Stock Market Predictability Based on Financial Time Series Models

Table 4

Table of stock price forecasts processed by principal components of stock trading technical indicators.

Stock forecasting model	Input feature dimension	Input feature selection	RMSE
M3	38	Transaction basic indicators and transaction technical indicators	0.89	88.1%
M3-PCA(80)	11	Retain 80% of feature information	0.754	91.2%
M3-PCA(90)	15	Retain 90% of feature information	0.874	90.0%