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

Table 5

Results for the effect of time series length on stock price models.

Prediction model	Sequence length	RMSE
M3-PCA(80)-d5	5	0.892	88.3%
M3-PCA(80)-d10	10	0.758	91.2%
M3-PCA(80)-d20	20	0.761	90.8%
M3-PCA(80)-d30	30	0.772	90.1%