Output from NEURAL VARMAX Search Case: aktier optimal objective value: 66715.53570 MAX_s=2 MAX_r=1 YDIM=33 XDIM=1 TRUE_NOBS = 258 DATANOBS = 258 CALCULATION_MODE=1 TRUE_FHORIZON=5 FHORIZON_NNET = 5 VALID_RATIO=0.0000 SR_WEIGHT=0.5000 ALPHA=0.3000 ETA=0.7000 USE_LASTw=0 NOISE_FLIP=1 FEEDBACK_FLIP=0 RANDOM_FLIP=1 RANDOMIZE_NET=1 BINARY_FLIP=0 ACTIVATION_MODE=5 SCALE=1 neural structure: ni=68 ni_noise=134 nf=9 ns=15 DATANOBS=258 CHANGE_MARGIN=0.0000001000 final CHANGE = 1.0000000000 MAX_k=15 LAST_ITERATION=15 AIC = 238.644383851075531 S_R = 264.713191968349292 HQ = 249.126776615537892 Error statistics for the observed period Series: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 Mean 0.4215 3.8165 1.3078 0.1428 0.8011 0.3370 0.4250 -0.2226 -0.0175 -0.2008 5.6907 0.9016 3.4362 0.4760 0.9136 -0.3106 0.6626 0.1715 -0.1568 1.1058 0.1226 2.1053 1.8916 1.9025 0.4993 0.4338 -0.5342 0.2249 1.6093 0.3100 0.9174 -0.4848 0.3737 Stdev 14.8371 55.0832 33.4537 53.3302 41.4541 12.7413 23.2993 17.6421 30.4297 48.2995 138.1638 30.0498 50.4632 10.1870 38.7883 32.5301 32.1128 27.4265 18.0638 23.7103 44.9879 49.1603 46.1670 46.8668 35.4098 25.4070 33.6771 25.5154 102.3872 21.8450 33.6151 23.6094 26.5301 Skewness -0.0458 -0.0340 0.0063 -0.1182 -0.0723 0.0932 -0.0024 0.0946 -0.2224 -0.0519 0.3067 0.0406 0.0169 0.2125 0.1127 -0.1959 0.0360 0.1309 0.3771 0.1355 -0.2210 0.0717 0.0165 2.3946 0.2669 0.2357 -0.0171 -0.0243 0.0556 0.1930 -0.0123 -0.2519 0.3553 Kurtosis 2.8150 3.1746 3.0373 2.3175 3.4185 3.1988 3.2467 2.8848 5.8157 3.2001 3.8685 3.6047 2.8604 3.4447 3.2772 3.4166 4.7863 3.9929 4.4115 3.2530 4.1343 2.8373 2.9734 24.1414 3.2404 3.2312 6.2341 3.3670 4.4831 3.2709 3.1887 5.1161 4.1141 MAPE 0.0121 0.0341 0.0224 0.0367 0.0291 0.0097 0.0256 0.0151 0.0278 0.0356 0.0477 0.0184 0.0282 0.0086 0.0243 0.0226 0.0205 0.0195 0.0142 0.0235 0.0373 0.0293 0.0300 0.0296 0.0213 0.0189 0.0266 0.0202 0.0409 0.0156 0.0208 0.0217 0.0167 RMSE 0.9223 3.4309 2.0803 3.3138 2.5763 0.7920 1.4480 1.0963 1.8908 3.0012 8.5923 1.8680 3.1429 0.6337 2.4108 2.0214 1.9958 1.7042 1.1225 1.4749 2.7954 3.0575 2.8711 2.9145 2.2005 1.5789 2.0928 1.5855 6.3628 1.3575 2.0895 1.4673 1.6487 Runs -1.4507 -5.4372 -4.9694 -1.4859 -1.4859 -2.6112 -4.4793 -1.3439 -2.2376 -3.3607 -2.6112 -1.4903 -5.4468 -0.1002 -1.1059 -2.5941 -1.6149 0.0090 -1.9706 -2.7381 -3.3615 -3.7527 -3.1054 -1.5954 -4.1872 -0.4940 -0.3484 0.0158 -1.0624 -2.3654 -0.8566 -1.3868 -1.0978 ErrorAngle 0.0150 0.0433 0.0284 0.0426 0.0361 0.0126 0.0315 0.0188 0.0366 0.0441 0.0539 0.0242 0.0329 0.0107 0.0302 0.0286 0.0273 0.0252 0.0180 0.0301 0.0487 0.0350 0.0367 0.0479 0.0267 0.0242 0.0356 0.0259 0.0509 0.0195 0.0257 0.0284 0.0214