Output from NEURAL VARMAX Search Case: foxfut optimal objective value: 12412386.73805 MAX_s=5 MAX_r=5 YDIM=2 XDIM=4 TRUE_NOBS = 842 DATANOBS = 842 CALCULATION_MODE=1 TRUE_FHORIZON=10 FHORIZON_NNET = 10 VALID_RATIO=0.2000 SR_WEIGHT=0.5000 ALPHA=0.3000 ETA=0.7000 USE_LASTw=0 NOISE_FLIP=0 FEEDBACK_FLIP=0 RANDOM_FLIP=0 RANDOMIZE_NET=1 BINARY_FLIP=0 ACTIVATION_MODE=5 SCALE=1 neural structure: ni=34 ni_noise=34 nf=9 ns=6 DATANOBS=842 CHANGE_MARGIN=0.0000001000 final CHANGE = 0.0000013820 MAX_k=5 LAST_ITERATION=5 AIC = 28.756021059479274 S_R = 30.943928928291939 HQ = 29.594481100988411 Error statistics for the observed period Series: 1 2 Mean 407.4430 596.2905 Stdev 2156.0601 2693.7628 Skewness 3.3514 2.5810 Kurtosis 26.0900 16.9209 MAPE 0.0291 0.0380 RMSE 75.5745 95.0266 Runs -21.6929 -20.9454 ErrorAngle 0.0416 0.0521