数据集

组件

MSE

RAI_{MAE_2}

RAI_{MAE_1}

VAR

G-O

ARIMA

G-O

ARIMA

1

$X_1$

3.168

7.078

4.529

55.242

30.051

$X_2$

3.497

10.564

9.11

66.897

61.614

$X_3$

4.884

4.340

2.368

−12.535

−106.25

$X_4$

5.664

9.760

6.893

41.967

18.889

Average

4.303

7.934

5.748

37.893

1.076

2

$F_1$

7.54

8.03

8.58

6.102

12.12

$F_2$

11.79

14.02

15.76

15.91

25.19

$F_3$

5.250

7.78

5.248

32.519

-0.057

Average

8.19

9.94

9.86

18.176

12.418