請問一下,我個 SPY stock model predict (測兩星期後SPY價格,即 t+14) 出黎既數據同現實比較, consistently 細, difference mean 大概 -12 (如圖),係咪可以繼續用?
我應該用咩indicator睇佢 predict 幾準 (SD=6.8, RMSE=13.45, R Square=0.67, 仲有冇其他)?
我另外用左 middleband 做 control (如下圖), 同樣測 T+14 (SD=8.8, RMSE=11.1, R Square=0.52)。 difference 既 mean = -6.7。RMSE 好過我個 model, 點解釋呢?

另外要睇我個model係咪比 control 好, 係咪要用 T Test (homoscedastic?)
