Fig 1.
Historical price fluctuations.
Fig 2.
Scatter plot analysis.
Fig 3.
Standardized data inspection.
Fig 4.
Linear relationship test.
Table 1.
Phillips-Perron unit root test result.
Table 2.
Johansen-Procedure test result.
Table 3.
Regression result (p-value in parentheses).
Table 4.
AIC test result.
Table 5.
VIF test result.
Fig 5.
Regression model fitting results.
Fig 6.
Holt-Winters model fit test.
Fig 7.
Holt-Winters model predictions.
Fig 8.
Forecast trend of standardized price of FDY.
Table 6.
Forecast value of standardized price of FDY.
Fig 9.
Forecast price of 50D/24F FDY.
Fig 10.
Comparison of the trends between actual and predicted values.
Table 7.
Comparison between actual values and predicted values.