| 基于ARMA模型的股票开盘价分析及预测 |
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| 引用本文： | 陈浩,兰燕鸿,何郁波.基于ARMA模型的股票开盘价分析及预测[J].吉首大学学报(自然科学版),2020,41(5):86-91. |
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| 作者姓名： | 陈浩 兰燕鸿 何郁波 |
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| 作者单位： | （怀化学院数学与计算科学学院，湖南 怀化 418000） |
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| 基金项目： | 优秀青年项目;创新训练项目;怀化学院科学研究重点项目 |
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| 摘 要： | 以建设银行2018年1月2日至2019年12月26日的每个股票交易日开盘价的时间序列为研究对象，通过差分方法对原始序列进行平稳化处理，再采用AIC和HQ最小准则确定原始序列所满足的ARIMA模型.为了检验该模型的效果，利用模型对建设银行短期的股票开盘价进行预测，结果表明预测值与实际值较吻合，短期误差较小.
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| 关 键 词： | 时间序列 ARMA模型 股票 开盘价 EViews软件 |
Analysis and Prediction of Opening Price of Bank Stocks Based on ARMA Model |
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| CHEN Hao,LAN Yanhong,HE Yubo.Analysis and Prediction of Opening Price of Bank Stocks Based on ARMA Model[J].Journal of Jishou University(Natural Science Edition),2020,41(5):86-91. |
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| Authors: | CHEN Hao LAN Yanhong HE Yubo |
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| Institution: | (School of Mathematics and Computing Sciences, Huaihua University, Huaihua 418000, Hunan China) |
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| Abstract: | Taking the time series of the opening price of each stock trading day from January 2, 2018 to December 26, 2019 of China Construction Bank as the research object, the original series is stabilized by difference method, and then the ARIMA model satisfied by the original series is determined by AIC and HQ minimum criteria. The model is used to predict the short-term opening price of China Construction Bank, and the results show that the predicted value is in good agreement with the actual value, and the short-term error is small. |
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| Keywords: | time series ARMA model stock opening price EViews |
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