| 股票市盈率的ARMA模型建立及预测 |
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| 引用本文： | 吴喜,姚云飞. 股票市盈率的ARMA模型建立及预测[J]. 阜阳师范学院学报(自然科学版), 2011, 28(3): 13-17 |
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| 作者姓名： | 吴喜 姚云飞 |
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| 作者单位： | 阜阳师范学院数学与计算科学学院,安徽阜阳,236037 |
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| 摘 要： | 针对寻找影响市盈率多种因素的困难,提出从市盈率的数据的本身出发,利用B-J时间序列分析方法建立自回归滑动平均模型ARMA,对股票市盈率分析并预测。对皖维高新股票的市盈率的数据实证研究并短期预测,结果表明其预测效果良好。
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| 关 键 词： | 时间序列分析 市盈率 ARMA 预测 |
Modeling and forecasting price-earnings ratios on ARMA model |
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| WU Xi,YAO Yun-fei. Modeling and forecasting price-earnings ratios on ARMA model[J]. Journal of Fuyang Teachers College:Natural Science, 2011, 28(3): 13-17 |
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| Authors: | WU Xi YAO Yun-fei |
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| Affiliation: | (School of Mathematics and Computional Science,Fuyang Teachers College,Fuyang Anhui 236037,China) |
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| Abstract: | As for the difficulties of looking for a variety of factors influencing the price-earning ratios,the model built by the data itself with B-J’s method of time series is presented to analyze and to forecast.A stock’s price-earnings ratios empirical research is carried out,which is included short-term forecast.The result shows that the method gives a good short-term predict. |
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| Keywords: | analysis of time series price-earnings ratios ARMA forecast |
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