| 基于ARMA模型对恒生指数的实证分析 |
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| 引用本文： | 王义,殷晓时,李新民.基于ARMA模型对恒生指数的实证分析[J].山东理工大学学报,2012(3):31-33. |
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| 作者姓名： | 王义 殷晓时 李新民 |
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| 作者单位： | 山东理工大学理学院;山东大学经济学院;青岛大学数学科学学院 |
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| 摘 要： | 利用ARMA模型对恒生指数(HSI)的走势进行研究,并用Eviews软件对其预测分析,得出恒生指数(HSI)走势变化的预测误差.
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| 关 键 词： | ARMA模型 恒生指数(HSI) Eviews 预测误差 |
Research on HSI forecasting based on integraing ARMA |
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| WANG Yi,YIN Xiao-shi,LI Xin-min.Research on HSI forecasting based on integraing ARMA[J].Journal of Shandong University of Technology:Science and Technology,2012(3):31-33. |
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| Authors: | WANG Yi YIN Xiao-shi LI Xin-min |
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| Institution: | 1.School of Sciences,Shandong University of Technology,Zibo 255091,China; 2.School of Economics,Shandong Universiey,Jinan 250100,China; 3.College of Mathematics,Qingdao University,Qingdao 266071,China) |
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| Abstract: | An ARMA model was applied to study the movements of the Hang Seng Index(HSI),and the prediction error of the change of Hang Seng Index(HSI) was obtained by Eviews software. |
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| Keywords: | ARMA model HSI Eviews prediction error |
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