| 基于ARIMA模型对上证指数的预测 |
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| 引用本文： | 白营闪.基于ARIMA模型对上证指数的预测[J].科学技术与工程,2009,9(16). |
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| 作者姓名： | 白营闪 |
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| 作者单位： | 华南理工大学理学院,广州,510640 |
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| 摘 要： | 股票价格涉及很多不确定因素,且各个因素之间的相关关系错综复杂, 因此要从理论上彻底弄清楚股市的变化机理十分困难.然而股市是一个运动的、特殊的系统, 它必然存在着规律.以上证综合指数为例,利用EVIEWS软件对其股票价格建立ARIMA模型,提出了股票价格序列的一步向前静态预测方法,用于股票价格序列的建模及股价短期预测,希望为企业和投资者在进行相关决策时提供有益的参考.
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| 关 键 词： | 上证综合指数 自回归移动平均模型(Autoregressive ARIMA模型) 计量经济学观察(Econometrics |
Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model |
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| BAI Ying-shan.Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model[J].Science Technology and Engineering,2009,9(16). |
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| Authors: | BAI Ying-shan |
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| Institution: | South China University of Technology;Guangzhou 510640;P.R.China |
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| Abstract: | The fluctuations Shanghai Stock Index and use the ARIMA model are studed to analyze the characteristics of the fluctuations. As a result,although the complexity of many-fold changes of stock prices,short-term forecasts of stock price are gain by applying ARIMA model for the empirical prices. Some help and reference for enterprises and investors can provide in the relevant decision-makings. |
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| Keywords: | Integrated Moving Average Model Views EVIEWS) |
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