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| 上证指数的时间序列预测模型 | |
| 引用本文： | 朱宁 徐标 仝殿波. 上证指数的时间序列预测模型[J]. 桂林电子工业学院学报, 2006, 26(2): 124-128 |
| 作者姓名： | 朱宁 徐标 仝殿波 |
| 作者单位： | 桂林电子科技大学计算科学与数学系,广西桂林541004 |
| 摘 要： | 为研究上证指数的变化规律，利用时间序列分析方法建立了预测模型，模型对上证指数的日-上证指数和日-上证指数分别作了预测分析，结果表明，预测值接近真实值，并为指导投资者在证券投资市场上的正确投资战略决策提供有效依据。 |
| 关 键 词： | 时间序列分析 上证指数 ARIMA模型 AIC准则 |
| 文章编号： | 1001-7437（2006）02-0124-05 |
| 收稿时间： | 2005-09-05 |
| 修稿时间： | 2005-09-05 |
Time-series prediction model of Shanghai composite index |
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| ZHU Ning, XU Biao, TONG Dian-bo. Time-series prediction model of Shanghai composite index[J]. Journal of Guilin Institute of Electronic Technology, 2006, 26(2): 124-128 | |
| Authors: | ZHU Ning XU Biao TONG Dian-bo |
| Abstract: | In order to study the variability patterns of Shanghai comprehensive index, we constructed a prediction model through time-series analysis. The model was applied to both daily and monthly index prediction. The results showed that prediction based on the model was approximate to the value in reality. Therefore ,the model proposed can improve the accuracy of prediction by investors of the stock market. |
| Keywords: | time-series analysis Shanghai composite index autoregressive intergrated moving average model akaike information criterion |
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