基于多元线性回归的螺纹钢价格分析及预测模型

通过分析期货黑色系品种螺纹钢产业链上下游的关系,提出了一种基于多元线性回归分析的螺纹钢价格分析及预测模型。首先,收集 影响螺纹钢价格的主要因素数据,包括焦炭期货结算价、焦煤期货结算价、铁矿石期货结算价、热卷期货结算价与人民币兑美元汇率中间价；然后,通过散点图与趋势线对这些影响因素进行分析以确定影响因素,借助SPSS与NCSS软件利用收集到的数据构建基于最小二乘法的多元线性回归模型,并通过岭回归分析消除自变量间的共线性,得到修正后的模型；最后,运用此模型对未来一个月交易日的螺纹钢价格进行较为精准的预测。实验表明,该模型拟合度较高,具有一定的实用性。

Analysis and Prediction on Rebar Price Based on Multiple Linear Regression Model

A kind of rebar price analysis as well as prediction model based on multiple linear regression analysis was proposed by means of analyzing the upstream and downstream relationship of rebar industrial chain in futures black line variety.Firstly,the data of major factors influencing rebar price is collected,including coke futures settlement price,coking coal futures settlement price,iron ore futures settlement price,hot rolled futures settlement price,and central parity rate of RMB to USD.Later,these influencing factors are analyzed through scatter diagram and rend line to determine influencing factors.The multiple linear regression model based on least square method is constructed by virtue of SPSS and NCSS,and the collected data.Meanwhile,the collinearity among independent variables are moved through ridge regression to obtain revised model.At last,this model is applied to carry out accurate prediction of rebar price on trade day in the next month.The experiment indicates that the fitting degree of this model is higher with certain practicability.