摘要
基于ARMA模型,对2000年1月至2014年3月上证月平均收盘价数据进行拟合,结合R和Eviews软件,用BIC准则进行模型的定阶,所选择的模型预测误差在可接受范围内,并根据最终模型进行趋势预测,结果显示未来五个月的月平均收盘价有上涨趋势.
Based on ARMA model,the monthly average closing price data of Shanghai Stock Exchange from January 2000 to March 2014 are fitted. The BIC criterion is used to determine the order of the model by combining R and Eviews software. The prediction error of the selected model is within acceptable limits,and the trend prediction is made according to the final model. The results show that the monthly average closing price of the next five months is on the rise.
作者
王瑶
赵治荣
WANG Yao;ZHAO Zhirong(Department of Science,Taiyuan Institute of Technology,Taiyuan 030008,China)
出处
《太原师范学院学报（自然科学版）》
2019年第4期40-42,64,共4页
Journal of Taiyuan Normal University:Natural Science Edition
基金
山西省高等学校教学改革项目(J2018190)
太原工业学院2018年教学改革研究项目(2018YJ10Y)
