| 上证综合指数的统计分析与预测 |
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| 引用本文： | 查正洪.上证综合指数的统计分析与预测[J].上海海事大学学报,1999(4). |
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| 作者姓名： | 查正洪 |
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| 作者单位： | 上海海运学院管理学院经贸系!上海200135 |
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| 摘 要： | 对上证综合指数进行了时间序列分解的实证研究,并在此基础上建立ARIMA模型对其进行拟合预测,取得了一定的效果
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| 关 键 词： | 上证综合指数 时间序列 ARIMA模型 |
The Statistical Analysis and Prediction of the ShangZheng Synthesis Index |
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| Zha Zhenghong.The Statistical Analysis and Prediction of the ShangZheng Synthesis Index[J].Journal of Shanghai Maritime University,1999(4). |
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| Authors: | Zha Zhenghong |
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| Institution: | Zha Zhenghong |
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| Abstract: | This paper gives a demonstration study of the ShangZheng synthesis index by the method of time series analysis. On this basis, An ARIMA model demonstrates a successful simulation and prediction of the ShangZheng synthesis index. |
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| Keywords: | the ShangZheng synthesis index time series analysis ARIMA model |
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