摘要
利用SAS软件对上证股市数据作了周回升率的实证研究,探讨了股票内在的联系,结果表明股票的主成分分析及因子分析具有一致性,即股市结构由一般经济条件、工业部门活动和各公司特殊活动三部分构成,并由主成分回归获得周回升率的预测值。
In the paper,the basic principles of principal component analysis and factor analysis are introduced,in order to explore the i nner relation among stock prices,ut ilising SAS software.The cal-culation results show that the principal component analysis of stock is c onsistent with factor analysis,this is to say that stock market consists of general economic condition,t he activities of industrial de-partment and the special activities of each company,and the value of pred iction of rally rate for weekly stock prices can be obtained.
出处
《保定学院学报》
2002年第2期16-19,共4页
Journal of Baoding University
关键词
主成分分析
主成分回归
因子分析
principal component analysis
principal component regression
factor analysis
