关于股票价格指数的回归分析

On the Analysis of a Stock Price Index

根据门限自回归方法的基本原理，利用计算机对股票指数进行多元分析，通过数据处理，找出了股票指数之间最佳依赖关系周期，为股市形势分析及预测提供出较科学的依据。

This paper presents the optimum period of dependent relalionship in stock indexes based on the principle of threshold autogress method,using computers to make polybasic analysis of stock indexes and with the help of data processing so as to provide a scientific basis for the anal-ysis and prediction of the stock-market situation.