摘要
近年来,我国资本市场快速发展,其中股票市场吸引了大量的资金。而股价作为反映企业经济实力、发展水平的重要指标,受到了人们越来越多的关注。上证指数作为一个综合反映股市变动情况的指标,有利于市场参与者对市场进行分析。因此,选取2016年2月1日至2018年10月16日的上证指数收盘价作为研究数据,建立ARIMA模型,对未来的上证指数进行预测和分析,以期为广大投资者提供投资指标,为企业政策决定者提供可靠的依据。
In recent years,Chinaundefineds capital market has developed rapidly.The stock market has attracted a lot of capital.The stock price,as an important index reflecting the economic strength and development level of enterprises,has been paid more and more attention.As a comprehensive index to reflect the changes in the stock market,the Shanghai stock market index is conducive to market participants to analyze the market.Therefore,selecting the closing price of the Shanghai Stock Exchange Index from February 1,2016 to October 16,2018 as the research data,establishing a ARIMA model to forecast and analyze the future Shanghai Stock Exchange Index,with a view to providing investment indicators for the vast number of investors,To provide a reliable basis for the decision-making of enterprise policy.
作者
张颖超
孙英隽
ZHANG Ying-chao,SUN Ying-jun(School of Management,Shanghai University of Technology,Shanghai 200093,China)
出处
《经济研究导刊》
2019年第11期131-135,共5页
Economic Research Guide