摘要
该文对大众公用(600635)股票开盘价建立ARIMA模型进行预测分析。使用Eviews 9软件分析大众公用的股票开盘价,在对该数据分析前,需要先分析选取的股价时间序列数据的平稳性,若是不平稳序列,要把该数据平稳化处理后才能继续进行后续分析。实证分析结果表明,利用选取的ARIMA模型预测大众公用9天的开盘价,结果显示,预测的误差较小,说明该模型具有一定的参考价值和现实意义,ARIMA模型可以为投资者及相关投资机构提供股票投资决策参考。
This paper establishes ARIMA model to predict and analyze the opening price of Volkswagen public(600635)stock.Use Eviews 9 software to analyze the public stock opening price.Before analyzing the data,it is necessary to analyze the stability of the selected stock price time series data.If it is an unstable series,the subsequent analysis can be continued only after the data is stabilized.The empirical analysis results show that the selected ARIMA model is used to predict the opening price of the public for 9 days.The results show that the prediction error is small,indicating that the model has certain reference value and practical significance.ARIMA model can provide stock investment decision-making reference for investors and relevant investment institutions.
作者
杨宇塬
张梅
YANG Yuyuan;ZHANG Mei(Guizhou University of Finance and Economics,Guiyang,Guizhou Province,550025 China)
出处
《科技资讯》
2021年第29期121-123,127,共4页
Science & Technology Information
