光伏建筑一体化行业板块指数的预测模型构建——基于ARIMA模型的实证分析

The Predicting Model Construction of BIPV Integrated Industry Sector Index:An empirical analysis based on ARIMA model

在30、60双碳目标之下,光伏建筑一体化行业的发展是绿色建筑、碳中和的重要实现路径,故有效地判断该行业板块未来的变动趋势,有助于更好地把握该行业投资盈利点。基于2019年4月1日至2021年5月28日沪深股市中37家光伏建筑一体化相关企业的股票数据,建立ARIMA模型对光伏建筑一体化的板块指数发展趋势做出预测。研究发现,ARIMA(20,1,3)模型通过了ADF检验和L-Jung-Box检验,并预测出2021年5月至2021年7月该板块指数将呈现“锯齿”形总体不断向上增长。最后,根据模型预测结果和市场背景,提出针对性的建议,为市场投资者和企业管理者提供相应的技术参考和启示。

Under 30 and 60 double carbon targets,the development of BIPV integrated industry is one of the important paths for green building and carbon neutral.Therefore,the effective judgement of the state of the industry groups and the change trend can help grasp the industry investment profit.Based on 37 related BIPV enterprises from April 1,2019 to May 28,2021 in Shanghai and Shenzhen stock market share data,ARIMA model was established for BIPV index trend forecast.It is found that ARIMA(20,1,3)model through the ADF test and L-Jung-Box test,and predict the sector index will present“zigzag”overall upward growth continuously in May 2021 to July 2021.Finally,according to the result of model forecast and market background,pertinent suggestions were put forward to help market investors and corporate managers forecast on the development of BIPV plate to provide corresponding technical reference and enlightenment.