摘要
本研究选取新冠疫情发生前后四个月,即2019年9月2日至2020年4月30日上证医药收盘价,将其162个数据作为样本,运用ARIMA模型进行回溯预测。通过分析预测值与真实值的差值。得出疫情对我国医药行业股价有着正向冲击作用。随着全球疫情恶化使得正向冲击同时加剧,虽然国内新冠疫情态势已得到基本控制,但在全球大环境下其对我国医药行业股价的影响短时间内不会消退。
this article selects the new crown, four months before and after the outbreak on September 2, 2019 to April 30, 2020,the Shanghai medical closing price, a total of 162 data, as a sample, using ARIMA model to carry on the back. By analyzing the difference of the predicted values and the real value, it is concluded that outbreak has a positive impact on our country medicine industry shares, as the deterioration of the global outbreak has made positive impact at the same time, although the domestic new epidemic situation has been basic control, but under the environment of our country in the global pharmaceutical industry the impact of stock price in a short period of time will not fade.
作者
任敏
王晨铭
严鸿雁
Ren Min;Wang Chenming;Yan Hongyan(Management College,Beijing Union University,Beijing 100101)
出处
《北方经贸》
2022年第2期93-96,共4页
Northern Economy and Trade
基金
教育部人文社会科学研究青年基金项目(19YJCZH211)
北京联合大学科研项目(JS10202004)。