基于灰色理论与ARIMA模型的股票价格预测

Stock Price Prediction Based on Grey Theory and ARIMA Model

利用组合模型对茅台股票价格进行预测。首先通过ADF检验观察价格时间序列是否平稳。其次,选择ARIMA、GM(1,1)、GM-ARIMA回归模型分别对股票价格序列进行拟合。最后,基于误差标准选择GM-ARIMA回归模型对茅台股价进行预测。结果表明,GM-ARIMA回归模型更能准确地预测茅台股票的股价。

The combination model is used to forecast the stock price of Moutai.First,the ADF test is used to observe whether the price time series is stable.Secondly,ARIMA,GM(1,1)and GM-ARIMA regression models are selected to fit the stock price series.Finally,GM-ARIMA regression model is selected based on the error criteria to predict the share price of Moutai.The results show that GM-ARIMA regression model can predict the share price of Moutai stock more accurately.