文章基本信息

标题：Forecasting Analysis of Shanghai Stock Index Based on ARIMA Model
本地全文：下载
作者：Chenggang Li ; Chenggang Li ; Bing Yang 等
期刊名称：MATEC Web of Conferences
电子版ISSN：2261-236X
出版年度：2017
卷号：100
页码：1-6
DOI：10.1051/matecconf/201710002029
语种：English
出版社：EDP Sciences
摘要：Prediction and analysis of the Shanghai Composite Index is conducive for investors to investing in the stock market, and providing investors with reference. This paper selects Shanghai Composite Index monthly closing price from Jan, 2005 to Oct, 2016 to construct ARIMA model. This paper carries on the forecast of the last three monthly closing price of Shanghai Stock Index that have occurred, and compared it with the actual value, which tests the accuracy and feasibility of the model in the short term Shanghai Stock Index forecast. At last, this paper uses the ARIMA model to forecast the Shanghai Composite Index closing price of the last two months in 2016.