文章基本信息

标题：FORECASTING BY REGRESSION ANALYSIS: A CASE STUDY OF LOCAL STOCK EXCHANGE MARKET BASED ON FOREIGN MARKETS
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作者：Muhamad Safiih Lola ; Norizan Muhammed ; Teoh Kah Seng 等
期刊名称：Statistika
印刷版ISSN：1411-5891
出版年度：2003
卷号：3
期号：1
页码：151-156
DOI：10.29313/jstat.v3i1.551
出版社：Universitas Islam Bandung
摘要：Regression analysis is one of the most widely used techniques for analyzing multifactor data. The application of regression analysis in stock market is a statistical technique used to forecast and to analyze teh factors that influnce the stock market. By using the “multiple linear regression”, studies have been done in obtaining the best regression model to do forecasting. The common types of “multiple linear regression” to be studied here would be estimation of the model parameters, hypothesis testing and confidence intervals. The foreign stock markets for this reasearch are Hang Seng, All Ordinaries, Nikkei 225, Dow Jones and FTSE 100. The data are collected from 1 january to 31 December 2002. as result, that the closing value for KLSE is related to at least one regressors and the closing values for Nikkei 225 and Dow Jones have strong influence on the closing value for KLSE.