| 用ARMA模型预测深沪股市 |
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| 引用本文： | 李民,邹捷中,李俊平,梁建武. 用ARMA模型预测深沪股市[J]. 铁道科学与工程学报, 2000, 18(1): 78-84 |
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| 作者姓名： | 李民 邹捷中 李俊平 梁建武 |
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| 作者单位： | 1. 长沙铁道学院科研所,湖南,长沙,410075
2. 长沙铁道学院现代教育技术中心,湖南,长沙,410075 |
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| 摘 要： | 分析了随机时间序列的统计预测方法,并利用ARMA模型对深沪市未来短期指数进行了有效预报.
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| 关 键 词： | ARMA模型 预测 股市 指数 |
Predicting Securities Market in Shanghai and Shenzhen by ARMA Model |
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| LI Min,ZHOU Jie-zhong,LI Jun-ping,LIANG Jian-wu. Predicting Securities Market in Shanghai and Shenzhen by ARMA Model[J]. Journal of Railway Science and Engineering, 2000, 18(1): 78-84 |
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| Authors: | LI Min ZHOU Jie-zhong LI Jun-ping LIANG Jian-wu |
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| Abstract: | In this paper we analysesome predictation approaches of random time series and by using ARMA model we predicteffectually the weighted aggregative indexes of securities market in Shanghai andShenzhen. |
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