The Application of ARIMA Model in 2014 Shanghai Composite Stock Price Index
Science Journal of Applied Mathematics and Statistics
Volume 3, Issue 4, August 2015, Pages: 199-203
Received: Jun. 30, 2015; Accepted: Jul. 27, 2015; Published: Aug. 5, 2015
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Authors
Renhao Jin, School of Information, Beijing Wuzi University, Beijing, China
Sha Wang, School of Information, Beijing Wuzi University, Beijing, China
Fang Yan, School of Information, Beijing Wuzi University, Beijing, China
Jie Zhu, School of Information, Beijing Wuzi University, Beijing, China
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Abstract
In order to study the changes of Shanghai Composite Stock Price Index (SCSPI) and predict the trend of stock market fluctuations, this paper constructed a time-series analysis.A non-stationary trend is found, and an ARIMA model is found to sufficiently model the data. A short trend of Shanghai composite stock price index is then predicted using the established model.
Keywords
The Shanghai Composite Stock Price Index (SCSPI), Prediction, ARIMA Model
To cite this article
Renhao Jin, Sha Wang, Fang Yan, Jie Zhu, The Application of ARIMA Model in 2014 Shanghai Composite Stock Price Index, Science Journal of Applied Mathematics and Statistics. Vol. 3, No. 4, 2015, pp. 199-203. doi: 10.11648/j.sjams.20150304.16
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