2016Applied MathematicsOpen access

ARIMA Model in the Application of Shanghai and Shenzhen Stock Index

Shichang Shen, Yue Shen

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Abstract

In the paper, based on the data of Shanghai and Shenzhen 300 stock index in 2011, the ARIMA model was established by using Eviews 6, and the historical trend of stock price was found out. The model was used to provide a reference for the investors.

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In the paper, based on the data of Shanghai and Shenzhen 300 stock index in 2011, the ARIMA model was established by using Eviews 6, and the historical trend of stock price was found out. The model was used to provide a reference for the investors.

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OpenAlex reports 6 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

In the paper, based on the data of Shanghai and Shenzhen 300 stock index in 2011, the ARIMA model was established by using Eviews 6, and the historical trend of stock price was found out. The model was used to provide a reference for the investors.

Key concepts: Autoregressive integrated moving average, Stock (firearms), Econometrics, Index (typography), Stock market index, Economics, Mathematics, Statistics

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