ARIMA Model in the Application of Shanghai and Shenzhen Stock Index
Shichang Shen, Yue Shen
Abstract
Open-access reader
Shichang Shen, Yue Shen
Abstract
Open-access reader
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.
OpenAlex reports 6 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
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