2009•Science Technology and EngineeringRequires access

Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model

Bai Ying-shan

Abstract

The fluctuations Shanghai Stock Index and use the ARIMA model are studed to analyze the characteristics of the fluctuations. As a result,although the complexity of many-fold changes of stock prices,short-term forecasts of stock price are gain by applying ARIMA model for the empirical prices. Some help and reference for enterprises and investors can provide in the relevant decision-makings.

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Key concepts: Autoregressive integrated moving average, Stock (firearms), Econometrics, Stock market index, Economics, Index (typography), Stock price, Time series