時(shí)間序列分析課程設(shè)計(jì)報(bào)告--基于時(shí)間序列分析的股票預(yù)測模型研究-全文預(yù)覽
【正文】 based on the assumption of behavior is the prerequisite for established factor basis. But the stock’s index is always changing with the country’s macroeconomic development, the formulation of laws and regulations, the pany’s operations, the confidence of investors and so on, which results in that it is very difficult to accurately predict. Even securities analysts’ forecast results can only be operated as a general reference. Timeseries data often show some kinds of randomness and dependence between each other because of the influence of various accidental factors. Time series analysis is one of the most important tools for economy research, and it describe the variation of data with time, and used to forecast economic series analysis is often used to predict the stock price, which provides decisionmaking basis for investors and the stock market managers. This thesis mainly introduces time series analysis theory, including its notion, character as well as the expression and description of some models derived from it ,including method of data simulation, method of parameter estimation and m
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