【正文】
turn, which has greatly promoted the stock market’s prosperity. While under this behavior, an increasing large number of people bee to realize the importance of stock forecast. The socalled stock forecast is defined: with the help of the stock’s recent condition, we’ll predict the future stock’s development, including its later development directions and fluctuations. This prediction 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 econom