【正文】
ic 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 method of testing degree of fitting and arrange them by the numbers. And according to the Dow Jones index, we may predict the closing price trend for shortterm with the help of time series analysis theory. Therefore we can establish some models, we could prove that the method has some value for predicting the stock’s trend by means of model fitting effect and error analysis.Keywords: stock, predict, time series analysis, AR(1) model目錄 引言 基于時間序列分析的股票預(yù)測模型的實(shí)例分析 引言 股票是股份公司(包括有限公司和無限公司)在籌集資本時向出資人發(fā)行的股份憑證,代表著其持有者(即股東)對股份公司的所有權(quán)。每個股東所擁有的公司所有權(quán)份額的大小,取決于其持有的股票數(shù)量占公司總股本的比重。股東與公司之間的關(guān)系不是債權(quán)債務(wù)關(guān)系。股票的特點(diǎn):(1)不可償還性;(2)參與性;(3)收益性;(4)流通性;(5)價格波動性和風(fēng)險性。由于它是建立在