基于ARIMA模型的股价预测研究.docx

PAGE \* MERGEFORMAT PAGE \* MERGEFORMAT I 基于ARIMA模型的股价预测研究 摘　要 随着我国金融市场的逐步放开、股票市场的迅猛发展，股票市场作为整个国民经济的重要基石之一，其地位和作用也日益突出．如何有效地控制金融市场风险，促使金融市场有效、健康的运行，已成为我国金融机构面临的重大挑战．而通过历史数据，建立ARIMA模型，能较好地预测股价的发展趋势，从而使股票的投资者和管理者获得最大的回报或最小的损失。本文利用同花顺软件收集深市同德化工（）股票从2010年3月3日—2016年4月25日间的每日收盘价，其中样本数据采用股指对数收益率作为样本数据，并采用其数据进行平稳、零均值化处理，模型识别和模型定阶，在使用最小二乘法估计参数后，建立ARIMA模型；最后利用已建模型预测出未来3天的股票开盘价指数，并与实际数据相对照，计算模型预测误差，验证ARIMA模型是否适合于所选股票的短期预测。 关键词：股价 ARIMA模型 PAGE \* MERGEFORMAT PAGE \* MERGEFORMAT II Comparison of urban and rural residents in Hebei Province Li da Directed by Lecturer Liu linghui Abstract In recent years, under the guidance of the national integration strategy launched in Beijing, Tianjin, Hebei Province, by means of its regional advantages Hebei Province efforts to build one hour life circle.Accelerate the flow of population makes the structural differences in Hebei Household Consumption size changed.In order to better describe this difference, and this difference is a measure of the size of the paper to survive and consumption, development and enjoyment and consumption and consumption in total consumption in proportion to the share of differences and build differentiated consumption structure.In this paper, descriptive statistics, found that the proportion of urban and rural consumption structure difference in survival consumption and enjoyment and consumption of large differences in the development and consumption of a smaller proportion of the status quo.Then analyzed to find a comprehensive description of the size difference factor by factor analysis reveals that the reason for the difference generated by the status quo.Finally, the specific economic development in Hebei Province, Hebei Province, is given to promote the coordinated development of urban and rural consumption policy recommendations. KEY WORDS： Urban and Rural Residents Consumption Differences Compare Research PAGE \* MERGEFORMAT PAGE \* MERGEFORMAT 2 目 录 TOC \o 1-3 \h \u HYPERLINK \l