Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model
Bai Ying-shan · Science Technology and Engineering · 2009
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.