Author(s)

Shichang Shen¹, Yue Shen²

¹School of Mathematics and Statistics, Qinghai Nationlities University, Xining, China.
²School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, China.

In the paper, based on the data of Shanghai and Shenzhen 300 stock index in 2011, the ARIMA model was established by using Eviews 6, and the historical trend of stock price was found out. The model was used to provide a reference for the investors.

Time Series, ARIMA, Stock Price Prediction

Shen, S. and Shen, Y. (2016) ARIMA Model in the Application of Shanghai and Shenzhen Stock Index. Applied Mathematics, 7, 171-176. doi: 10.4236/am.2016.73016.