TITLE:
ARIMA Model in the Application of Shanghai and Shenzhen Stock Index
AUTHORS:
Shichang Shen, Yue Shen
KEYWORDS:
Time Series, ARIMA, Stock Price Prediction
JOURNAL NAME:
Applied Mathematics,
Vol.7 No.3,
February
24,
2016
ABSTRACT: 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.