Journal of Jishou University(Natural Sciences Edition) ›› 2020, Vol. 41 ›› Issue (5): 86-91.DOI: 10.13438/j.cnki.jdzk.2020.05.016

• Economics • Previous Articles     Next Articles

Analysis and Prediction of Opening Price of Bank Stocks Based on ARMA Model

CHEN Hao, LAN Yanhong, HE Yubo   

  1. (School of Mathematics and Computing Sciences, Huaihua University, Huaihua 418000, Hunan China)
  • Online:2020-09-25 Published:2021-02-04

Abstract: Taking the time series of the opening price of each stock trading day from January 2, 2018 to December 26, 2019 of China Construction Bank as the research object, the original series is stabilized by difference method, and then the ARIMA model satisfied by the original series is determined by AIC and HQ minimum criteria. The model is used to predict the short-term opening price of China Construction Bank, and the results show that the predicted value is in good agreement with the actual value, and the short-term error is small.

Key words: time series, ARMA model, stock, opening price, EViews

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