journal6 ›› 2008, Vol. 29 ›› Issue (3): 40-43.

• Computer • Previous Articles     Next Articles

Autoregressive Method on Stock Market Prediction and Its Empirical Analysis


  1. (1.Department of Mathematics and Computer Science,Normal College,Jishou University,Jishou 416000,Hunan China;2.Institute of Information Science and Technology,Hainan University,Haikou 570228,China)
  • Online:2008-05-25 Published:2012-05-23

Abstract: The steps and methods of how to construct an autoregressive model are given;the model sample comes from a  nonstationary time series.The concrete instance gives the fact that the autoregressive model is good at  stock price prediction.Some problems of how to apply the model are discussed.

Key words: stock market, autoregressive model, prediction

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