MATEC Web Conf.
Volume 100, 201713th Global Congress on Manufacturing and Management (GCMM 2016)
|Number of page(s)||6|
|Section||Part 2: Internet +, Big data and Flexible manufacturing|
|Published online||08 March 2017|
Forecasting Analysis of Shanghai Stock Index Based on ARIMA Model
1 Faculty of Finance, Guizhou University of Finance and Economics, Guiyang, 550025, China
2 Faculty of Science, National University of Singapore, 117546, Singapore
Prediction and analysis of the Shanghai Composite Index is conducive for investors to investing in the stock market, and providing investors with reference. This paper selects Shanghai Composite Index monthly closing price from Jan, 2005 to Oct, 2016 to construct ARIMA model. This paper carries on the forecast of the last three monthly closing price of Shanghai Stock Index that have occurred, and compared it with the actual value, which tests the accuracy and feasibility of the model in the short term Shanghai Stock Index forecast. At last, this paper uses the ARIMA model to forecast the Shanghai Composite Index closing price of the last two months in 2016.
© The Authors, published by EDP Sciences, 2017
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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