Research on prediction and analysis of shanghai stock index based on the arima model

HIGHLIGHTS

  • What: The paper provides a literature review to outline relevant studies delves into the specific processes of data preprocessing and model establishment and concludes with empirical analysis and result discussions. Subsequently, utilizing this model, the authors predicted the future trends of the SSE Composite Index and conducted comparative analyses with the predictions of other models. The model with the lowest AIC is considered the best. If the tests passed, the model was considered optimal; otherwise, the second smallest AIC model was tested, continuing until a suitable model was identified.
  • Who: Index, and Tianrui, Gu from . . .

     

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