主要介绍了建立ARMA模型的方法,并据此对隆平高科历史收益率历史数据建模,以EVEEWS软件为分析工具。结果表明,该模型对短期投资决策有一定的指导作用。
This paper mainly introduces the method of building ARMA model,Modeling on the history of Long Ping Gaoke yield sequence data and using EVIEWS software and SPSS software as analysis tools.The results shows that the model has plays a very good guiding roles in the short-term investment decision-making.