An Empirical Study on Stock Price Based on ARIMA Model
Xiaoguang Yang, Ting Yu, Yuzhen Lu, Zhiyuan Chu
Available Online May 2014.
- https://doi.org/10.2991/lemcs-14.2014.64How to use a DOI?
- Time series;ARIMA model;forecast;stock prices
- the model in time series analysis are widely used in the field of economy, it can describe the historical data change over time, and analyze data to make predictions. The ARIMA is one of the important models in time series models. This paper summarizes several smooth data processing methods. Using the A-Information Criterion and the principle of the precision of the model, it gives the step and method to build ARIMA model. The ARIMA model is used to analyze the data of China Merchants Bank(600036) shares at the opening price 2013/01/04-2013/10/18 and to predict the next five days 2013/10/21-2013/10/25 stock opening price data. In contrast with the actual data, the model prediction error is smaller, indicating that ARIMA model is very suitable for short-term forecasts.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Xiaoguang Yang AU - Ting Yu AU - Yuzhen Lu AU - Zhiyuan Chu PY - 2014/05 DA - 2014/05 TI - An Empirical Study on Stock Price Based on ARIMA Model BT - International Conference on Logistics Engineering, Management and Computer Science (LEMCS 2014) PB - Atlantis Press SN - 1951-6851 UR - https://doi.org/10.2991/lemcs-14.2014.64 DO - https://doi.org/10.2991/lemcs-14.2014.64 ID - Yang2014/05 ER -