摘要
分析了随机时间序列的统计预测方法 ,并利用 ARMA模型对深沪市未来短期指数进行了有效预报 .
In this paper we analyse some predictation approaches of random time series and by using ARMA model we predict effectually the weighted aggregative indexes of securities market in Shanghai and Shenzhen.
出处
《长沙铁道学院学报》
CSCD
2000年第1期78-84,共7页
Journal of Changsha Railway University
