下载后可任意编辑目 录摘要..............................................................IIIABSTRACT..........................................................III第 1 章 绪论.......................................................11.1 讨论背景及意义.................................................1第 2 章 股票价格预测理论与方法.....................................22.1 股票基础知识...................................................22.2 股票预测理论的进展............................................32.3 股票预测分析的传统方法.........................................4第 3 章 时间序列分析的理论与方法...................................63.1 时间序列分析进展历史...........................................63.2 时间序列分析方法概述...........................................73.3 随机时间序列分析的特性分析....................................93.3.1 随机过程的基本概念.......................................93.3.2 时序特性的讨论工具.......................................93.4 时间序列模型简介..............................................103.4.1ARMA 模型................................................103.4.2ARIMA 模型...............................................123.5 建立时间序列模型的一般步骤....................................13第 4 章 实例预测..................................................144.1 数据录入......................................................144.2 平稳性检验....................................................154.3 模型识别......................................................154.4 模型诊断检验..................................................184.5 模型拟合......................................................194.6 预测..........................................................21 I基于时间序列分析的股票价格趋势预测第 5 章 结论......................................................22附录...............................................................23致谢...............................................................24基于时间序列分...
