基于ARIMA对沪深300指数分析

Analysis of the CSI 300 Index Based on ARIMA

摘要: 近年来，我国资本市场发展迅速，股市越来越受人们关注，沪深300指数作为投资收益率标杆，有利于投资者对市场投资回报率分析。因此，本文将时间序列ARIMA模型对沪深300指数收盘价短期预测。经实验证明，将预测收盘价和实际收盘价比较，模型短期预测效果较佳。

Abstract: In recent years, China’s capital market has developed rapidly, and the stock market has received increasing attention. The CSI 300 Index, as a benchmark for investment returns, is beneficial for investors to analyze market investment return rates. Therefore, this paper will use the time series ARIMA model to make short-term forecasts of the closing prices of the CSI 300 Index. Experiments have shown that by comparing the predicted closing prices with the actual closing prices, the model performs well in short-term forecasting.