According to the theories of technical analysis and the basic assumptions,by making use of the closing price,high price,low price and turnover,and closing price,high price,low price and turn over in the past few trading days,is can be established the Linear Regression Model of the composite stock index of the Shanghai Stock Exchange centre.
根据技术分析的理论和基本假设,利用收盘价、最高价、最低价和成交量,以及前几个交易日的收盘点、最高点、最低点和成交量对上证综合指数999999收盘点位建立的多元线性回归模型显示,当期上证综合指数999999确实与前3个交易日的收盘价、最高价、最低价和成交量有线性关系,模型拟合得很好,但估计的个别值与实际值偏离较大,用模型进行预测时还得用其他方法予以佐证。
0,a research is made on the volatility of the month close index of ShangHai and ShenZheng stock market from the opening to October 2004(14 years),and the ADL(p,q) models for them are separately established.
0,对深沪股市自开市至今2004年10月14年的大盘月收盘指数的波动进行了研究,建立了2个市场相应的ADL(p,q)模型,并对2个市场2004年11月的月收盘指数进行了短期预测分析。