Time Series Analysis in Security Analysis

摘要

This paper introduces the definition of time series analysis and its characteristics. Have developed in recent years, time series analysis is quantitative forecasting method, which is particularly applicable to economic time series. The AKIMA model and the MATLAB software are used to research the time series of stock market in China. Time series analysis is fully demonstrated in the analysis of the performance of stock market Volatility of securities markets has been the focus of academic research. China's securities market is still relatively young, so unusual fluctuations in the stock market appeared one after another, and even the rough conditions is not surprising. It is not terrible that there are always the bull and bear markets. The spike is frightening. Volatility in the stock market not only occurs in China. However, it is certainly a unique that the volatility in the domestic stock market is very high. The Yijingsaid: The yin and yang are of that Road. If yin and yang are regarded as conflicts, Tao is to resolve the conflict. Tao is the principles and laws of the universe. Therefore, it is of great significance for government regulators, academics and investors to grasp the laws of stock market volatility.