SSE Composite Index Prediction and Simulation System Multiple Regression and Time—Lag Cointegration Model

摘要

Stock index forecasting is an important task in economic field; it is difficult to accurately predict index trends using the traditional prediction methods which are based on price and the quality. Studies on this field were described in this paper: historical data and the influence of macroeconomic factors to stock price, fits the mathematical models of the principal component of the multi-lag regression and Sequence Cointegration and stock index predicts; At the same time the author has done the system simulation, results show that the mathematical model is very efficient and practical.