基于ARIMA模型的余额宝收益率的预测

摘要

选取2013年5月30日-2016年7月27日期间的余额宝收益率数据,进行数据处理并建立ARIMA模型,从而预测出余额宝在2016年7月28日-2016年8月21日期间的收益率.通过实际结果与预测结果之间的对比,确定了在允许误差范围内该模型的有效性.%The research object of this paper is the yield of Yu Ebao.By selecting the yield data during May 30, 2013 to July 27, 2016, the ARIMA model was established for data processing, thus predicating the yield of Yu Ebao between July 28, 2016 and August 21, 2016.Finally, by comparing the actual results with the predicted results, the validity of the model within the allowable error range was determined.