Application of Time Series Auto Regressive Model in Price Forecast

摘要：

This paper discusses the application of the time series AR (Auto Regressive) model in price forecast. It focuses on feasibility from the theoretical perspective and then proves the advantages of the application in price forecast by case studies. It shows that AR model is applicable in the forecasts of the trends in price statistics, the evaluation of physical conditions and the.

关键词： timeseries indicestatistics trendforecast

作者: Yang ZHAO Lei SHEN

作者单位: School of the Earth Sciences and Resources,China University of GeosciencesBeijing, P. R. China Institute of Geographic Sciences and Nature Resources Research (IGSNRR), Chinese Academy of Sciences

会议类型: 国际会议

会议名称: 2011 International Conference on Business Management and Electronic Information(2011商业管理与电子信息国际学术会议 BMEI2011)

会议地点: 广州

会议语种:英文

页码: 1-4

在线出版日期: 2011-05-13（万方平台首次上网日期，不代表论文的发表时间）