Abstract

Investors buy assets in the target index, if all, the cost is too high, generally not feasible. This paper carries on the stationarity test and the unit root test to the time series, establishes the ARIMA model of the stationary sequence obtained after the difference of the non-stationary sequence, determines the constant of the ARIMA model according to the ACF diagram and the PACF diagram. By analyzing the current exponential fluctuation, the time series model is used to predict the exponential fluctuation in the next year. Through the evaluation and analysis of the prediction results, reasonable investment suggestions and strategies can be obtained.

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