Research on the Analysis and Forecast of "Digital Economy" Sector Index Trading Volume Based on Arim (p, q) Model

Abstract

Stock trading volume is a performance of supply and demand, which refers to the number of transactions in a time unit. The trading volume is an important basis for judging the stock trend, and provides an important basis for analyzing the main behaviors. Therefore, this paper will extract indicators based on the data information of the "digital economy" sector index every five minutes from July 14, 2021 to December 31, 2021, so as to combine ARIMA and multiple linear regression model to obtain the "digital economy" sector index trading volume analysis and prediction model based on ARIM (p, q) model, and then through the comparative analysis of the two models, obtain the best. The example shows that the model has strong applicability and practicability for the prediction of closing price.