The Trend Forecast on Taiwan Stock Index by Applying ARIMA

碩士 === 義守大學 === 管理科學研究所 === 87 === The study select variable by Stepwise model and forecast Taiwan Stock Index by ARIMA model. The study classified three topics; (1)single variable ARIMA model. (2)Macroeconomics factors ARIMA model. (3)Macroeconomic factors and Technical Index factors ARIMA model. T...

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Bibliographic Details
Main Authors: Tsai-Yin Lin, 林財印
Other Authors: Louie Sheng-Yen Wu
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/15854507074654948332