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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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15854507074654948332 |
| Summary: | 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. The results of this research show that Technical Index factors are import on Taiwan Stock and trend forecasts on Macroeconomics factors and Technical Index factors are more accurate than on Macroeconomics factors ARIMA model.
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