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随着中国资本市场的发展,越来越多的人参与到股票市场中来,但是股市的波动性和风险性,使我们最大的敌人。市场的多变量性使我们对股价的波动总是不能很好的把握。本文基于股票价格变化趋势的可预测性,利用多元统计分析中的判别分析模型,运用SAS程序语言编程,对我国股票交易中上证指数数据进行分析,得到了判别函数,给出了预测判别准则,进一步讨论了其在股票价格预测中的应用。
With the development of China’s capital market, more and more people are participating in the stock market. However, the volatility and risk of the stock market make our biggest enemy. The multivariate nature of the market makes it impossible for us to grasp the volatility of the stock price. Based on the predictability of the trend of stock price changes, using the discriminant analysis model of multivariate statistical analysis, using SAS programming language to analyze the SSE index data in China’s stock exchange, the discriminant function is obtained and the forecasting criteria are given. Further discussed its application in the stock price forecast.