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《Journal of Lanzhou University of Arts and Science(Natural Science Edition)》 2015-01
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Modeling and Prediction of Time Series of Price-earnings of Banking Based on Box-Jenkins Methods

LI Sheng-biao;PENG Jian-kui;Lanzhou University of Arts and Science;  
The time series technology is applied by using Box-Jenkins methods.Price-earnings data of Ping An Bank are analyzed by SPSS software,and the best ARMA model is determined by various conditions.Finally,using those models makes a prediction on Price-earnings of Ping An Bank.Empirical analysis indicates that the Box-Jenkins methods and the ARMA model can be an effective and practical way to analysis and forecast Price-earnings of banking with high precision.
【Fund】: 甘肃省高等学校科研项目(2013A-135)
【CateGory Index】: F832.33;F224
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