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基于ARIMA模型的股票价格预测
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Abstract:
本文基于ARIMA模型对平安银行股票的收盘价进行了预测研究。通过选取2024年1月2日至2024年11月30日的收盘价作为训练集，2024年12月1日至2025年1月2日的收盘价作为测试集，构建了ARIMA (2,1,1)模型。模型经过平稳性检验、参数定阶和诊断检验后，预测了未来一个月的股票收盘价，并与实际数据进行了对比。结果表明，ARIMA模型在短期股票价格预测中具有较高的准确性，预测误差较小，能够为投资者提供有价值的参考。
In this paper, the closing price of Ping’an Bank stock is studied based on ARIMA model to predict the closing price. The ARIMA (2,1,1) model was constructed by selecting the closing prices from January 2, 2024 to November 30, 2024 as the training set and the closing prices from December 1, 2024 to January 2, 2025 as the test set. The model predicted the closing price of stocks in the coming month after smoothness test, parameter fixed order and diagnostic test, and compared with the actual data. The results show that the ARIMA model has high accuracy in short-term stock price prediction with small prediction error, and can provide valuable reference for investors.
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