摘要
本文以时间序列分析原理为理论基础,运用VC语言的数值计算与分析功能,结合Matlab的制图功能,系统的分析和直观的显示了现实的金融证券(0889华联商城)在一年内的发展变化规律,建立其数学模型,这是时间序列分析在现实应用中重要地位的一种体现.
This paper is based on the principle of time series analysis. Using numerical computation and aualysis function of VC language and drawing function of Matlab, we systematically analyze and directly give the developmet law of real finanical securities (0889 Hualian Commercial Mansion) in one year, and establish its mathematical model.This is an example that the role of time series analysis is very important in realistic application.
出处
《吉林师范大学学报(自然科学版)》
2008年第1期1-5,共5页
Journal of Jilin Normal University:Natural Science Edition
基金
国家自然科学科基金(10271849)
关键词
时间序列
金融证券
自相关函数
偏相关函数
time series
finanical securities
autocorrelation
partial correlation function