上证综合指数特征分析

本研究利用1978-2010年我国宏观经济的数据、1990-2010上证指数数据,探讨了上证指数的基本特征。统计分析实证研究表明上证指数具有"趋势性,周期性,季节性,随机性"特征,在此基础上运用回归分析等方法建立并得出上证指数统计模型结果。结论表明上证指数不仅具有四大特征,而且具有以四大特征为变量的统计关系式。利用所得到结论对研究上证指数的变化规律,具有理论价值和实用价值。

The Characteristics Analysis of The Shanghai Composite Index

The basic characteristics of the Shanghai index is studied by 1978-2010 China’s macroeconomic data and 1990-2010 data of the Shanghai index.The Trend,cyclical,seasonal,random characteristics of the Shanghai index have be found by statistical analysis.According to these analysis,the Shanghai index statistical model results is found by the regression analysis and other methods.The conclusion show that the Shanghai Composite Index has not only the four characteristics,but also the statistical relationship of four major variables.The conclusion for studying the Shanghai index has theoretical and practical value.