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计算R ER AR AAR CAR ARIMA模型股票趋势预测 通过历史两年的股价预测未来三年股价
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明确北京城乡在窗口期内ERt与ARt,即预期正常收益率与超额收益率。根据市场调整模型,北京城乡在第t天时的ERt为第t天时的上交所市场指数收益率,且北京城乡属于上交所上市的A股,因此市场指数选为北京城乡的A股上证指数;超额收益率为北京城乡在窗口期收盘价与其正常收益率的差额,具体计算公式为: 通过历史两年的股价预测未来三年股价
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