Time Lag Regression Analysis Of Chinese Stock Based On Lasso

In this article,we establish a econometric model with Lasso regression and explain the entity the intrinsic relationship between financial markets and economic policy.For the first step we processed the market data,which in real life and academic study more meaningful.The second step,We study the stability of the data.At the same time,To explore the internal equilibrium relationship between variables.Then we can continue to study the interpreted delay sexual relationships between variables and explanatory variables.The last we got two step regression,the first step for variable coefficient sparse and the second for sparse of time node,at last,we explained the results.