The Analysis Of The Effectiveness Of Forecasting Stock Indexes With Multiple Linear Regression Models

This thesis first talked about the forecasting effectiveness of US leading economic indicators, summarized other people's work, described multiple regression models, explained common macroeconomic factors influencing stock indexes, analyzed the forecasting effectiveness of using 12 independent variables to predict index returns for the current month and 1 to 3 months into the future, examined the initial model assumption violations and simplified the models.