The Analysis Of The Stock Price Trend Prediction Based On The Time Serises

After the development of ten years, the China’s stock market is gradually from premature to maturity, and gradually become China’s most important one of the capital market. In the recent years,the China’s stock market is under the international macroeconomic environment’s influence, it can be said to be ups and downs all around. For investors, how accurate analysis of the stock market, and make the best investment decision, which made even more pressing. For the managers of the China’s stock markets, how to grasp the dynamic of the stock market to make it healthy and stable development, which also is a difficult task. So whether investors or managers of the stock market to give special attention, especially for stock market analysis and prediction of the future market, it is to become a popular research topic.Predicting the trend of stock has been the most people careing about, and time series model also has been a very important tool of prediction researching the stock market. The stock market time series model has the following two characteristics:first, it seems not completely random; Second, it is very easy to get. Economic phenomenon which involves many factors, relationships and more complexs, a quantitative model analysis and comparison with hard, so the important economic time series is one of the quantitative analysis tools, especially is applied to the analysis of the stock market ARMA model analysisIn this paper, the time series analysis of the relevant theoretical knowledge of a simple introduction, focusing on prediction model needed are discussed in this paper. Secondly introduces the development of the theory of stock forecast and traditional analysis method. Then, using the model introduced to list in China Shanghai recent share price for peace short-term prediction, drawing the conclusion.