Statistical Analysis Of Jiang Huai Automobile Stock Index

In September 2001,China joined the World Trade Organization(WTO)and became the world's second largest consumer of cars.Although China has already become the second largest consumer of cars and third largest automobile manufacturing country,China is not a powerful country of car from the overall strength of the automobile industry,since in China's independent development of the car industry;there are several kinds of problems.JAC,as a local Chinese automobile manufacturing enterprise,has made significant achievements in independent research and development.The study of JAC is conducive to the success of China's automobile market in the competition of global automotive market share and has a strong practical significance.In order to study the operation status of all aspects of JAC,this paper adopts time series model to carry on the objective economic description and forecast to JAC Automobile Co.,Ltd.However,different from other areas,the frequency of traditional statistical analysis method cannot be applied to the actual economic activities,making it difficult to continue the analysis.Therefore,this paper adopts the Bayesian analysis method based on the classical time series model.The results show that the time series ARIMA model is better fitting to the JAC's stock index.This paper studies the Jamaican automobile stock index,First,the time series ARIMA model is established by software Eviews-6.0,and the stock price is short-term forecasted using the fitting model.Second,with the software R,the JAC share's the daily income price is studied by statistical methods,including the use of standardized residuals and the COOK distance in finding the abnormal points or strong impact.Finally,Bayesian analysis is performed on 'the constructed ARIMA(p,d,q)model and the JAC's stock index data is analyzed through the Openbugs software package.