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Stock price analysis based on the research of multiple linear regression macroeconomic variables

2021; De Gruyter; Volume: 7; Issue: 1 Linguagem: Inglês

10.2478/amns.2021.2.00097

2444-8656

Fei Wang, Wanling Chen, Bahjat Fakieh, Basel J. A. Ali,

Market Dynamics and Volatility

Abstract The article uses SPSS statistical analysis software to establish a multiple linear regression model of short-term stock price changes of domestic agricultural listed companies. The article uses a stable time series based on the ARMA model for stable agricultural value-added, fiscal expenditure and market interest rates. The regression method is used to study its impact on the stock price index. Compared with the existing stock forecasting methods, this method has simple data collection and no specific requirements for data selection, and the prediction results have a high degree of fit. Therefore, this method is suitable for most stocks.