Article
Stock price analysis based on the research of multiple linear regression macroeconomic variables
Authors
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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.
Keywords
multiple linear regression, macroeconomic variables, listed companies, financial performance, stock prices, 62J05
Citation
Wang, F., Chen, W., Fakieh, B., & Ali, B. J. (2021). Stock price analysis based on the research of multiple linear regression macroeconomic variables. Applied Mathematics and Nonlinear Sciences, 6(2), 267–274. https://doi.org/10.2478/amns.2021.2.00097
F. Wang, W. Chen, B. Fakieh and B. J. Ali, “Stock price analysis based on the research of multiple linear regression macroeconomic variables,” Applied Mathematics and Nonlinear Sciences, vol. 6, no. 2, pp. 267–274, 2021, doi: 10.2478/amns.2021.2.00097.
Wang F, Chen W, Fakieh B, Ali BJ. Stock price analysis based on the research of multiple linear regression macroeconomic variables. Applied Mathematics and Nonlinear Sciences. 2021;6(2):267–274. doi:10.2478/amns.2021.2.00097.
Wang, F., Chen, W., Fakieh, B. and Ali, B. J. (2021), ‘Stock price analysis based on the research of multiple linear regression macroeconomic variables’, Applied Mathematics and Nonlinear Sciences, 6(2), pp. 267–274. Available at: https://doi.org/10.2478/amns.2021.2.00097.
Wang, Fei, et al. “Stock Price Analysis Based on the Research of Multiple Linear Regression Macroeconomic Variables.” Applied Mathematics and Nonlinear Sciences, vol. 6, no. 2, 2021, pp. 267–274. https://doi.org/10.2478/amns.2021.2.00097.
Wang, Fei, Wanling Chen, Bahjat Fakieh, and Basel J.A Ali. “Stock Price Analysis Based on the Research of Multiple Linear Regression Macroeconomic Variables.” Applied Mathematics and Nonlinear Sciences 6, no. 2 (2021): 267–274. https://doi.org/10.2478/amns.2021.2.00097.
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Published by: Engineering Journals


