基于ARIMA模型对余额宝收益的分析
Analysis on the Yu’ebao Gains Based on ARIMA Model
作者: 卢丽煌 ：云南财经大学统计与数学学院，云南 昆明;
关键词: ARIMA模型； 余额宝； GARCH模型； ARIMA Model； Yu’ebao； GARCH Model
摘要:Abstract: It is well known, Yu’ebao receives extensive attention of the social public, which is based on the third party payment platform supported by Internet. And it had a profound impact for the classical business bank. There are many uncertainties for Yu’ebao as a monetary fund being stable at a higher yield level. Therefore, researches upon the returns and prediction of Yu’ebao are of significance. It is helpful for market participants to make right decisions. The paper establishes ARIMA model based on the Yu’ebao data of May 1, 2015 to April 30, 2017. It also establishes the GARCH model due to the cluster effect of Yuebao’ historical change rate of per seven day’s net profit. So it uses R software to analyze Yu’ebao gains, and to predict the short-term movements of future earnings.
文章引用: 卢丽煌 (2017) 基于ARIMA模型对余额宝收益的分析。 社会科学前沿， 6， 1033-1042. doi: 10.12677/ASS.2017.68149
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