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黄金既关乎国家的战略利益,又关乎老百姓的切身利益,研究黄金价格的变化规律具有重要意义.观察2012年10月1日到2013年8月6日黄金的日交易开盘价发现,在4月中旬和6月下旬黄金价格突然大跌,这期间两次外部事件的发生可以为金价下跌作解释.将两次外部事件作为干预变量,对这段时间的黄金日交易价格建立干预时序模型.经分析这两次干预影响不能只用常规的四种基本类型来描述,它们还具有二次函数的形式.引入具有二次函数形式的干预影响,以提高估计和预测的精度.通过对比发现,干预时序模型不仅在拟合过去而且在预测未来黄金价格方面,都比经典的ARIMA模型精确.
Gold is not only about the strategic interests of the country, but also about the vital interests of ordinary people, and it is of great significance to study the law of the change of the gold price.On the 1st of October 2012 to the 6th of August 2013, the daily trading price of gold was found in April In the middle and late June, the price of gold plunged sharply. During this period, the occurrence of two external events can be explained by the decline in the price of gold. Two external events were used as the intervention variables to establish the intervention timing model for the gold price during this period. Analysis of the impact of these two interventions can not only use the four basic types of conventional description, they also have the form of quadratic function. The introduction of quadratic form of intervention to improve the accuracy of estimation and prediction.By comparing the results found that intervention The timing model is more accurate than the classic ARIMA model not only in fitting the past but also in predicting future gold prices.