ME  Vol.5 No.8 , July 2014
Application of Intervention Analysis Model in Yu Ebao Yield Prediction
ABSTRACT

This paper used the intervention analysis model to fit the data of seven-day annualized yield of Yu Ebao, by regarding the Niu’s comment as intervention. We constructed the linear model and the intervention model. The result showed that though Niu’s comment was not the most important cause of the decline of the yield, its effects cannot be ignored. And it caused the yield of Yu Ebao fallen 0.148% faster than before.


Cite this paper
Su, J. and Deng, G. (2014) Application of Intervention Analysis Model in Yu Ebao Yield Prediction. Modern Economy, 5, 864-868. doi: 10.4236/me.2014.58079.
References
[1]   Box, G.E.P. and Tiao, G.C. (1975) Intervention Analysis with Applications to Economic and Environmental Problems. Journal of the American Statistical Association, 70, 70-79.
http://dx.doi.org/10.1080/01621459.1975.10480264

[2]   Xu, G. (2008) Statistical Forecasting and Decision-Making. 3rd Edition, Shanghai University of Finance & Economics Press Co., LTD., Shanghai.

[3]   Fan, M. (2013) The Trend, Influence and Policy Suggestion of “Yu Ebao” Business. Times Finance, 528, 138-139.

[4]   Li, Q.Y. (2013) Yu Ebao: The High Yield Will Not Be Lasted. Finance & Accounting, 11, 72.

[5]   Chen, C. (2014) The Economic Foundation of the High Yield of Yu Ebao. Times Finance, 546, 63.

 
 
Top