关键词: 长程相关, 收益率序列, 预测模型

Abstract: This paper discusses the time-length interrelations of Shengzheng General index by analyzing cases. The research proves that the earnings rate order has much more interrelations for a profound index though the interrelations of earnings rate order of Shengzheng general index is quite small comparing with the random array of similar capacity. The earnings rate order has the different interrelations from different profound index d. Secondly, the paper puts forward a new forecasting model acording to the interrelations of Shengzheng general index, which has better calculating function than the old one. Thus this makes up the disadvantage that the old one cannot describe the time-length interrelations.

Key words: the time-length interrelations, earnings rate order, forecasting model