Tianhao Ouyang and Xiaoyong Lu.  Application of Stock Index Analysis Based on Multivariate Linear Regression Macroeconomic Variables.  Dynamic Systems and Applications 29 (2020) No. 3, 1027-1038

https://doi.org/10.46719/dsa202029349

ABSTRACT.
Based on the traditional multi-linear model, the factor analysis model is best to exclude the multi-linear model and obtain appropriate results. Compared with existing inventory valuation methods used to select simple and unclassified data, most inventory valuations are high. This article examines two historic Western mining stocks in Guangzhou, such as the opening price, the highest price, the lowest price, the closing price, the trading volume, the trading volume, and the next day’s opening price, as the independent variables that predict the closing price of the stock. . Compare the results of the two models before and after canceling the closing price width, use the joint analysis model, and use the regression equation to predict the optimal elimination of the line.

Keywords: multiple linear regression; macroeconomic variables; multicollinearity; factor analysis; fitness.