中美贸易战对A股市场的影响--基于ARIMA模型的预测分析

he Sino-US trade war has begun since 23rd March 2018. Many industries in both countries have suffered influence on different extents. For instance, ZTE is facing 7-years sanctions from the US government. On the other hand, China\'s stock market, which reflects the situation of the real economy, will be affected inevitably. In this article, we will use ARIMA model to predict multiple indexes before and after the trade war. Concretely, we analyze the effects of the trade war on the stock market by establishing models, estimating the parameters, validating the residue errors and applying the trace simulation method. The results show that after a certain period of time, the predicted value is greater than the real value. We may draw the conclusion that part of the industries has a pessimistic anticipation of their future revenue. The confidence of investors is dropping down. Thus, the trade war has a negative impact on the stock market, with an absolute value at about 200 points.