移动平均线有效性检验与实证分析
Motion average line valid history examination and real diagnosis analysis
移动平均线是生活生产中经常运用的投资决策工具之一，特别在金融领域运用最为广泛。本文用期货历史价格数据对移动平均线进行检验，发现不同日期的平均线信号的准确率基本相同，这与目前流行的观点不一致，即采用的周期越长，平均线准确率越高。同时对平均线的判定方法进行修正。
财政、金融
移动均线 单位根检验（ADF） 葛兰杰（Granger）因果关系
仲维清,岳立柱,闫艳.移动平均线有效性检验与实证分析[EB/OL].(2006-10-31)[2025-10-24].http://www.paper.edu.cn/releasepaper/content/200610-579.点此复制
Moving Average Line is frequently used tool for investment decisions in our life and production，particularly in the financial field。In this paper Moving Average line is tested by using historical Futures price data,you can find the average rate of accuracy is basically the same signal line, This is inconsistent with the prevailing view, That is, the longer the period, the higher accuracy rate of average Line. Meanwhile, the average line methods that judge it can be corrected .
Moving Average Line unit root test (ADF) Granger cause and effect
展开英文信息
评论