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标题: 股票市场技术分析 [打印本页]

作者: shiyiming 时间: 2005-12-21 10:20
标题: 股票市场技术分析
从股票市场所获得的股票价格及成交量等来分析和预测股票价格的变化，是对股票短中期（若干周到若干月）技术分析的重要手段。请从如下收集到某种股票从93年8月2日到94年5月27日的股票交易数据，借助SAS对其进行综合数据分析（对价格和成交量进行数据趋势探索、主成分及时间序列建模；识别警觉信号和交易信号；预测未来值等）。

日期当日收盘价　当日最高价　当日最低价　上涨股票交易量(百万股) 下跌股票交易量(百万股) 　　不变股票交易量(百万股)　　　　　上涨股票数
下跌股票数　　不变股票数　最高价股票数　最低价股票数
2-Aug-93 437.88 437.92 435.65 7.658 6.825 2.747 260 293 210 18 11
3-Aug-93 437.29 438.11 436.58 5.003 9.516 4.031 277 295 214 24 9
4-Aug-93 436.42 437.31 436.14 5.792 13.954 3.164 242 303 221 12 15
5-Aug-93 435.53 436.46 434.53 4.638 13.954 4.771 238 315 220 13 11
6-Aug-93 436.34 436.34 434.71 6.144 4.915 7.561 289 247 246 20 11
9-Aug-93 438.8 439.42 436.25 10.439 6.092 1.679 279 289 216 23 11
10-Aug-93 439.19 439.21 438.2 5.351 10.348 3.921 288 288 227 23 11
11-Aug-93 438.87 439.79 438.34 6.257 8.906 7.397 303 256 237 27 12
12-Aug-93 437.58 439.33 436.81 5.487 10.529 4.384 251 309 225 23 8
13-Aug-93 439.08 439.08 437.58 10.581 5.389 3.37 281 248 242 26 12
16-Aug-93 441.33 441.8 438.46 9.95 4.414 3.696 294 301 215 26 10
17-Aug-93 442.66 443.07 441.25 7.166 5.844 3.3 271 265 259 26 10
18-Aug-93 446.63 446.63 442.65 12.876 5.541 3.203 327 263 234 43 5
19-Aug-93 447.96 448.6 446.61 11.458 7.437 5.845 279 292 217 30 8
20-Aug-93 448.7 449.07 447.81 8.958 6.686 2.276 306 269 222 22 6
23-Aug-93 448.51 448.71 447.48 6.646 4.552 2.522 257 323 214 25 5
24-Aug-93 453.2 453.3 448.35 12.436 4.634 6.64 346 248 200 37 8
25-Aug-93 454.42 455.07 453.04 9.709 6.139 3.522 307 285 222 35 10
26-Aug-93 454.2 454.69 453.02 8.035 7.957 3.268 292 274 236 29 9
27-Aug-93 454.99 455.12 453.44 5.923 7.472 3.345 273 276 228 32 2
30-Aug-93 456.27 456.74 454.95 6.667 4.997 2.176 305 267 222 36 6
31-Aug-93 458.6 458.64 455.82 9.338 4.985 2.387 323 224 249 37 8
1-Sep-93 458.97 458.97 457.42 7.566 6.358 3.306 284 293 207 33 7
2-Sep-93 461.28 461.44 458.97 9.98 9.381 2.719 309 266 232 37 10
3-Sep-93 461.57 461.78 459.57 6.992 6.344 3.334 298 262 226 38 8
7-Sep-93 456.28 461.75 456.19 4.588 13.889 3.083 217 378 213 35 7
8-Sep-93 451.08 456.74 449.31 9.012 8.113 3.335 221 384 223 18 10
9-Sep-93 453.38 453.61 450.91 9.964 5.391 2.105 305 270 228 13 9
10-Sep-93 456.06 456.07 452.98 6.86 6.466 3.544 317 258 201 24 9
13-Sep-93 454.3 456.51 453.59 5.824 11.85 2.267 267 312 225 36 5
14-Sep-93 452.76 454.33 451.52 7.578 7.22 2.772 231 359 202 18 7
15-Sep-93 453.74 453.76 451.05 9.015 6.517 3.318 315 278 217 18 11
16-Sep-93 453.68 454.18 453.21 7.14 7.216 2.874 251 298 208 15 7
17-Sep-93 452.81 453.85 452.25 5.8 11.942 2.818 295 259 220 26 13
20-Sep-93 451.05 453.54 450.95 6.163 7.838 5.609 263 310 213 23 9
21-Sep-93 447.09 451.09 446.56 9.81 12.286 1.734 205 407 181 18 10
22-Sep-93 450.29 450.29 446.86 10.047 5.693 2.48 357 212 225 17 9
23-Sep-93 452.71 453.36 450.25 11.258 7.267 4.705 335 235 225 26 7
24-Sep-93 454.53 454.53 452.54 7.588 5.727 4.165 309 256 224 32 8
27-Sep-93 456.44 456.44 454.51 8.758 5.834 3.278 303 260 225 21 7
28-Sep-93 457.12 457.26 456.22 9.096 5.792 4.282 282 269 220 22 6
29-Sep-93 457.65 457.87 456.66 11.891 6.74 3.699 295 273 234 30 6
30-Sep-93 460.39 460.39 457.65 20.159 5.502 2.619 400 210 197 26 5
1-Oct-93 461.59 461.61 460.34 11.179 5.299 3.622 270 302 221 34 4
4-Oct-93 461.58 462.03 460.84 9.507 4.37 5.553 293 291 222 25 11
5-Oct-93 461.68 463.63 461.22 12.089 6.398 5.393 332 266 216 30 11
6-Oct-93 463.36 463.67 461.64 11.885 4.64 4.765 305 252 233 31 8
7-Oct-93 463.95 463.99 463.31 8.519 5.838 2.063 291 289 218 31 7
8-Oct-93 464.7 464.7 463.21 7.405 6.392 3.563 284 279 219 31 8
11-Oct-93 467.59 467.87 464.67 9.156 4.193 2.171 309 249 238 31 9
12-Oct-93 470.5 470.56 467.58 12.354 5.344 2.532 316 257 234 46 3
13-Oct-93 475.85 475.87 470.44 12.034 6.011 2.585 323 268 224 46 5
14-Oct-93 481.65 481.69 475.57 14.788 5.284 4.968 319 292 202 52 2
15-Oct-93 483.23 484.59 481.62 29.648 6.685 6.607 356 263 214 57 5
18-Oct-93 481.1 483.62 480.84 11.905 9.358 3.237 313 317 201 45 3
19-Oct-93 476.1 481.1 475.92 6.618 12.688 2.934 248 361 220 25 6
20-Oct-93 476.59 477.71 475.8 12.015 6.871 2.874 273 330 207 14 7
21-Oct-93 477.52 478.1 476.44 7.907 9.147 2.766 254 334 225 18 5
22-Oct-93 477.25 478.31 476.92 7.638 8.199 3.953 298 293 231 23 4
25-Oct-93 475.58 477.46 474.93 6.273 6.216 2.821 259 343 202 18 5
26-Oct-93 473.64 475.58 473.04 6.852 6.854 3.114 258 316 243 12 6
27-Oct-93 475.06 475.09 473.38 10.355 6.654 2.261 320 261 222 22 8
28-Oct-93 477.35 477.58 475.06 10.835 6.347 3.128 288 306 228 24 6
29-Oct-93 481.44 481.44 477.06 12.315 5.175 2.69 426 213 203 35 5
1-Nov-93 482.57 482.6 480.16 9.838 6.205 3.687 284 323 229 41 7
2-Nov-93 484.28 484.33 481.33 9.653 5.784 5.403 306 290 249 33 5
3-Nov-93 481.7 484.59 481.17 10.629 10.481 2.52 233 385 205 30 8
4-Nov-93 477.53 481.72 477.37 6.603 11.96 3.047 181 436 212 20 11
5-Nov-93 475.33 477.51 471.61 6.588 9.559 5.073 245 380 224 8 9
8-Nov-93 476.6 476.6 474.38 9.102 4.933 3.625 343 287 213 21 5
9-Nov-93 476.02 477.34 475.54 7.256 7.355 2.949 314 307 225 24 7
10-Nov-93 476.7 476.73 474.99 9.698 7.221 1.791 349 270 218 20 9
11-Nov-93 477.98 478.38 476.12 10.465 4.746 2.749 337 258 230 29 7
12-Nov-93 479.6 479.77 478 8.014 7.74 3.446 308 298 212 24 11
15-Nov-93 477.82 480.14 477.54 5.438 7.643 3.819 280 358 206 25 9
16-Nov-93 473.73 478.05 474.63 4.5 8.495 3.255 220 378 242 13 9
17-Nov-93 472.54 474.9 471.55 7.019 9.203 3.838 226 381 225 11 15
18-Nov-93 469.54 472.61 469.19 4.92 9.083 3.467 222 395 219 13 17
19-Nov-93 467.98 469.7 467.05 6.148 8.205 3.677 263 341 234 10 15
22-Nov-93 460.88 468 460.45 5.373 10.38 1.547 153 499 202 14 20
23-Nov-93 461.04 461.42 459.87 11.343 6.085 3.009 303 301 221 8 12
24-Nov-93 463.51 463.53 460.86 5.841 6.513 1.976 329 272 222 7 14
26-Nov-93 463.47 463.76 462.73 3.581 2.176 1.833 273 187 205 13 1
29-Nov-93 460.69 463.55 460.42 4.181 11.013 2.236 257 353 219 14 12
30-Nov-93 460.03 460.78 458.98 8.627 7.388 4.665 326 307 219 12 9
1-Dec-93 462.77 462.78 460.02 9.072 5.946 5.822 340 289 213 15 10
2-Dec-93 462.85 463.58 462.36 5.939 6.682 5.929 282 313 238 19 10
3-Dec-93 465.32 465.32 462.85 9.128 5.199 2.253 314 285 236 22 10
6-Dec-93 465.82 465.9 465.14 7.175 6.092 3.163 296 321 228 28 8
7-Dec-93 467.4 467.52 465.51 5.732 6.387 3.641 275 318 245 25 11
8-Dec-93 468.87 468.87 467.04 11.053 5.325 4.022 304 305 239 19 11
9-Dec-93 467.31 468.94 466.85 5.239 7.33 5.841 259 353 244 17 13
10-Dec-93 466.28 467.65 464.87 5.814 6.146 3.53 306 307 234 12 13
13-Dec-93 464.77 466.41 464.28 5.838 8.291 2.781 242 404 221 15 10
14-Dec-93 461.83 465.08 461.44 4.939 11.357 2.354 225 409 218 13 16
15-Dec-93 459.94 461.83 459.17 6.536 7.045 3.819 271 327 249 7 14
16-Dec-93 461.44 461.47 459.75 6.798 5.865 4.567 278 358 222 5 12
17-Dec-93 464.2 464.2 461.34 8.537 6.714 4.453 335 283 228 14 9
20-Dec-93 464.08 464.49 462.99 7.942 6.872 3.666 262 345 250 14 14
21-Dec-93 460.77 464.47 460.65 3.822 10.974 3.334 239 377 256 8 17
22-Dec-93 462.83 463.9 460.33 7.688 6.494 3.668 287 353 230 . .
23-Dec-93 465.32 465.32 462.83 8.536 5.205 2.919 331 279 242 9 9
27-Dec-93 467.16 467.19 465.32 5.051 3.775 3.144 290 300 234 14 14
28-Dec-93 470 470 467.13 7.11 5.748 3.592 328 308 223 16 9
29-Dec-93 472.16 472.16 469.4 9.567 3.961 3.562 368 261 242 20 6
30-Dec-93 472.55 472.55 471.5 7.568 5.937 3.355 333 306 246 18 11
31-Dec-93 477.15 477.34 472.22 10.314 4.247 3.569 427 231 222 19 10
3-Jan-94 477.24 477.36 475.68 8.45 7.483 1.607 338 321 180 14 3
4-Jan-94 477.36 477.97 476.47 8.45 7.483 3.337 358 267 213 21 6
5-Jan-94 478.79 478.82 477.31 12.346 6.322 2.342 336 271 216 16 4
6-Jan-94 479 479.44 477.63 12.326 6.305 3.859 348 282 211 23 2
7-Jan-94 479.49 479.77 478.18 11.197 5.935 4.338 321 253 246 17 3
10-Jan-94 478.78 479.98 477.76 8.729 5.999 4.742 318 302 221 20 5
11-Jan-94 479.37 479.89 478.43 8.376 6.966 3.668 296 316 243 21 1
12-Jan-94 479.87 479.87 478.34 6.666 6.521 3.293 304 274 245 23 5
13-Jan-94 480.06 480.24 478.82 7.99 6.894 2.576 310 291 228 22 1
14-Jan-94 480.88 481.17 480.06 8.487 6.909 3.814 352 247 232 26 4
17-Jan-94 481.78 481.79 480.47 7.984 4.92 2.625 303 296 214 29 3
18-Jan-94 481.94 482.4 481.16 8.445 6.263 4.792 279 322 219 21 2
19-Jan-94 483.28 483.8 481.71 8.555 6.306 3.539 287 327 222 21 6
20-Jan-94 484.81 484.21 483.19 7.943 8.026 2.911 317 276 235 15 5
21-Jan-94 484.74 484.95 483.58 9.128 7.515 3.597 347 289 215 29 4
24-Jan-94 483.37 484.74 482.96 7.144 6.222 4.704 285 334 238 24 4
25-Jan-94 480.59 483.55 480.18 6.647 7.964 3.249 247 373 213 16 4
26-Jan-94 481.74 481.78 479.81 7.658 6.286 3.596 313 288 236 17 4
27-Jan-94 481.86 482.14 481 8.882 6.965 3.237 319 282 237 21 4
28-Jan-94 483.22 483.29 481.59 11.138 4.858 5.644 355 280 211 26 3
31-Jan-94 485.68 485.91 483.16 14.739 5.648 2.833 388 254 238 41 5
1-Feb-94 485.99 486.32 485.19 11.007 9.991 3.532 272 342 240 31 5
2-Feb-94 487.89 488.02 485.85 14.199 6.929 3.202 361 261 210 25 7
3-Feb-94 487.18 487.97 486.11 8.634 7.093 4.813 289 336 226 27 2
4-Feb-94 478.29 488 477.52 4.691 17.738 1.381 154 524 174 20 8
7-Feb-94 476.84 478.29 474.42 7.724 8.172 3.304 250 386 204 7 13
8-Feb-94 477.68 477.95 476.53 7.562 7.649 2.899 323 298 214 15 13
9-Feb-94 480.59 480.75 477.68 14.079 6.54 2.361 364 267 204 19 8
10-Feb-94 479.13 481.62 477.47 6.668 9.125 6.687 278 318 229 14 9
11-Feb-94 477.23 479.16 476.16 4.707 5.222 2.181 220 320 230 5 6
14-Feb-94 474.91 477.27 474.6 10.506 9.018 1.566 285 353 204 16 6
15-Feb-94 474.84 475.02 474.13 8.418 9.072 2.5 297 307 216 25 12
16-Feb-94 475.32 457.73 474.34 9.729 5.688 4.313 317 294 228 20 6
17-Feb-94 474.46 476.48 473.89 5.958 8.574 4.668 310 314 228 25 5
18-Feb-94 470.95 475.01 470.46 4.518 10.437 2.435 239 369 222 12 11
22-Feb-94 472.38 472.41 470.63 7.479 7.621 2.68 271 333 227 10 5
23-Feb-94 471.74 472.68 471.1 5.502 7.692 3.706 239 343 253 14 9
24-Feb-94 465.58 471.74 465.25 4.23 11.294 2.816 154 470 208 11 12
25-Feb-94 467.45 467.47 465.47 8.042 4.649 3.359 281 294 241 10 13
28-Feb-94 471.34 471.39 467.45 11.261 4.118 3.021 386 233 219 19 8
1-Mar-94 469.96 471.66 467.93 6.922 7.621 2.827 229 378 227 11 16
2-Mar-94 466.32 469.96 463.07 13.815 9.333 1.932 186 451 205 6 23
3-Mar-94 465.65 466.64 465.2 12.092 6.352 2.352 268 315 217 14 13
4-Mar-94 466.48 466.55 464.91 6.379 8.523 4.118 311 293 226 12 18
7-Mar-94 469.06 469.34 466.48 7.856 4.251 4.673 345 284 219 14 11
8-Mar-94 467.68 469.32 467.43 8.438 7.552 3.26 265 346 215 11 12
9-Mar-94 466.79 468.12 465.77 10.933 8.263 4.144 272 315 249 7 16
10-Mar-94 464.78 466.99 464.6 8.226 7.371 2.903 265 341 214 11 14
11-Mar-94 465.98 466.05 463.92 8.814 5.04 2.676 306 312 221 10 18
14-Mar-94 468.06 468.09 465.97 8.845 3.673 3.512 336 271 247 12 12
15-Mar-94 468.13 468.6 466.86 6.4 6.762 2.768 306 283 241 19 23
16-Mar-94 469.82 469.84 467.94 9.041 5.204 3.185 311 274 256 19 14
17-Mar-94 470.63 470.98 469.14 11.599 6.292 3.749 301 302 239 17 9
18-Mar-94 472.96 472.98 470.1 12.83 4.558 5.852 344 277 211 25 13
21-Mar-94 470.77 472.97 469.74 8.566 6.05 4.244 232 380 229 19 13
22-Mar-94 471.73 471.86 470.63 9.738 8.005 2.937 293 323 229 14 19
23-Mar-94 473.38 473.46 471.35 10.531 7.976 1.833 319 297 240 15 11
24-Mar-94 469.66 473.41 468.68 4.733 10.096 3.591 178 460 213 9 16
25-Mar-94 468.43 470.44 468.2 7.502 5.404 2.794 262 333 229 11 13
28-Mar-94 462.21 468.51 461.82 3.712 13.823 2.075 208 447 188 12 18
29-Mar-94 454.43 462.21 454.15 1.872 13.44 1.998 137 522 194 5 18
30-Mar-94 445.54 454.43 445.31 2.168 15.629 2.953 106 536 202 0 37
31-Mar-94 443.11 445.65 437.43 10.739 10.779 3.932 212 454 197 3 59
4-Apr-94 434.13 443.11 433.51 2.855 15.307 2.688 128 550 168 4 81
5-Apr-94 440.99 441.04 434.13 13.195 3.242 2.253 487 175 158 2 18
6-Apr-94 440.98 442.5 439.48 6.44 8.061 2.329 321 269 226 4 23
7-Apr-94 441.76 441.8 440.17 7.424 6.182 2.684 324 276 197 5 19
8-Apr-94 441.21 443.02 440.31 5.157 6.005 3.188 265 326 237 8 16
11-Apr-94 440.66 441.56 440.55 5.388 6.956 1.916 264 325 222 5 19
12-Apr-94 439.69 441.29 438.24 4.805 8.238 3.527 253 333 235 7 31
13-Apr-94 437.95 440.32 436.91 4.01 9.887 1.293 193 405 212 4 27
14-Apr-94 437.32 438.13 436.56 5.585 5.758 3.487 239 310 247 5 29
15-Apr-94 438.29 438.35 437.04 6.49 4.983 2.627 277 299 239 5 23
18-Apr-94 434 438.92 433.54 3.221 8.12 2.589 179 426 231 8 27
19-Apr-94 431.1 433.99 429.78 4.086 10.249 2.935 203 414 208 3 50
20-Apr-94 427.6 432.44 427 3.811 9.681 2.168 202 395 224 2 31
21-Apr-94 431.13 431.23 427.54 7.693 3.268 2.929 364 242 202 4 19
22-Apr-94 433.31 433.36 431.13 9.719 3.958 2.563 307 268 241 6 19
25-Apr-94 435.97 435.99 433.26 5.445 4.24 2.165 349 235 223 6 12
26-Apr-94 438.2 438.2 435.97 9.227 4.518 2.395 341 233 224 10 5
28-Apr-94 438.92 439.47 438.18 12.166 4.623 3.281 306 292 230 2 1
29-Apr-94 439.91 439.92 437.92 6.099 4.478 2.703 323 234 235 1 0
2-May-94 440.2 440.6 438.54 6.483 6.594 2.873 328 252 210 7 9
3-May-94 442.39 442.4 440.11 8.898 5.187 3.625 312 307 208 13 12
4-May-94 443.79 443.79 442.05 7.537 6.226 1.527 267 305 233 9 10
5-May-94 441.7 443.84 441.57 3.709 7.084 3.337 268 307 225 9 4
6-May-94 439.73 441.72 438.14 6.331 6.217 5.352 227 389 201 7 13
9-May-94 435.42 439.73 435.01 3.338 7.887 2.935 185 392 218 3 19
10-May-94 435.19 435.69 433.53 6.178 5.634 2.278 307 281 228 7 19
11-May-94 433.17 435.8 432.72 4.736 8.068 5.526 243 345 211 8 22
12-May-94 433.35 433.93 432.9 6.234 6.765 2.451 291 284 229 9 16
13-May-94 432.57 433.37 432.04 4.681 6.147 3.062 268 305 228 7 17
16-May-94 431.68 433.24 431.44 4.913 5.784 2.193 262 351 194 12 25
17-May-94 431.98 431.99 430.37 6.588 7.16 2.102 275 321 229 6 35
18-May-94 434.9 434.92 431.91 9.799 3.017 2.624 363 249 203 13 18
19-May-94 437.04 437.04 434.38 9.761 3.107 3.342 342 254 233 14 15
20-May-94 438.2 438.2 436.95 7.49 4.895 3.145 311 286 228 12 8
23-May-94 437.64 438.34 437.3 4.447 5.388 2.775 280 334 216 10 12
24-May-94 439.18 439.32 437.64 8.225 4.25 1.955 304 266 226 7 7
25-May-94 439.25 439.25 437.61 11.593 6.098 2.429 250 302 228 10 9
26-May-94 439.62 439.67 438.66 4.54 4.879 14.361 299 267 229 8 13
27-May-94 440.94 440.98 439 4.448 6.066 1.876 295 275 217 6 8

作者: shiyiming 时间: 2005-12-21 15:06
标题: RE
这是什么意思，要别人帮忙做程序么？
好像有点意思

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