【摘要】 本文通过对当前广泛使用的经济时间序列预测方法的分析比较，针对如股票价格这一类易受到大量外部因素影响且难以通过多变量建模分析的经济现象，采用了单变量ＡＲＩＭＡ模型并结合Ｏｕｔｌｉｅｒ分析的方法。实证分析表明了此方法具有良好的效果更多还原

【Abstract】 By the comparison with several economic forecasting methods,this paper adopts univariate ARIMA model and outlier analysis on some economic data,such as stock price,which is effected easily by outside factors and cannot be analyzed by multivariate modelThe positive analysis represents its good performance更多还原