2014
DOI: 10.4236/me.2014.58079
|View full text |Cite
|
Sign up to set email alerts
|

Application of Intervention Analysis Model in Yu Ebao Yield Prediction

Abstract: This paper used the intervention analysis model to fit the data of seven-day annualized yield of Yu Ebao, by regarding the Niu's comment as intervention. We constructed the linear model and the intervention model. The result showed that though Niu's comment was not the most important cause of the decline of the yield, its effects cannot be ignored. And it caused the yield of Yu Ebao fallen 0.148% faster than before.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1

Citation Types

0
2
0

Year Published

2020
2020
2020
2020

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
(2 citation statements)
references
References 1 publication
0
2
0
Order By: Relevance
“…Su J. amd Deng G. [10] carried out a study on application of Intervention Analysis Model in Yu Ebao (monetary fund) Yield Prediction and found out that the effect of Niu's comment on decline in the yield was significant (0.148% decline in Yu Ebao's yield). The intervention model was given as…”
Section: Literature Reviewmentioning
confidence: 99%
“…Su J. amd Deng G. [10] carried out a study on application of Intervention Analysis Model in Yu Ebao (monetary fund) Yield Prediction and found out that the effect of Niu's comment on decline in the yield was significant (0.148% decline in Yu Ebao's yield). The intervention model was given as…”
Section: Literature Reviewmentioning
confidence: 99%
“…Intervention analysis has been used in other disciplines as well. Su and Deng [13] used time series regression with intervention term to predict the yield of Yu Ebao. Huang [14] has used intervention analysis to show that government intervention improved a firm's investment efficiency.…”
Section: Introductionmentioning
confidence: 99%