Based On Statistical Analysis Of The Central Enterprises 100 Stock Index

After entering the 2015 central state-owned enterprises has been a lot of reforms. These reforms, as well as the country’s new policies introduced by the central enterprises will inevitably affect the trend of the stock of listed companies. At present, China’s stock index futures market still has a large gap, so people will be more and more interested in the forecasting and analysis the stock price.In this paper CSI 100 Index constituent stocks are selected as the study object, mainly used factor analysis, cluster analysis, least squares regression analysis, regression analysis and diagnostic methods such as time series analysis and forecasting its analysis. At first part factor analysis and cluster analysis are mainly used to analysis the constituent stocks. At second part least squares regression analysis, regression analysis and diagnostic method, time series analysis and forecasting analysis are mainly used. Summarized as the use of R software a variety of multivariate statistical analysis method factor analysis model L, cluster analysis sample stock ranking, grouping.The article also analyzes the factors which L model applied to our empirical analysis, and with the traditional method of factor analysis verified by comparing the results of its analysis of whether to achieve better results. Since then carried out on the top level of the stock characteristics of each packet. Also discussed the selection of the index constituents. Then were in other industry sectors on the central rate for the variable index 100 index forecasting regressions and time series analysis method for index tracking forecast. Then the pros and cons of these two methods were compared and tracking performance in order to achieve in practice to provide readers with a valid futures investment advice.