TITLE:
Application of Intervention Analysis Model in Yu Ebao Yield Prediction
AUTHORS:
Jian Su, Guangming Deng
KEYWORDS:
Yu Ebao, Yield, Intervention Analysis Model
JOURNAL NAME:
Modern Economy,
Vol.5 No.8,
July
14,
2014
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.