Principles of Basic Statistical Data Analysis Model Development

YIII Всероссийская научно-практическая конференция «Развитие Инновационного потенциала предприятий, отраслей и формирование направлений его стратегического развития» 2010
Irina Voronova, Lauris Freināts

The publication focuses on easing the decision-making process of the stock market participants. The authors of publication are analyzing United States economical statistics data. The degree of correlation is being determined between several U.S. economic indicators and U.S. stock market index S & P 500. The correlation analysis is carried out with different lag periods, up to one year, after economic data is released. It enables to find the closest connection with the stock market. The largest amount of correlations allows authors to develop principles of a specific model. The application of this model allows choosing most appropriate time periods for investing in stocks and shares of different companies.

Keywords
Economical statistics data, U.S. stock market index, lag periods, fundamental analysis

Voronova, I., Freināts, L. Principles of Basic Statistical Data Analysis Model Development. In: YIII Всероссийская научно-практическая конференция «Развитие Инновационного потенциала предприятий, отраслей и формирование направлений его стратегического развития», Russia, Пенза, 2-2 December, 2010. Пенза: PИО ПГСХА, 2010, pp.210-214.

Publication language
Russian (ru)