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1、摘要较，结果表明，基于小波变换的期货铜价格组合预测模型较之于单个的期货铜价格预测模型能更好的对沪铜期货价格指数做出短期预测。关键词：ADF检验；协整检验；小波变换；期货；组合IIAbstractAbstractWiththeindustrialproductionofnon-ferrousmetalscopperhasamoreextensiveneed,andincreasingproductionandconsumptionofcopper,copperfuturesalsobecominganincreasinglyimportantmeansofhedgingandinvest
2、ment.Buttheactualmarkethidesavarietyofconfoundingfactors,frequentfluctuationsincopperfuturesmarket,resultinginpricemovementsaredifficulttopredict,makingtheriskoffuturedealingalsogrowingbiggerandbigger.Therefore,decisionofproductionandoperationisrightorwrong,dependingonthetransitionofthemarket’sd
3、emandcannotbeproperlygrasp,inparticular,Ifproperlygraspmarketmovementsinthenextstep,andscientificandrationalwaytopredictcopperfuturesprices,soyoucanhelpcompaniestotakeadvantageofsupplyanddemandsituationofthemarket,toavoidtheriskofpricefluctuationsfromcopperfutures.toimproveenterpriseproductionan
4、dmanagementdecision-making’srationalityandscientific,trulygettoquotaaccordingtoneed,therebyenhancingeconomicefficiencyofenterprises.Adviseondecision-makingvaluablytoinvestorsinfuturesandspotdemanders.Thispaperisbasedonalargenumberofmainlyrelatedliteraturereviewandananlysisofthesituationonthefutu
5、resmarketinrecentyearstocarryonwritingandanalysis.Iselectthatvariablesmainlyfromthreeaspectsofhavingsignificantinfluenceoncopperfuturesprices:thecopperfundamentals,industrylevel,macroeconomictopredictandanalyzecopperfutures’stendencyofprice,toestablishthemodelofcopperfutures’spricepredictionbase
6、donwavelettransform.Bockus-Jenkinsoncesaid:"Fornon-stationarytimeseriesbuiltregressionmodeldirectlyisspuriousregression,theresultsofwhichwillbereducedtogetthecredibility."Wellfirstofall,forrawsequencedataandlow-frequencyviaonwavelettransform’sdecompositionandsynthesisdotheADFunitroottestandcoint
7、egrationtest.Becausenon-stationarytimeseriesunderthesameorderintegrationIIIAbstractconditionexistalong-termstablerelationship,accordingtotheresultofunitroottestandcointegrationtest,wegetthesameorderintegrationasShanghaicoppe
