计算R ER AR AAR CAR 并基于ARIMA模型股票趋势预测

读取数据集

library(readxl)
data1 <- read_excel("城乡股票价格.xlsx",skip = 3, col_types = c("date", "text", "text","text", "text", "text", "text", "text", "text", "text", "text", "text", "text", "text", "text"))
colnames(data1) <- c("时间","开盘价","收盘价","最高价","最低价",
"涨跌","涨跌幅","成交量","成交金额","总市值",
"市盈率","市净率","预测市盈率","动态市盈率","总股本")

data2 <- read_excel("城乡股票价格.xlsx", sheet = 3)
colnames(data2) <- c("日期","星期","股价","上证指数","R",
"ER","AR&#