模型: ADL自回归分布滞后模型 (OLS回归) | 更新: 2026-05-21 11:33:56
模型类型: ADL (Autoregressive Distributed Lag) 自回归分布滞后模型
方法: OLS线性回归
特征: 金价滞后1-3天 + 外部变量(原油、美元指数、VIX、国债)滞后1、3、7天
数据范围: 2025-08-05 至 2026-05-20
样本数: 184 (训练: 165, 测试: 19)
特征数: 21
| 特征 | 系数 | 显著性 |
|---|---|---|
| bond_close_lag3 | +34.5034 | * |
| bond_close_lag1 | -22.6243 | * |
| bond_close_lag7 | +14.6571 | * |
| dxy_close_lag1 | -8.6555 | * |
| dxy_close_lag3 | +7.9514 | * |
| vix_close_lag3 | +4.9423 | * |
| vixy_close_lag3 | -4.8863 | * |
| dxy_close_lag7 | -4.3106 | * |
| brent_close_lag3 | -1.8549 | * |
| vixy_close_lag1 | +1.6478 | * |
| wti_close_lag1 | +1.4296 | * |
| vixy_close_lag7 | -1.3292 | * |
| brent_close_lag1 | -1.2480 | * |
| wti_close_lag7 | +1.0588 | * |
| vix_close_lag7 | +0.9271 | * |
| 金价滞后1天 | +0.7844 | * |
| brent_close_lag7 | -0.5319 | * |
| wti_close_lag3 | +0.4627 | * |
| vix_close_lag1 | -0.4335 | * |
| 金价滞后3天 | +0.3423 | * |
| 金价滞后2天 | -0.3039 | * |
| 日期 | 预测价格 | 较前日变化 |
|---|---|---|
| 2026-05-21 | 979.23 | ↓ 4.46 (0.45%) |
| 2026-05-22 | 980.90 | ↑ 1.67 (0.17%) |
| 2026-05-23 | 983.08 | ↑ 2.19 (0.22%) |
| 2026-05-24 | 982.76 | ↓ 0.32 (0.03%) |
| 2026-05-25 | 984.68 | ↑ 1.92 (0.20%) |
| 2026-05-26 | 987.20 | ↑ 2.52 (0.26%) |
| 2026-05-27 | 986.05 | ↓ 1.15 (0.12%) |