Interesting results gained in the paper : brief review of development of shenzhen stock market in the last 10 years with its component index shows the market has experienced course from the initial to related mature 本文得到了如下有意义的结果:依据对深圳股票市场的股票成分指数的变化分析,对深圳股票市场的发展进行了简要回顾,建立了arima模型并进行了预测。