Time - Frequency Analysis of Baltic Bry Index Based on ARMA Model

This paper reviews the value of BDI over the past 20 years and analyzes the volatility, average, and magnitude of BDI, and further analyses the value change of BDI based on world economic growth rates. Using the econometric method, the BDI trading day data of nearly 20 years is selected as the model sample, and the ARMA model is established based on the sequence distribution with different daily yields, and the trend of BDI is statically predicted. Finally, based on the above model, the recommendations for investment and operation in the international shipping market are summarized.