摘要：This paper used the intervention analysis model to fit the data of seven-day annualized yield of Yu Ebao, by regarding the Niu’s comment as intervention. We constructed the linear model and the intervention model. The result showed that though Niu’s comment was not the most important cause of the decline of the yield, its effects cannot be ignored. And it caused the yield of Yu Ebao fallen 0.148% faster than before.
