时间序列分析(sas)第二章

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1、佛山科学技术学院应用时间序列分析实验报告实验名称第二章时间序列的预处理专业班级10数学与应用数学姓名林敏杰学号2010214222一、上机练习绘制时序图dataexample2_1;inputprice1price2;time=intnx('month','01jul2004'd,_n_-1);formattimedate.;cards;12.8515.2113.2914.2312.4114.6915.2113.2714.2316.7513.5615.33;procgplotdata=example2_1;plotpric

2、e1*time=1price2*time=2/overlay;symbol1c=blackv=stari=join;symbol2c=redv=circlei=spline;run;9平稳性检验dataexample2_1;inputprice1price2;time=intnx('month','01jul2004'd,_n_-1);formattimedate.;cards;12.8515.2113.2914.2312.4114.6915.2113.2714.2316.7513.5615.33;procgplotdat

3、a=example2_1;plotprice1*time=1price2*time=2/overlay;symbol1c=blackv=stari=join;symbol2c=redv=circlei=spline;run;结果：分析变量的描述性统计：样本自相关图：样本偏自相关图：9样本逆自相关图：纯随机检验结果：二、课后习题（老师布置的习题部分）习题2程序：dataexample1;inputco2@@;time=intnx('month','01jan1975'd,_n_-1);formattimedate.;card

4、s;330.45330.97331.64332.87333.61333.55331.90330.05328.58328.31329.41330.63331.63332.46333.36334.45334.82334.32333.05330.87329.24328.87330.18331.50332.81333.23334.55335.82336.44335.99334.65332.41331.32330.73332.05333.53334.66335.07336.33337.39337.65337.579336.25334

5、.39332.44332.25333.59334.76335.89336.44337.63338.54339.06338.95337.41335.71333.68333.69335.05336.53337.81338.16339.88340.57341.19340.87339.25337.19335.49336.63337.74338.36;procgplotdata=example1;plotco2*time;symbolc=blackv=stari=join;procarimadata=example1;identif

6、yvar=co2;run;结果：时序图：自相关图：9白噪声检验结果：结果分析：1.从时序图可以看出，所分析序列以年为周期呈现出规则的周期性，还有明显的逐年递增的趋势，初步判断为非平稳。2.由图2自相关图可以看出该序列的样本自相关系数分别为：0.9080.7220.5130.3510.2480.2043.从自相关图中可以看出，该序列的自相关系数长期位于零轴的一边，具有单调趋势序列的特征，同时自相关图呈现出明显的正弦波动规律，这是具有周期变化规律的非平稳系列的特征。性。习题3：程序：dataexample2;inputyu@@

7、;time=intnx('month','01jan1945'd,_n_-1);formattimedate.;9cards;69.380.040.974.984.6101.1225.095.3100.648.3144.5128.338.452.368.637.1148.6218.7131.6112.881.831.047.570.196.861.555.6171.7220.5119.463.2181.673.964.8166.948.0137.780.5105.289.9174.8124.086.4136.931.535

8、.5112.3143.0160.897.080.562.5158.27.6165.9106.792.263.226.277.052.3105.4144.349.5116.154.1148.6159.385.367.3112.859.4;procgplotdata=example2;plotyu*time