时间序列分析综合分析实验报告

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1、时间序列分析综合分析一、数据处理1）将GDP、XF、TZ分别除以价格指数P，生成的新序列分别命名为GDPP、XFP、TZP；2）将GDPP、XFP、TZP分别取对数，生成的新序列分别命名为LNGP、LNXF、LNTZ。GDPPXFPTZPLNGPLNXFLNTZ36.4521822.391008.1250003.5960011273.1086590922.09494572839.8682925.705598.4798823.6855813823.2467086232.13769656341.5125527.179008.3187213.72

2、59957423.3024444482.11850857243.5780829.492878.5650623.7745543793.3841485352.14769141646.5948531.7998310.755243.841490053.4594607922.3753935251.2900734.4515912.254503.9374972383.5395550132.50589311260.4149439.1534615.286914.101236483.6674888282.72699662968.9606144.0350919.

3、398934.2335355423.7849867642.96521801973.5987046.8624622.353874.2986274293.8472170183.1069993880.4446949.7409925.311754.3875699123.9068293013.23126867584.5240252.6143926.721754.4370357443.9629896593.28547798380.9953350.2930021.011914.3943914593.9178658363.0450894486.498725

4、5.8710720.873384.4601295844.0230467523.03847478997.5254762.9664924.997774.5801135394.1426026473.218786455113.134372.2524133.935744.7285755964.2801657513.524468774129.110380.1900447.866354.8606671284.3843993213.868412738141.871086.2347450.256864.95491824.4570731013.91714698

5、3150.694292.5880650.439155.0152526384.5281601643.920767727163.1600102.162153.299605.0947314244.6265610683.975928912180.6128111.385057.707315.1963555224.7129927314.05538388191.5208119.003965.527575.2549965754.7791564474.182470914203.8690128.195668.789635.317477734.853557395

6、4.231053026224.2573140.768975.326545.4127941984.9471193874.321832591246.5060152.677784.884815.5073862435.0283291094.441295142271.4741163.703099.156375.6038667535.0980537254.59669811305.8927175.7988125.74485.7232343275.1693402924.834254148350.1246192.0856154.62365.858288972

7、5.2579409185.040993537395.7295213.4726191.32245.9807309915.3635086245.253960035458.3523239.1335233.54186.1276381745.4770221645.453361187539.7306266.4305278.20896.2910701175.5851134615.628372175607.4657293.5387333.00276.4092957495.6820095845.808150591653.1499316.6765429.689

8、76.4818067265.7578807096.063063293752.2103348.6389518.78746.6230159755.854036646.25149407