sas平稳时间序列分析

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1、dateexample;(建立临时数据)inputx@@;t=_n_;cards;0.970.451.611.261.371.431.321.230.840.891.181.331.210.980.910.611.230.971.100.740.800.810.800.600.590.630.870.360.810.910.770.960.930.950.650.980.700.861.320.880.680.781.250.791.190.690.920.860.860.850.900.540.321.401.140.690.910.680.570.940.350.390

2、.450.990.840.620.850.730.660.760.630.320.170.46;procgplotdata=example;（画出时序图）plotx*t=1;symbolc=blacki=joinv=star;run;procarimadata=example;（平稳性及随机性检验）identifyvar=x;run;procarimadata=example;(模型识别)identifyvar=xnlag=8;run;identifyvar=xnlag=8minicp=(0:5)q=(0:5);（相对最优定阶）run;estimateq=4(noint);

3、（参数估计）run;forecastlead=5id=tout=results;（数据预测）run;procgplotdata=results;（绘制预测图）plotx*t=1forecast*t=2l95*t=3u95*t=3/overlay;symbollc=blacki=nonev=star;symboll2c=redi=joinv=none;symboll3c=greeni=joinv=nonel=32;run;