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1、16解:A/?(l)模型：x/-/z=(2)1U_1-A)+^，且A=10,咏=0.3,么=9,得〜N(0,9)zZ.,0^2=1.96，〜_,=10.1,a;=9.6(1)预测值的计算Az+1:人(1)=7+咏义'=7+0.3x9.6=9.88AAr+2:A(2)=7+咏X，⑴=7+0.3x9.88=9.964AAZ+3:A⑶=7+办x，(2)=7+0.3x9.964=9.9892预测方差的计算：根据Green函数递推公式，算的Go=1G'=^,G0=0.3x1=0.3G~>=^,G,=0.3x0.3=0.09则：Var[et{l)]=G^=9V^(2)]=(C
2、^+G,2)^2=(1+0.32)x9=9.81Var[ef(3)]=(Go2+C,2+C22)S2£=(1+0.32+0.092)x9=9.8829I步预测的95%的置信区间为〔义(/)-1.96扣》仏(/)]，%,(/)+1.96扣仏(/)]x+3的95%的置信区间为(9.9892-1.9679.8829,9.9892+1.9679.8829)即(3.8275,16.1509)(2)人+1=10.5At+1预测误差：A+l=x/+1-xz(1)=10.5-9.88=0.62预测时期预测值:,(，)新获得观察值修正预测,+1(/-1)19.8810.59.964
3、AAXr+l(l)=G,£/+1+%彳2)=10.159.9892AAx/+1⑵=G2f/+l+X,(3)=10.045修正预测方差：V“永+
4、⑴]=Wr[e,⑴]=9Var[ef+l(2)]=Var[e{{2)]=9.Sl嚷预测的95%的置信区为f么(/)-1.967^00],xzA+1(/)十1.96^Var[el+}(/)Jx,+3的95%的置信区间为(3.9061,16.1839)17解：datadl7；inputx@@；time=_n_；cards;126.482.478.151.190.976.2104•587.4110.52569.353•539.8
5、63.646.712.979.683.680.760.37974.449.654.771.849.1103.951.682.483>677.879.389.685.558120.7110.565.439.940.188.771.48355.989.984.8105.2113.7124.7114.5115.6102.4101.489.871.598.355.566•178.4120.597110拳zprocgplotdata=dl7；plotx*time=l;symbollc=redi=splinev=diamond；run；procarimadata=dl7；id
6、entifyvar=xnlag=8minicp=(0:5)q=(0:5);estimatep=l；forecastlead=5id=timeout=results；run；procgplotdata=results；plotx*time=lforecast*time=2/overlay;symbollc=redi=splinev=diamond；symbol2c=greei=joinv=star；run；(1)由输出结果可知，该序列平稳，且属于非白噪声序列。k-t,GRAPH1WORK.GSEG.GPLOTYtintQTheSASSystem23:55Saturd
7、ay,November24,20122TheARIMAProcedureAutocorrelationCheckforWhiteNoiseToLagChi-SquareDFPr>ChiSq""Auiocorreiations—613.4860.03600.3050.3090.0360.1180.0200.028MinimumInformationCriterionLagsMA0MA1MA2MA3MA4MA5AR06.0793926.0264275.9676385.9691098.0045526.043343AR15.9304765.9711525.999G1G6.
8、0162846.0563746.107444AR25.933225.9995696.0848476.0708568.1143476.170219AR35.9521076.0185846.0348646.1374226.1741566.223839AR46.0088356.0661016.1311916.1973576.2380638.290405AR56.0490856.1089226.16792G.2339456.2940426.355833Errorseriesmode1:AR(10)MinimumTableValue：BIC(1:，0)=5.930476Co
9、nditi
