时序—序列平稳、纯随机性检验

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1、上机练习一上机时间：2012年09月28日学号200930980106姓名何斌年级专业10统计1班问题h以下数据是1975-1980年某火山每月释放的C02数据：330.45330.97331.64332.87333.61333.55331.90330.05328.58328.31329.41330.63331.63332.46333.36334.45334.82334.32333.05330.87329.24328.87330.18331.50332.81333.23334.55335.82336.44335.99334.6533

2、2.41331.32330.73332.05333.53334.66335.07336.33337.39337.65337.57336.25334.39332.44332.25333.59334.76335.89336.44337.63338.54339.06338.95337.41335.71333.68333.69335.05336.53337.81338.16339.88340.57341.19340.87339.25337.19335.49336.63337.74338.36(1)绘制该序列时序图，并判断该序列是否平稳。(2

3、)绘制该样本自相关图，并解释该图形。SAS程序代码如下：dataco2;inputnum@@;time=intnx(’month▼01janl975▼d,_n_-l);formattimemonyy.;cards;330.45330.97331.64332.87333.61333.55331.90330.05328.58328.31329.41330.63331.63332.46333.36334.45334.82334.32333.05330.87329.24328.87330.18331.50332.81333.23334.55

4、335.82336.44335.99334.65332.41331.32330.73332.05333.53334.66335.07336.33337.39337.65337.57336.25334.39332.44332.25333.59334.76335.89336.44337.63338.54339.06338.95337.41335.71333.68333.69335.05336.53337.81338.16339.88340.57341.19340.87339.25337.19335.49336.63337.74338.3

5、6procgplotdata=co2;plotnum*time;symboli=joinv=starcv=redci=green;procarimadata=co2;identifyvar=numnlag=24;run;得到该序列的吋序图如下:结果分析：该序列有周期波动且有单调上升趋势，故初步判断该序列为非平稳序列。得到该样本自相关图如下:sno1taXerrocotAurr0con1A986754321*o1*2345678911StdError012345678901234567890123411*11*111111122ot2

6、29.9327521.000009.0140500.907517.1686040.7217150907160.512523.4747000.3498224523610.246902.0172850.203092.0879440.210212.6251080.264293.6188210.364334.8145710.4847258063060.5845659793080.6019851492640.518413.6608440.368562.0532200.2067108083340.081380.0134550.00135-032

7、2607-.03248-0.269167-.027100.1116040.011240.8219160.0827516896320.170112.4156310.2432025082480.25252木木本本木氺本本木氺本本木氺本水木木木本木木本本木木本本木木本本木木本本木木本木本本木木本本木木本本木木木木本本木木本本木木♦本本本木木本氺木本本本*本本本木木♦水水本本本木木木本水木木本♦本本本本木本本本木，木木本本木木本本木木本本氺*本本木木本本木木本本**********木木本本木木本木木本本水木h•本木木木本水本本本木♦木本本木

8、markstwostandarderrors00.1178510.1917440.2263500.2419320.2488580.2522370.2544980.2568980.2606470.2676270.2795540.2960