平稳时间序列分析实验报告模版

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1、应用时间序列分析实验报告一、上机练习（就是每章最后一节上机指导部分）3.6.绘制时序图dataexample3_l;inputx@@;time=_n_;cards;0.30-0.450.360.000.170.452.154.423.482.991.742.400.110.960.21-0.10-1.27-1.45-1.19-1.47-1.34-1.02-0.270.14-0.070.10-0.15-0.36-0.50-1.93-1.49-2.35-2.18-0.39-0.52-2.24-3.46-3.97-4.60-3

2、.09-2.19-1.210.780.882.071.441.500.29--0.36-0.97-0.30-0.280.800.911.951.771.800.56-0.110.10-0.56-1.34-2.470.07-0.69-1.960.041.590.200.391.06-0.39-0.162.071.351・461.500.94-0.08-0.66-0.21-0.77-0.520.05procgplotdata=example3_l;plotx*time=l;symbol1c=redI=joinv=star;r

3、un;实验结果:-51,liriI11111iiii0102030405060708090time实验分析：由时序图显示过去86年屮数据围绕在0附近随机波动，没有明显趋势或周期，基本可以看成平稳序列，为了稳妥起见，做了如下自相关图。3.6.1.INENTIFY语句介绍dataexample3_l;input;ticards;0.30-0.450.360.000.170.452.154.423.482.991.742.400.110.960.21-0.10-1.27-1.45-1.19-1.47-1.34-1.02-0.2

4、70.14-0.070.10-0.15-0.36-0.50-1.93-1.49-2.35-2.18-0.39-0.52-2.24-3.46-3.97-4.60-3.09-2.19-1.210.780.882.071.441.500.29--0.36-0.97-0.30-0.280.800.911・951.771.800.56-0.110.10-0.56-1.34-2.470.07-0.69-1.960.041.590.200.391.06-0.39-0.162.071.351.461.500.94-0.08一0.66-0

5、.21-0.77-0.520.05procarimadata=example31;identi£yVar=xnlag=8;run;实验结果：咅utocorrelationCheckforWhiteNoiseToChi-Pr>LagSquareDFChiSqutocorre丨ations——6111.796<.00010.8040.6150.4370.2360.038-0.014图一AutocorrelationsLagCovarianee-19876543210123456789102.4386361.000001111

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