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1、姓名:葛国峰学号:1122307851编号:33习题2.32.解:datab;inputy@@;time=intnx('month','1jan1975'd,_n_-1);formattimedata;cards;330.45330.97331.64332.87333.61333.55331.90330.05328.58328.31329.41330.63331.63332.46333.36334.45334.82334.32333.05330.87329.24328.87330.18331.50332.81333.23334.55335.82336.44335.9
2、9334.65332.41331.32330.73332.05333.53334.66335.07336.33337.39337.65337.57336.25334.39332.44332.25333.59334.76335.89336.44337.63338.54339.06338.95337.41335.71333.68333.69335.05336.53337.81338.16339.88340.57341.19340.87339.25337.19335.49336.63337.74338.36;run;procgplot;ploty*time;symbol1
3、v=doti=joinc=blackw=3;procarimadata=b;identifyvar=ynlag=24;run;(1)序列图:判断:由图形可知:该序列不平稳。(2)TheSASSystem10:20Tuesday,September20,20131TheARIMAProcedureWARNING:ThevalueofNLAGislargerthan25%oftheserieslength.Theasymptoticapproximationsusedforcorrelationbasedstatisticsandconfidenceintervalsm
4、aybepoor.NameofVariable=yMeanofWorkingSeries334.5044StandardDeviation3.151627NumberofObservations72AutocorrelationsLagCovarianceCorrelation-198765432101234567891StdError09.9327521.00000
5、
6、********************
7、019.0140500.90751
8、.
9、******************
10、0.11785127.1686040.72171
11、.
12、************
13、**
14、0.19174435.0907160.51252
15、.
16、**********
17、0.22635043.4747000.34982
18、.
19、*******.
20、0.24193252.4523610.24690
21、.
22、*****.
23、0.24885862.0172850.20309
24、.
25、****.
26、0.25223772.0879440.21021
27、.
28、****.
29、0.25449882.6251080.26429
30、.
31、*****.
32、0.25689893.6188210.36433
33、.
34、*******.
35、0.260647104.8145710.48472
36、.
37、**********.
38、
39、0.267627115.8063060.58456
40、.
41、************
42、0.279554125.9793080.60198
43、.
44、************
45、0.296045135.1492640.51841
46、.
47、**********.
48、0.312584143.6608440.36856
49、.
50、*******.
51、0.324305152.0532200.20671
52、.
53、****.
54、0.330072160.8083340.08138
55、.
56、**.
57、0.331865170.0134550.00135
58、.
59、.
60、0.33214218-0.322607-.03248
61、.*
62、
63、.
64、0.33214219-0.269167-.02710
65、.*
66、.
67、0.332186200.1116040.01124
68、.
69、.
70、0.332217210.8219160.08275
71、.
72、**.
73、0.332222221.6896320.17011
74、.
75、***.
76、0.332508232.4156310.24320
77、.
78、*****.
79、0.333715242.5082480.25252
80、.
81、*****.
82、0.336167"."markstwostandarderrors(3)TheSASSystem10:20Tuesday,September20,20132TheARIM