实验四金融统计学

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1、实验四动态数列指标在金融中的计算和应用二学号：2013014874姓名：孙影莉专业：统计学131实验要求根据2001年至2015年环比CPI指数完成下而的实验要求，并撰写实验报告。（1）按月平均杳看环比CPI是否具有季节性；a）求出各年每个月的平均数；b）求出总的月平均数；c）计算季节比率；d）绘制季节比率图；（2）按移动平均趋势剔除法杳看环比CPI是否具有季节性（按照除法剔除趋势值）；a）先按照12个月计算移动平均数；b）对12个刀移动平均数再做两项移动平均求得趋势T；c）求岀各月的季节比率；d）求消除不规则变动因素后的季节比率；e）调整季节比率；f）绘制调整后季节比率图。二、实验结果（1）

2、按月平均查看环比CPI是否具有季节性;a）求出各年每个月的平均数;200420052006200720082009201020112012201320142015毎月平均申100.2105100.0614100.3802101.0646100.406599.9560100.8650100.1500100.2087100.6072100.0956AVERAGE(K3明99.597899.502699.3856101.761099.7179100.796998.8354100.890899.256399.747898.955998.9768101.199100.7816100.7984100.16

3、64[AVERAGECnumb102.4325100.3793101.1540100.918599.65387100.8856100.3119101.0442>100.85499.740698.918598.796998.979198.738899.307498.645698.9129100.006998.8734299.3385799.3509799.106100.178799.597699.960699.278399.6223100.0289100.036099.800199.7439699.9418299.5548299.6795599.77599.688199.8734100.0387

4、100.021299.559199.920499.8274100.011199.5445999.1438899.9625599.68370299.73199.059398.956498.981699.592299.424799.169798.687699.586899.2123499.7713699.7669899.8668499.26299.703699.931399.3783100.177199.882599.734099.874299.938399.9209799.8918999.9958499.781101.4630101.0880101.3002101.7233101.0481101

5、.4638101.4304101.1071100.3909100.3161100.0957101.091100.7277100.5321100.552499.8340100.3617100.4239100.3114100.2304100.0873100.6239100.3662100.44599.8406100.241799.966299.8330100.0595100.0194100.5702100.013099.7213399.9292999.86269100.06099.472799.613699.948799.935499.163099.8928100.366099.189199.92

6、09799.7213399.6712699.805b）求出总的月平均数;200120022003200420052006200720082009201020112012201320142015'100.1765100.35812100.2105100.0614100.3802101.0646100.406599.9560100.8650100.1500100.2087100.6072100.09561'100.1789599.288399.9816899.597899.385699.717998.835499.256399.747898.955998.9768101.199100.781610

7、0.7984100.16644101.2766100.9488799.5026101.7610100.7969100.8908102.4325100.3793101.1540100.918599.65387100.8856100.3119101.0442298.659399.2081599.740698.918598.796998.979198.738899.307498.645698.91291