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1、实验报告课程名称：时间序列分析院系：班级：姓名：学号：指导教师：设计时间：（一）时序图检验根据平稳时间序列均值、方差为常数的性质，平稳序列的时序图应该显示岀该序列始终在一个常数值附近随机波动,而且波动的范围有界、无明显趋势及周期特征。ViewProc
2、Object
3、PropertiesPrintNbitieIFreezeSample
4、Gen「Shut]Graph
5、StatsIdent图1:时序图（二）自相关图检验可以看出自相关系数始终在零周围波动，判定该序列为平稳吋间序列。t/i皀w
6、Prou
7、Object
8、Pro
9、perties
10、Print
11、NzmE
12、Fri皀ne
13、Sample
14、G亡nr
15、Sh亡亡t
16、Graph
17、Stats
18、Iderit
19、CorrelogramofXoarripre:~i」uxjIncludedobservations:300AutocorrelationPartialCorrelationACPACQ-StatProb厂I厂11•0.331•0.33133.1430.00011C120.020-0.10133.2610.0001111130.0390.01533.7320.000111'40.0090.03
20、433.7590.0001]■1]
21、50.0410.06734.2780.000111116•0.039•0.00334.7370.000
22、【I
23、[17-0.040-0.06435.2430.0001□1]'80.1010.06638.3880.000
24、[I119-0.063-0.00939.6050.000111'[110-0.028•0.05039.8570.00011I
25、匚111-0.040-0.08340.3650.000
26、1111120.036•0.00740.7660.000ICI応113-0.066-
27、0.07042.1510.0001□1□140.1260.11447.1890.000ICI1115-0.0810.00949.2510.0001]
28、
29、11160.0530.03750.1610.0001I11170.0040.02350.1670.000111118•0.0060.01050.1800.0001111190.008-0.00150.1980.0001I1120•0.001•0.00750.1990.000111'[121>0.044-0.05150.8350.000111
30、11220.037•0.
31、02551.2740.000匸1
32、匚123-0.100-0.09754.5420.0001□1]■240.1080.05958.3700.000匚1C125>0.155-0.10666.2380.0001□1]1260.0990.03769.4560.000
33、[11127-0.058-0.01670.5700.0001[I
34、[128-0.033-0.06170.9390.000111【129-0.012-0.04870.9900.000ICI匚130-0.080-0.12573.1350.0001]'11310.0
35、710.00974.8540.000
36、[I'C132-0.065-0.07676.2860.000IL1C133•0.073•0.10278.0880.000
37、11
38、[1340.038-0.05978.5810.000I11135-0.008•0.00178.6000.0001]>1]
39、360.0440.04579.2650.000图2：序列的相关分析结果（三）平稳性检验一（单位根检验）View
40、Proc
41、Object
42、Prop已rtiisPrint[Name]Freeze
43、Sample
44、Gin「[Sheet
45、Gr
46、aph
47、StatsIdentAugmentedDickey-FullerUnitRootTestonXNullHypothesis:XhasaunitrootExogenous:ConstantLagLength:0(AutomaticbasedonSIC,MAXLAG=15)t-StatisticProb?AugmentedDickey-Fullerteststatistic-24.299040.0000Testcriticalvalues:1%level5%level10%level-3.452066-2.87
48、0996-2.571880^MacKinnon(1996)one-sidedp-values.AugmentedDickey-FullerTestEquationDependentvariable:D(X)Method:LeastSquaresDate:06/12/13Time:20:10Sample(adjusted):2300Ineludedobserv
