时间序列分析作业

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1、注意：为了尽量避免因个人尽量不足导致的模型识别问题，sas系统还提供了相对最有模型识别。只要我们在identify命令中增加一个可选择命令minic,就町以获得一定范围内最优模型定阶。即增加语句：identifyvar=xnlag=8minicp=(0:5)q=(0:5)o作业:1.现有201个连续的牛产纪录，如下81.989.479.081.484.885.988.080.382.683.580.285.287.283.584.382.984.782.981.583.487.781.879.685.877.989.785.486.380.783.890.584.58

2、2.486.783.081.889.379.382.78&079.687.883.679.583.388.486.684.679.786.084.283.084.883.681.885.988.283.587.283.787.383.090.580.783.186.590.077.584.784.687.280.586.182.685.484.782.881.983.686.884.084.282.883.082.084.784.48&982.483.085.082.281.686.285.482.181.485.085.884.283.586.585.080.485

3、.786.786.782.386.482.582.079.586.780.591.781.683.985.684.87&489.985.086.283.085.484.484.586.285.683.285.783.580.182.288.682.085.085.285.384.382.389.784.883.180.687.486.883.586.284.182.384.886.683.57&18&881.983.380.087.283.386.679.584.182.290.886.579.781.087.281.684.484.482.28&980.985.18

4、7.184.076.582.785.183.390.481.080.379.889.083.780.987.381.185.686.680.086.683.383.182.386.780.2(1)判断该序列的平稳性(2)如果该序列平稳且非白噪声。选择适当模型拟合该序列的发展(3)写出拟合模型，预测该序列后5年的95%预测的置信区间。解:(1)了解该序列的平稳性，只需做时序图检验和自相关图检验即可。SAS程序如下：goptionsvsize=25cmhsize=25cm;/^gtiE^f^E^optionstiE^N;6n£~1vsize=25cmxYId亠135EIa

5、25*/dataa;inputsha@@;year=intnx(1year1,11janl!d,_n_-l);formatyearyear4.;cards;八数据省略，同题中所给*/run;procgplot;plotsha*year;symbolv=circlei=joinc=blue;procarimadata=a;identifyvar=shanlag=21;run;从运行结果中可得出时序图和自相关图如下:sha3291908988878685848382818079787776205020602070208020902100211021202130214021

6、5021602170218021902200221020002010202020302040CovarianceSidError018.406439-2.5071861.00000-•29825•pipIII•

7、

8、

9、•ii•1••T,,T,h1q*h1n1u*•T1・T・•T,•T,,T,2-1.012595-.12045•榊3・0.401869・.04780•*40.9057320.10774榊.5-0.796369-.09473•榊61.32737?0.157907-0.492395-.05857•*80.1192190.014189-0.522226-.0621

10、2:*100.3891660.04629*.110.00685770.0008212-0.523496-.06227.*130.0128320.00153140.7584200.0902215-0.496505-.05906•*160.5353480.06368*:17-0.487482•.05561•*18-0.487290-.05797•*191.1099920.1320420•0.715354-.08510■删210.8274930.09844榊.22-0.039136-.00466Correlation-1987654321012345678