一阶差分后的AIMA 模型.docVIP

一：作出数据的散点图： data cj; input x@@;y sqrt abs x-6590.47 ;z dif y ; t intnx year,01jan1980d,_n_-1 ;format t year4.; cards; 4517.8 4862.4 5294.7 5934.5 7171 8964.4 10202.2 11962.5 14928.3 16909.2 18547.9 21617.8 26638.1 34634.4 46759.4 58478.1 67884.6 74462.6 78345.2 82067.5 89442.2 97314.8 118020.7 135822.8 159878.3 183217.4 211923 249530 ; proc gplot;plot x*t y*t z*t;symbol i join v dot c red; proc arima;identify var y 1 nlag 12 minic p 0：5 q 0：5 ; estimate p 1 method cls; forecast lead 5 id t out caijing; proc gplot data caijing; plot y*t 1 forecast*t 2 l95*t 3 u95*t 3/overlay; symbol1 c b