用eviews处理时间序列（Processing time series with Eviews）.docVIP

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用eviews处理时间序列（Processing time series with Eviews）.doc

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用eviews处理时间序列（Processing time series with Eviews）

用eviews处理时间序列（Processing time series with Eviews） Using EVIEWS time series _ customers 77 alliance friendship remind - advertising code and domain name does not match, please re obtain the correct code please use IE7 or IE8 preview page, individual file is very large, more than 5M, please wait for a few minutes to download Thank you! Processing time series with EVIEWS Applied time series analysis Experimental Manual Catalog Catalogue... 2 The second chapter is the pretreatment of time series. 3 I. stationarity test. 3 Two. Pure randomness test. 9 The third chapter: stationary time series modeling experiment tutorial. 10 Model identification 10 Two, model parameter estimation (how to judge the fit model and result writing)... 13 Three, the significance test of the model: 17 Four, model optimization... 18 The fourth chapter is the deterministic analysis of non-stationary time series. 19 Trend analysis 19 Two. Seasonal effect analysis. 34 Three, a comprehensive analysis of... 38 The fifth chapter is the stochastic analysis of non-stationary sequences. 44 First, the differential method extracts the deterministic information. 44 Two, ARIMA model... 58 Three season model 62 The second chapter is the pretreatment of time series First, stationarity test Test of sequence diagram and test of autocorrelation graph (1) sequence diagram checking According to the non-stationary time series mean and variance is constant properties, sequence diagram of stationary sequence should show the sequence is always in a constant value near random fluctuations, and fluctuations in the range of bounded, no obvious trend and periodic characteristics In 2.1 cases To test the smoothness of Chinas annual yarn yield series in 1964 - 1999 1. open case data in Eviews software Figure 1: open external data Figure 2: open data in the case data folder in the data folder The name of a sequence in a file can be entered when opened or entered in open data Figure 3: naming the sequence in the opening proces