SAS经济时间序列分-各种模型分析.pdf

目 录 实验一 分析太阳黑子数序列· ·········································3 实验二 模拟 AR 模型·················································4 实验三 模拟 MA 模型和 ARMA 模型····································6 实验四 分析化工生产量数据· ·········································8 实验五 模拟 ARIMA 模型和季节 ARIMA 模型···························10 实验六 分析美国国民生产总值的季度数据· ····························13 实验七 分析国际航线月度旅客总数数据· ······························16 实验八 干预模型的建模· ············································19 实验九 传递函数模型的建模· ········································22 实验十 回归与时序相结合的建模· ····································25 太阳黑子年度数据· ·················································28 美国国民收入数据· ·················································29 化工生产过程的产量数据· ···········································30 国际航线月度旅客数据· ·············································30 洛杉矶臭氧每小时读数的月平均值数据· ·······························31 煤气炉数据· ·······················································35 芝加哥某食品公司大众食品周销售数据· ·······························37 牙膏市场占有率周数据· ·············································39 某公司汽车生产数据· ···············································44 加拿大山猫数据· ···················································44 实验一 分析太阳黑子数序列 一、实验目的： 了解时间序列分析的基本步骤，熟悉 SAS/ETS软件使用方法。 二、实验内容： 分析太阳黑子数序列。 三、实验要求： 了解时间序列分析的基本步骤，注意各种语句的输出结果。 1 四、实验时间： 2 小时。 五、实验软件： SAS系统。 六、实验步骤 1、开机进入 SAS系统。 2、创建名为 exp1 的 SAS数据集，即在窗中输入下列语句： 3、保存此步骤中的程序，供以后分析使用（只需按工具条上的保存按钮然后填写完提问 后就可以把这段程序保存下来即可） 。 4、绘数据与时间的关系图，初步识别序列，输入下列程序： ods html; ods listing close; 5、run; 提交程序，在 graph 窗口中观察序列，可以看出此序列是均值平稳序列。 6、识别模型，输入如下程序。 7、提交程序，观察输出结果。初步识别序列为 AR(2)模型。 8、估计和诊断。输入如下程序： 9、提交程序，观察输出结果。假设通