应用时间序列 第二版 第五章部分习题程序

1.data a;

t=_n_;

input x@@;

dif=dif(x);

lagx=lag(x);

cards;

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273 271 272 271273 277 274 274 272 280

282 292 295 295 294 290 291 288 288 290 293 288 289 291 293 293 290 288 287 289 292 288 288 285 282 286 286 287 284

283 286 282 287 286 287 292 292 294 291 288 289 .

;

proc arima data=a;

identify var=x(1) nlag=24;run;

proc autoreg data=a;

model x=lagx/lagdep=lagx noint; output out=out

p=lagx;run;

proc gplot data=out; plot x*t=2 lagx*t=3 /overlay; symbol2c=black i=none v=star;

symbol3c=red i=join v=none w=2l=3;run;

proc print data=out;run；

2.

程序：proc print data=sasuser.shixu_xt572;run;

data a;

set sasuser.shixu_xt572;

dif=dif(x);

dif1_12=dif12(dif);run;

proc print data=a;run;

proc gplot data=a;

plot x*time=1 dif*time=1 dif1_12*time=1; symbol1 c=red i=join v=square;run;

proc arima data=a;

identify var=x(1,12);

estimate p=0q=(0) (12) noint;

forecast lead=12id=time out=out;run;

proc print data=out;run;

proc gplot;

where time>=2;

plot x*time=2 forecast*time=3 /overlay; symbol2c=black i=none v=star;

symbol3c=red i=join v=none;

symbol4c=green i=join v=none l=3w=1;run;

4.

程序：

proc print data=sasuser.shixu_xt574;run; data a;

set sasuser.shixu_xt574;

dif=dif(x);run;

proc gplot data=a;

plot x*time=1 dif*time=1 ;

symbol1c=red i=join v=square;run;

proc arima data=a;

identify var=dif nlag=24;

estimate p=3;run;

proc arima data=a;

identify var=dif nlag=24;

estimate q=3;run;

proc arima data=a;

identify var=dif nlag=24;

estimate p=(13) q=(13) noint;run;

proc arima data=a;

identify var=dif nlag=24;

estimate p=(3) q=(13) noint;run;

proc arima data=a;

identify var=dif nlag=24;

estimate p=(3) q=(1) noint;

forecast lead=7id=time interval=year out=out;run;

5.程序：

data a;

set sasuser.shixu575;

dif=dif(x);

r2=dif**2;

y=log(x);

dify=dif(y); run;

proc gplot;

plot x*time dif*time r2*time y*time dify*time;

symbol c=black i=join v=none;

run;

proc arima;

identify var=y(1);

estimate p=0q=0 noint;

forecast lead=0id=time out=out;run; data new;

merge a out;

by time;

estimate=exp(forecast);

run;

proc gplot;

plot x*time=1 estimate*time=2 /overlay; symbol1c=black i=none v=star;

symbol2c=red i=join v=none;

run;