時(shí)間序列分析實(shí)驗(yàn)

荊楚理工學(xué)院數(shù)學(xué)建模與創(chuàng)新實(shí)驗(yàn)室實(shí)驗(yàn)報(bào)告課程名稱：時(shí)間序列分析專業(yè)：數(shù)學(xué)與應(yīng)用數(shù)學(xué)實(shí)驗(yàn)題目實(shí)驗(yàn)四趨勢(shì)擬合及X-11過程學(xué)生姓名王慶申學(xué)號(hào)2012409010116班級(jí)12級(jí)數(shù)本指導(dǎo)教師鄒志瓊實(shí)驗(yàn)日期成績(jī)一、實(shí)驗(yàn)?zāi)康呐c要求：掌握使用SAS的REG（回歸）過程與AUTOREG（自回歸）過程對(duì)時(shí)間序列進(jìn)行線性趨勢(shì)擬合；掌握使用SAS的NLIN（非線性）過程對(duì)時(shí)間序列進(jìn)行非線性趨勢(shì)擬合；掌握使用X-11過程對(duì)時(shí)間序列進(jìn)行季節(jié)調(diào)整二、實(shí)驗(yàn)原理：了解SAS軟件的基本操作三、實(shí)驗(yàn)內(nèi)容(輸入題目?jī)?nèi)容.若來源于教材,寫出教材中的頁碼題號(hào))：1、教師講解上機(jī)指導(dǎo)4.8；學(xué)生繪制習(xí)題4.7中第7題數(shù)據(jù)的時(shí)序圖，直觀考察該序列的特點(diǎn)，在此基礎(chǔ)上，選擇適當(dāng)模型擬合該序列的發(fā)展，并且利用擬合模型預(yù)測(cè)該地區(qū)奶牛的月度產(chǎn)奶量；最后使用X-11方法確定該序列的趨勢(shì)2、學(xué)生繪制上機(jī)指導(dǎo)中的程序四、實(shí)驗(yàn)步驟：1、問題輸入、2、計(jì)算機(jī)求解、3、輸出信息分析五、實(shí)驗(yàn)結(jié)果(數(shù)據(jù),幾何圖形,截圖,須作必要的文字說明及適當(dāng)排版)一、繪制的序列時(shí)序圖

圖1計(jì)算計(jì)算指數(shù)196219631964196519661967196819691970月平均xj季節(jié)指數(shù)sj1589600628658677713717734750674.00.962561566618622635667696690707640.20.913640653688709736762775785807728.31.044656673705722755784796805824746.61.075727742770782811837858871886809.31.166697716736756798817826845859783.31.127640660678702735767783801819731.61.048599617639653697722740764783690.40.999568583604615661681701725740653.10.9310577587611521667687706723747647.30.9211553565594602645660677690711633.00.9012582598634635688698711734751670.10.96總平均x：700.63表1三、消除了季節(jié)性的序列時(shí)序圖圖2擬合線性模型圖3模型預(yù)測(cè)圖4圖5圖6X-11方法，確定序列趨勢(shì)圖7六、實(shí)驗(yàn)總結(jié)(對(duì)實(shí)驗(yàn)結(jié)果進(jìn)行分析,總結(jié)實(shí)驗(yàn)過程中的問題與收獲)附錄:程序代碼(指出使用的軟件工具)使用軟件：SAS軟件繪制時(shí)序圖代碼：dataexample4_1;inputx@@;time=_n_;cards;589561640656727697640599568577553582600566653673742716660617583587565598628618688705770736678639604611594634658622709722782756702653615521602635677635736755811798735697661667645688713667762784837817767722681687660698717696775796858826783740701706677711734690785805871845801764725723690734750707807824886859819783740747711751;procgplotdata=example4_1;plotx*time=1;symbol1c=blackI=joinv=star;run;繪制消除季節(jié)性的序列時(shí)序圖的代碼：dataexample4_1;inputx@@;time=_n_;cards;-85.00 -79.22 -88.33 -90.67 -82.33 -86.33 -91.67 -91.44 -85.11 -70.33 -80.00 -88.11-74.00 -74.22 -75.33 -73.67 -67.33 -67.33 -71.67 -73.44 -70.11 -60.33 -68.00 -72.11-46.00 -22.22 -40.33 -41.67 -39.33 -47.33 -53.67 -51.44 -49.11 -36.33 -39.00 -36.11-16.00 -18.22 -19.33 -24.67 -27.33 -27.33 -29.67 -37.44 -38.11 -126.33-31.00 -35.113.00 -5.22 7.67 8.33 1.67 14.67 3.33 6.56 7.89 19.67 12.00 17.8939.00 26.78 33.67 37.33 27.67 33.67 35.33 31.56 27.89 39.67 27.00 27.8943.00 55.78 46.67 49.33 48.67 42.67 51.33 49.56 47.89 58.67 44.00 40.8960.0049.7856.6758.3361.6761.6769.3373.5671.8975.6757.0063.8976.0066.7878.6777.3376.6775.6787.3392.5686.8999.6778.0080.89;procgplotdata=example4_1;plotx*time=1;symbol1c=blackI=joinv=star;run;procautoregdata=example4_1;modelx=time;run;模型預(yù)測(cè)代碼：dataexample4_1;inputx@@;time=_n_;z=x-(-98.3227+1.8041*t);cards;-85.00 -79.22 -88.33 -90.67 -82.33 -86.33 -91.67 -91.44 -85.11 -70.33 -80.00 -88.11-74.00 -74.22 -75.33 -73.67 -67.33 -67.33 -71.67 -73.44 -70.11 -60.33 -68.00 -72.11-46.00 -22.22 -40.33 -41.67 -39.33 -47.33 -53.67 -51.44 -49.11 -36.33 -39.00 -36.11-16.00 -18.22 -19.33 -24.67 -27.33 -27.33 -29.67 -37.44 -38.11 -126.33-31.00 -35.113.00 -5.22 7.67 8.33 1.67 14.67 3.33 6.56 7.89 19.67 12.00 17.8939.00 26.78 33.67 37.33 27.67 33.67 35.33 31.56 27.89 39.67 27.00 27.8943.00 55.78 46.67 49.33 48.67 42.67 51.33 49.56 47.89 58.67 44.00 40.8960.0049.7856.6758.3361.6761.6769.3373.5671.8975.6757.0063.8976.0066.7878.6777.3376.6775.6787.3392.5686.8999.6778.0080.89;procarimadata=example4_1;identifyVar=znlag=8minicp=(0:5)q=(0:5);run;dataexample4_1;inputx@@;t=_n_;z=x-(-98.3227+1.8041*t);cards;-85.00 -79.22 -88.33 -90.67 -82.33 -86.33 -91.67 -91.44 -85.11 -70.33 -80.00 -88.11-74.00 -74.22 -75.33 -73.67 -67.33 -67.33 -71.67 -73.44 -70.11 -60.33 -68.00 -72.11-46.00 -22.22 -40.33 -41.67 -39.33 -47.33 -53.67 -51.44 -49.11 -36.33 -39.00 -36.11-16.00 -18.22 -19.33 -24.67 -27.33 -27.33 -29.67 -37.44 -38.11 -126.33-31.00 -35.113.00 -5.22 7.67 8.33 1.67 14.67 3.33 6.56 7.89 19.67 12.00 17.8939.00 26.78 33.67 37.33 27.67 33.67 35.33 31.56 27.89 39.67 27.00 27.8943.00 55.78 46.67 49.33 48.67 42.67 51.33 49.56 47.89 58.67 44.00 40.8960.0049.7856.6758.3361.6761.6769.3373.5671.8975.6757.0063.8976.0066.7878.6777.3376.6775.6787.3392.5686.8999.67;procarimadata=example4_1;identifyVar=xnlag=5;estimatep=2;forecastlead=12id=tout=results;procgplotdata=results;plotx*t=1forecast*t=2l95*t=3u95*t=3/overlay;symbol1c=blacki=nonev=star;symbol2c=redi=joinv=none;symbol3c=greeni=joinv=nonel=32;run;X-11方法代碼：dataexample4_1;inputx@@;time=intnx('quarter','1jan1962'd,_n_-1);formattyyq4.;cards;589561640656727697640599568577553582600566653673742716660617583587565598628618688705770736678639604611594634658622709722782756702653615521602635677635736755