哪位大神,帮我看看程序:一阶差分后序列白噪声,就不能用ARIMA建模了,那我应该建立什么模型进行预测呢?
谢谢赐教!
data example3_1;input x@@;
difx=dif(x);
time=2001+_n_-1;
cards;
442.44
504.6 573.12 618.6 705.24 772.2 859.56
975.36 1084.44 1343.64 1705.8 1733.28
;
proc arima data=example3_1;
identify Var=x(1) nlag=8 minic p=(0:2) q=(0:2);
estimate p=1 q=1 method=ml;
forecast lead=5 id=time out=results;
run;
proc gplot data=results;
plot x*time=1 forecast*time=2 l95*time=3 u95*time=3/overlay;
symbol1 c=black i=none v=star;
symbol2 c=red i=join v=none;
symbol3 c=green i=join v=none l=2;
run;