data a;
a1=0;
a2=0;
a3=0 ;
x1=0.5;
x2=0.5;
do n=-50 to 250;
a=rannor(32565);
s1=a+5+a1-0.3*a2-0.4*a3 ;
a3=a2;
a2=a1;
a1=a;
s2=-a-0.75*x1-0.5*x2;
x2=x1;
x1=s2;
n=n+1;
x=s1+s2;
if n>0 then output;
end;
run;
proc gplot data=a;
symbol i=spline;
plot x*n;
run;
proc arima data=a;
identify var=x nlag=18 minic p=(0:5) q=(0:5);
estimate p=3 q=2;
run;
最后拟合的效果不好啊!
请高手指点!