求助 draw correlogram of series

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

求助一列time series 的变量

1.37079180
0.95923221
1.15729310
1.23707500
-0.88732593
-2.05287480
-0.52937218
-1.68134020
0.73650686
1.88496320
2.48712130
1.32720340
1.13785070
3.17020750
2.59933510
2.25144580
2.04486200
2.33520840
2.90531600
3.41456870
2.61896800
3.65103800
4.21649500
6.17208210
5.75060040
6.80899480
5.19009240
6.25018620
5.08693640
3.52623290
3.15860410
4.14587030
3.76746570
3.15723960
3.42925480
3.60534570
5.50454260
5.51340640
6.81518290
7.37349080
6.97697780
6.14879760
6.55146430
5.78047770
5.58532310
6.78736450
6.45854470
4.76165110
4.64121070
4.28468030
2.91700850
3.39533560
3.27483920
2.87486850
3.00546000
2.90880500
2.92564180
2.30814510
2.71921650
1.64234300
1.20836050
2.74956940
1.12331830
0.73963903
1.33023580
2.03597060
3.40703460
2.57777720
1.57454530
-0.23998395
-2.90046830
-2.70912580
-3.12331980
-2.02114480
-0.90274921
0.76462452
1.24897810
1.72195800
1.77369430
0.55561007
0.40352708
-0.19966367
0.14264825
0.39558179
0.19759815
0.47091893
1.21569910
1.13942570
2.37169840
2.74002760
0.56386593
1.53141750
2.10812600
1.31530170
0.52778877
0.67972010
0.75414769
-0.12034268
-1.84263640
-0.18787760

(a)plot the sequences against time and identify the stationarity of each time series:
我给的程序是：
proc  gplot data=hw.hwdata;
symbol i=none v=star;
plot  y1*y6; /*y6是一列时间向量*/
run;

proc arima data=hw.hwdata;
identify var=y1 stationarity=(adf=1);
run;

(b) draw correlogram of each series and conjecture its underlying process:
我想给的程序是：
proc arima data=hw.hwdata;
identify var=y1 nlag=24 outcov=acf;
run; quit;
data acf1;
set acf;
if lag=0 then up0=1;
else up=1.96/sqrt(n);
lo=-up;
run;
proc gplot data=acf1
axis1 order=0 to 1 by 0.2 label=(a=90) length=4 in;
axis2 order=0 to 25 by 5 length=6 in;

plot (corr up lo)*lag /frame overlay vaxis=axis1 haxis=axis2 vref=0 cvref=red;
symbol1 color=blue i=needle v=none w= 6 ;
symbol2 color=red i=join v=none w=2; symbol3 color=red i=join v=none w=2;
label corr='r(k)=Autocorrelation';
Title BOLD C=BL H=18pt FONT=swissb'Figure5. Correlogram for LogLos With 8 hours
Time interval';       
Run;
ODS PDF CLOSE;

是借鉴网络上一段程序，但是有点不明白其中的意思，有没有大牛解释一下我的程序是对的么？还有正确的应该是什么样子的。
第三问：based on your conjecture in (b), estimate equation. add or substract relevant regressors to see how AIC, BIC, Q-stats changes.
这个我第二问的结果自己没有完全看懂所以没有什么猜想还：）
谢谢各位大牛了！

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：correlogram Series Serie draw Corr

求解