louislau2010 发表于 2013-10-21 17:37
proc arima data =xxx;
identify var =varible(1) stationarity=(adf=n) ;
run;
data example1_1;
input Y;
time=intnx ('month','01jan2002'd,_n_-1);
format time date.;
cards;
2174.00
2235.31
2276.05
2338.24
2384.73
2427.60
2465.34
2530.90
2586.30
2655.39
2746.25
2864.07
3044.57
3082.52
3160.09
3262.91
3400.61
3464.76
3564.86
3647.34
3838.63
4009.92
4203.61
4032.51
4157.20
4266.39
4398.22
4490.17
4585.60
4706.39
4829.82
4961.69
5145.38
5424.43
5738.82
6099.32
6236.46
6426.10
6591.44
6707.74
6910.12
7109.73
7327.33
7532.09
7690.04
7849.02
7942.23
8188.72
8451.80
8536.72
8750.70
8950.40
9250.20
9411.15
9545.50
9720.39
9879.28
10096.26
10387.51
10663.44
11046.92
11573.72
12020.31
12465.66
12926.71
13326.25
13852.00
14086.41
14336.11
14548.98
14969.06
15282.49
15898.10
16471.34
16821.77
17566.55
17969.61
18088.28
18451.64
18841.53
19055.85
18796.88
18847.17
19460.30
19134.56
19120.66
19537.41
20088.80
20894.91
21316.06
21746.18
22108.27
22725.95
23282.72
23887.88
23991.52
24152.21
24245.91
24470.84
24905.12
24395.06
24542.75
25388.94
25478.38
26483.03
27608.99
27678.09
28473.38
29316.74
29913.86
30446.74
31458.43
31659.97
31974.91
32452.83
32624.99
32016.83
32737.96
32209.07
31811.48
32536.31
33096.57
33049.71
32989.13
32061.09
32400.05
32399.52
32729.01
32850.95
32874.26
32976.71
33115.89
proc gplot data=example1_1;
plot Y * time;
symbol c=black v=none i=join;
run;
Proc arima data=example1_1;
identify var=Y stationarity=(adf=1);
Run;
data example1_1;
input Y;
difY=dif(Y);
t=_n_;
cards;
2174.00
2235.31
2276.05
2338.24
2384.73
2427.60
2465.34
2530.90
2586.30
2655.39
2746.25
2864.07
3044.57
3082.52
3160.09
3262.91
3400.61
3464.76
3564.86
3647.34
3838.63
4009.92
4203.61
4032.51
4157.20
4266.39
4398.22
4490.17
4585.60
4706.39
4829.82
4961.69
5145.38
5424.43
5738.82
6099.32
6236.46
6426.10
6591.44
6707.74
6910.12
7109.73
7327.33
7532.09
7690.04
7849.02
7942.23
8188.72
8451.80
8536.72
8750.70
8950.40
9250.20
9411.15
9545.50
9720.39
9879.28
10096.26
10387.51
10663.44
11046.92
11573.72
12020.31
12465.66
12926.71
13326.25
13852.00
14086.41
14336.11
14548.98
14969.06
15282.49
15898.10
16471.34
16821.77
17566.55
17969.61
18088.28
18451.64
18841.53
19055.85
18796.88
18847.17
19460.30
19134.56
19120.66
19537.41
20088.80
20894.91
21316.06
21746.18
22108.27
22725.95
23282.72
23887.88
23991.52
24152.21
24245.91
24470.84
24905.12
24395.06
24542.75
25388.94
25478.38
26483.03
27608.99
27678.09
28473.38
29316.74
29913.86
30446.74
31458.43
31659.97
31974.91
32452.83
32624.99
32016.83
32737.96
32209.07
31811.48
32536.31
33096.57
33049.71
32989.13
32061.09
32400.05
32399.52
32729.01
32850.95
32874.26
32976.71
33115.89
proc gplot;
plot Y * t difY * t;
symbol c=black v=none i=join;
run;
Proc arima data=example1_1;
identify var=Y stationarity=(adf=1);
Run;
这两个做下来单位根检验结果怎么一样的?