就是平稳性检验,白噪声,时序图,和arima分析的结果,求大神告知!
data example1;
input y@@;
dify=dif(y);
t=_n_;
cards;
4323.16 4332.67 4340.12 4356 4351.21 4381.69 4459.79 4410.63 4425.5
4458.5 4481.74 4495.58 4532.22 4529.72 4511.09 4522.17 4512.14 4521.62 4509.7
4505.67 4485.61 4514.25 4545.29 4543.53 4557.98 4565.5 4559.1 4538.46 4513.95
4496.5 4512.69 4508.69 4536.34 4517.72 4513.24 4498.81 4464.14 4482.22 4469.64
4486.36 4480.21 4469.64 4378.14 4434.54 4419.6 4414.2 4404.1 4395.45 4389.03
4389.06 4367.85 4368.65 4363.4 4364.5 4350.13 4339.68 4313.2 4300.16 4327.95
4299.4 4286.77 4309.39 4317.02 4313.95 4315.7 4307.43 4361.21 4381.12 4384.31
4390.91 4391.79 4344.96 4357.03 4352.93 4379.6 4417.46 4432.51 4449.99 4435.81
4430.21 4350.26 4334.84 4345.86 4335.96 4336.71 4391.38 4459.45 4507.51 4520.23
4543.07 4572.26 4566.38 4578.42 4559.49 4557.82 4549.29 4637.94 4615.93 4552.56
4561.85 4550.73 4503.77 4481.09 4518.79 4479.14 4486.79 4494.3 4485.67 4521.85
4493.86 4498.14 4499.94 4509.26 4535.63 4511.62 4497.93 4491.65 4486.32 4465.7
4371.06 4377.17 4363.67 4330.92 4316.58 4366.55 4333.94 4328.89 4333.6 4348.4
4342.27 4350.47 4341.68 4337.74 4337.56 4382.75 4366.39 4373.29 4368.4 4418.6
4436.74 4433.44 4452.19 4474.63 4528.2 4556.3 4543.72 4537.7 4558.14 4592.93
4580.67 4646.85 4590.27 4619.27 4610.46 4574.47 4548.55 4507.66 4528.04 4537.41
4614.16 4625.47 4600.65 4598.16 4611.69 4639.14 4627.69 4582.93 4598.05 4558.27
4572.24 4551.66 4636.66 4631.22 4639.14 4656.12 4642.7 4600.66 4572.44 4546.09
4564.02 4599.84 4613.45 4608.85 4595.03 4566.37 4555.33 4435.13 4403.46 4397.26
4432.02 4413.31 4423.21 4392.97 4422.14 4427.66 4435.01 4444.21 4431.13 4418.7
4439.56 4450.49 4525.11 4498.52 4488.29 4489.14 4430.23 4467.81 4464.51 4426.14
4397.95 4421.66 4431.73 4424.2 4420.06 4402.99 4411.4 4419.5 4364.53 4367.39
4360.4 4398.05 4403.44 4402.72 4400.37 4401.44 4409.22 4466.79 4452.06 4425.22
4455.26 4442.49 4440.28 4439.97 4404.93 4393.76 4394.46 4403.58 4385.25 4383.77
4426.64 4455.95 4473.27 4534.54 4520.84 4512.84 4497.64 4502.19 4501.07 4499.52
4502.88 4502.23 4471.87 4453.86 4479.04 4484.84 4475.4 4438.46 4436.08 4418.1
4402.1 4370.13 4415.59 4397.91 4353.61 4340.01 4387.85 4415.84 4400.45 4400.72
4415.25 4399.38 4385.21 4390.56 4395.74 4395.75 4355.21 4359.13 4290.64 4287.44
4319.67 4291.73 4294.75 4294.4 4202.6 4194.66 4211.76 4147.63 4210.11 4198.75
4182.12 4203.58 4195.04 4192.24 4197.44 4192.3 4187.72 4187.78 4112.25 4111.66
4091.79 4089.89 4072.95 4094 4075.27 4056.36 4017.71 4009.68 3989.17 3999.59
4054.44 4127.38 4159 4150.91 4057.75 3981.41 4031.15 4150.46 4144.74 4208.71
4225.7 4221.5 4230.04 4327.29 4282.69 4287.42 4323.31 4310.23 4301.59 4379.18
4383.04 4392.86 4387.87 4392.62 4389.6 4356.48 4330.99 4335.04 4483.42 4451.7
4447.68 4425.49 4435.97 4449.75 4370.71 4400.06 4411.44 4379.42 4307.69 4301.68
4306.53 4322.03 4315.16 4219.28 4201.37 4250.06 4301.33 4306.18 4297.42 4323.71
4284.88 4280.23 4255.61 4238.07 4194.27 4244.73 4223.35 4209.02 4152.58 4117.56
3980.5 4164.6 4259.23 4251.75 4258.49 4219.71 4196.22 4193.85 4140.95 4140.94
4132.79 4139.2 4153.36 4119.05 4160.19 4228.57 4226.65 4243.71 4217.35 4249.1
4242.68 4327.42 4323.57 4360.27 4379.43 4389.52 4347.26 4363.32 4377.24 4320.87
4328.42 4290.65 4295.69 4211.99 4225.79 4221.95 4232.71 4172.26 4178.48 4208.01
4216.43 4174.93 4152.07 4185.98 4199.58 4174.83 4170.73 4196.94 4181.42 4159.14
4129.36 4100.64 4076.4 4063.33 4107.24 4088.08 3923.22 3989.38 3981.56 4001.84
3997.54 3951.83 3938.38 3925.31 3908.25 3956.7 3951.35 3891.95 3886.54 3852.16
3852.66 3848.85 3849.87 3850.68 3876 3858.13 3867.66 3850.81 3839.67 3866.31
3866.03 3764.26 3756.81 3767.16 3701.94 3699.1 3733.55 3770.46 3777.17 3757.24
3779.04 3785.62 3759.68 3788.85 3801.15 3751.73 3743.05 3736.31 3737.02 3682.21
3667.11 3692.98 3712.39 3733.12 3753.75 3715.76 3721.73 3709.36 3677.14 3603.82
3614.19 3619.21 3605.07
;
proc gplot data=example1;
plot y*t=1dify*t=2;
symbol1 c=blackv=none i=join;
symbol2 c=greenv=none i=join;
proc arima;
identify var=y(1) stationarity=(adf=1);
run;