求蔡瑞胸 金融数据分析导论第二章第7题答案

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Consider the quarterly earnings pershare of the Johnson & Johnson from the first quarter of 1992 to the secondquarter of 2011. The data are in the file q-jnj-earns-9211.txt and are obtainedfrom the First Call Historical Database of Thomson Reuters. Take logtransformation of the data if necessary.

(a) Build a time series model for thedata. Perform model checking to assess the adequacy of the fitted model. Writedown the model.

(b) Refit the model using data from1992 to 2008. Perform 1-step to 10-step ahead forecasts of the quarterly earningsand obtain a forecast plot.

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关键词：金融数据分析 数据分析 金融数据 Time Series historical

同求！！为什么两次差分后感觉是纯随机序列了，怎么建模呜呜呜