data example2_5;
input snow@@;
time=_n_;
cards;
126.4 82.4 78.1 51.1 90.9 76.2 104.5 87.4
110.5 25 69.3 53.5 39.8 63.6 46.7 72.9
79.6 83.6 80.7 60.3 79 74.4 49.6 54.7
71.8 49.1 103.9 51.6 82.4 83.6 77.8 79.3
89.6 85.5 58 120.7 110.5 65.4 39.9 40.1
88.7 71.4 83 55.9 89.9 84.8 105.2 113.7
124.7 114.5 115.6 102.4 101.4 89.8 71.5 70.9
98.3 55.5 66.1 78.4 120.5 97 110
;
proc gplot data=example2_5;
plot snow*time=1;
symbol1 c=red v=star i=join;
proc arima data=example2_5;
identify var=snow nlag=8 minic p=(0:5) q=(0:5);
根据自相关和偏自相关图,我选择了AR(1)和MA(2)两个模型,
比较AIC和SBC,发现
AIC SBC
AR(1) 574.3347 578.621
MA(2) 572.7967 579.2261
唉,哪位高手、前辈能告诉我该选择哪个模型?
不甚感激啊!