[下载]sas做的十个时间序列分析实例

Thanks a lot ~ 

<p>garch模型实例：</p><p>data example5_3;<br/>input x@@;<br/>t=_n_;<br/>cards;<br/>10.77&nbsp;13.30&nbsp;16.64&nbsp;19.54&nbsp;18.97&nbsp;20.52&nbsp;24.36<br/>23.51&nbsp;27.16&nbsp;30.80&nbsp;31.84&nbsp;31.63&nbsp;32.68&nbsp;34.90<br/>33.85&nbsp;33.09&nbsp;35.46&nbsp;35.32&nbsp;39.94&nbsp;37.47&nbsp;35.24<br/>33.03&nbsp;32.67&nbsp;35.20&nbsp;32.36&nbsp;32.34&nbsp;38.45&nbsp;38.17<br/>32.14&nbsp;39.70&nbsp;49.42&nbsp;47.86&nbsp;48.34&nbsp;62.50&nbsp;63.56<br/>67.61&nbsp;64.59&nbsp;66.17&nbsp;67.50&nbsp;76.12&nbsp;79.31&nbsp;78.85<br/>81.34&nbsp;87.06&nbsp;86.41&nbsp;93.20&nbsp;82.95&nbsp;72.96&nbsp;61.10<br/>61.27&nbsp;71.58&nbsp;88.34&nbsp;98.70&nbsp;97.31&nbsp;97.17&nbsp;91.17<br/>80.20&nbsp;85.12&nbsp;81.40&nbsp;70.87&nbsp;57.75&nbsp;52.35&nbsp;67.50<br/>87.95&nbsp;85.46&nbsp;84.55&nbsp;98.16&nbsp;102.42&nbsp;113.02&nbsp;119.95<br/>122.37&nbsp;126.96&nbsp;122.79&nbsp;127.96&nbsp;139.20&nbsp;141.05&nbsp;140.87<br/>137.08&nbsp;145.53&nbsp;145.59&nbsp;134.36&nbsp;122.54&nbsp;106.92&nbsp;97.23<br/>110.39&nbsp;132.40&nbsp;152.30&nbsp;154.91&nbsp;152.69&nbsp;162.67&nbsp;160.31<br/>142.57&nbsp;146.54&nbsp;153.83&nbsp;141.81&nbsp;157.83&nbsp;161.79&nbsp;142.07<br/>139.43&nbsp;140.92&nbsp;154.61&nbsp;172.33&nbsp;191.78&nbsp;199.27&nbsp;197.57<br/>189.29&nbsp;181.49&nbsp;166.84&nbsp;154.28&nbsp;150.12&nbsp;165.17&nbsp;170.32<br/>；<br/>proc gplot data=example5_3;<br/>plot x*t=1;<br/>symbol1 c=black i=join v=star;<br/>proc autoreg data=example5_3;<br/>model x=t/nlag=5&nbsp; dwprob archtest;<br/>model x=t/nlag=2 noint garch=(p=1,q=1);<br/>output out=out p=xp;<br/>proc gplot data=out;<br/>plot x*t=2 xp*t=3/overlay;<br/>symbol2&nbsp; v=star i=none c=black;<br/>symbol3&nbsp; v=none i=join c=red w=2;<br/>run;<br/></p>

谢谢

顶啊！！&nbsp; 非常详细~~ 太感谢楼主了！！

不错啊，很适合自学。谢谢lz

<p>谢谢,收藏了</p>

<p>好东西啊</p>

<p>good，THX</p><p></p>

感谢分享！！

<p>谢谢</p><p>啊啊啊啊</p><p>谢谢</p>