savin1ibm_spss_forecasting

1、IBMSPSSForecasting23z7EfJCZ IBM SPSS Statistics V23.0.0 0yPsxPfM)f,1=BfPmPyw*9#M9CE0dVDz70,kHDA Z 51 3D:yw; PDE#?Z 1 B 1drPri 1*(#D1drP . . . . . . . . . . . .!q,H5. . . . . . . . . . . . .b5 . . . . . . . . . . . . . . . .Vv1ddt . . . . . . . . . . . . . ./MV. . . . . . . . . . . . . .15 . . . . .

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3、.T(eD8=,(#M . . . . . . . . . .T(eD ARIMA #M . . . . . . . . . . .T(eD ARIMA #MD#Mf6 . . . . . .T(eD ARIMA #MPD*;/ . . . . .T(eD ARIMA #MPDk:5 . . . . . .dv . . . . . . . . . . . . . . . . .3FM$bm . . . . . . . . . . . . .DrP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .d

4、v!n . . . . . . . . . . . . . . .FZ$b .#f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .;%=dv. . . . . . . . . . . . . .Z 7 B &C1dr#M . . . . . . .&C1dr#M . . . . . . . . . . . .1dr#M$b . . . . . . . . . . . .9C1dr#M$b . . . . . . . . . .#MNM$b . . . . .

5、. . . . . . .;c!n . . . . . . . . . . . . . .*TDrP . . . . . . . . . . . . .dv!n . . . . . . . . . . . . . .#f . . . . . . . . . . . . . . . .1dr#M=8 . . . . . . . . . . . .KP1dr#M=8 . . . . . . . . . .333333333434353537383838394210101112Z 3 B &C1drP#M 13dv . . . . . . . . . . . . . . . . .143FM$bm1

6、4(e=8Z. . . . . . . . . . . . .ZTVb#f 19SEASON |nDd& 20Z 10 B ACF/PACF 8O . . . . .47yw . . . . . . . . . . . . . . . .Lj . . . . . . . . . . . . . . . . .5152Z 5 B WtIvBDU#bf.=#Tz7P!nDrPII%8j4D?P!niI#znrP I|,mj4?vBD;vl5#b)PD?vP;v2,c,4(ZdtZqCDb?5D%vl5r Prl5Pm#m 1. ?UbfrPUZGZ;GZ GZ GZDGZe GZ;.GZebf.=

7、1601351291221081501d t1 t2 t3 t4 t5t6GZ111112t6012120xP1drPVvDnX*-r.;GT$brPD445#bM%5DrPD#M9IT$bB8v5 GvS9GuY,T0vuDyHPs#T;,I&xPK$bD&TZNN+rFlr45G #X*#1drPyZPD?v1drPVN|,%v1drPD#Ka9G“1drP(#w”L“ZTVb”LM“W”Ly9CD+31drPa9#g,*Z-wP(e1drP,k%wd? S!n(,;sZNbUWPPdkd?#1drPPD?vl5T&;vv8(- wPD;P)#gzr*;v|,1drPDgSmq,G4?vr

8、P&C2EZCgSmqD;PP#gQ+1drP2EZgSmqDPP,rITICNb=r*CgSmq,9C“”K%P D“d;”,+Pd;IP#,TZ,?v1drPVNPD,H* region M brand#region M brand D?viOj6 sales D;vX(1drP#g,ZBmP,region * “north”R brand *“brandX”DG(e%v1drP#1 Copyright IBM Corporation 1989, 2014m 2. ,:S OLAP =ek(gS IBM Cognos TM1 *,#*;Core System Pa)Dm*;LZxP1drP

9、Vv1G#PC#b)*;vJCZyZPD,b)PD?v1drPVN#Y(zGz7-m,:p$b 100 Vz7P?;Vz7DBvBD%;znMUk,+GzT(#1drPV*.uY#yP 100 Vz7D%;znDz7fZ;v Excel gSmqP#Z IBM SPSS Statistics Pr*gSmqs,z9C(R(#wjkK44;vBD$b#(R(#wa*?;Vz7 iRnOJD%;zn#M,9Cb)#MzI$b#IZ(R(#wIT&mvdkrP,rK,z;h*KPCL;N4IqCyPz7D$b#(!q+$b#f=n/,zITaIX+a X Excel P#3F#bOEHH?:=H R

10、 =R = (R 2)y=ysn (RMSE)=yxTsn (MAE)=yxTsnYVH (MAPE)nsxTsn (MaxAE)nsxTsnYVH (MaxAPE)j/ BIC r#Pn:TX/+TX/Ljung-Box Q#ARIMA #M:Std?D ARIMA 3rd?D+d/3rMk:5c#Kb,9P8=,(#MD=,(NF5#yP#MD*:=H R =R = (R 2)y=ysn (RMSE)=yxTsn (MAE)=yxTsnYVH (MAPE)nsxTsn (MaxAE)nsxTsnYVH (MaxAPE)j/ BIC rD1=;P nTXM+TXDd#%#Ma:$b5bO5l

11、5CExdDOMBPnTXM+TX#1drP(#wDbBn#rd?MNNTd?XkG5M#Yh#rd?MNNTd?S*1drP,4?vv8zm;v1dc,xDv8.dI#1dxdV t#v=HT#TZT(eD ARIMA #M,*(#D1drP&CG=HrP#+G=HrP*;I=HrP DnP=(G9CnVd/ - IS“4(1drP”T0r4PKYw#v$b5#*K9CxPT($b)d?D#MzI$b5,n/&|,$bZP+?v8Db)d?D5#Kb,Td?;&|(FZPDNN15#(eUZ!;GXhD,+9G(i9C(eUZT0r8(kZ;vv8XDUZT0,xv8.dD1ddt#KYw&

12、Z9C1drP(#w.04P,+Z T#M,rh*KZT#g;k4(ZT#M,dvP2;h*UZj),rITx“(eUZ”T0r#by,k?vv8XDj)+vGv8E#9C1drP(#w1. SK%P!q:Vv $b 4(+3#M.32. Z“d?”!n(O,!q;vrv*(#Drd?#3. S“=(”B-rP,!q;V(#=(#g*T/(#,k#t(R(#wD1!=(#by+wC(R(#w4*?vrd?7(nQbO#M#*zI$b,k4PTBYw: 4. %w!n!n(#5. 8($bZ#b+zI;v|($bMl5Dm#yh*,zIT:!q;vrvTd?#Td?D&m=(kXiVvP$bd?

13、D&m=(.VF,+Td?GI! D#|GIT|,Z ARIMA #MP,+;|,Z8=,(#MP#gz8(R(#ww*(#= (|(Td?,r+;G ARIMA #M#%wu,8(#Dj8E#f$b5CExdMkyPn#T XML q=#fFD#M# Q#f#MI&CZBr)D,TcZ;XB9(#MDivBq!|BsD$b# q!yPF#MDc3F#*T(eD ARIMA #MPDTd?8(*;/#tCT/lbk:5D&#+X(1dcw*T(eD ARIMA #MDk:54(#vv vvv v vv(#=(ICD(#=(P:(R(#w#(R(#waT/iR?vrPDnQbO#M#g8(KTd

14、?($b)d?,r(R (#w* ARIMA #MPDZ!qG)kCrP_P3FTxX5D#M#J11,9CnVM/r= yrT;T*;T#Md?xP*;#1!ivB,(R(#wHG8=,(#M2ZTOPy;,#ARIMA#9CK!nI8(FD ARIMA #M#dP|,T=8(TXiDWMF/=y5DW,T0nVH#IT|,Td?($bd?)*|G1PDNN;vr+?(e*;/#9IT8(T/lbk:5 r8(T=k:5/O#FZM$bZFZ#FZ(eCZ7(#MDv8/#1!ivB,FZ|,n/PDyPv8#*hCF Z,kZ!qv8T0rP!qyZ1drv86#!vZICD,LP9CDF

15、ZIarrd?xl,rKakTD5;,#TZx(Drd?,fDFZGSCd?P%8(FZD*ra x1zDNN,x15.s#BDZd#$bZ#$bZSFZsDZ;vv8*,1!ivB,=n/PDns;vv8ax#zITS “!n”!n(hC$bZDax1d#4IBM SPSS Forecasting 23*(R(#w8(!n(R(#wa)CZx8!#M/8(k:5D&m=(T0|(Bd?ZZD!n#M!qMB5w9C“#M”!n(,IT8(R(#wIT&mD#MM8(Bd?#MM#IC!nP:v yP#M#(R(#wHG ARIMA #M2G8=,(#M#v v8=,(#M#(R(#wvG8=

16、,(#M#v v ARIMA #M#(R(#wvG ARIMA #M#(R(#wZT#M#;PZ*n/(eKZT1EtCK!n#!q(!P)K!n1,( R(#wHZT#M,VZT#M#g4!qK!n,r(R(#wvZT#M#10ZT#810*n/(eDZT(gP)#10ZTTN=xv,g,12 mjHZT,?vv8zm;vB#gP4hCZT,rT5#ZT#M*s_PZT#zIT S“(eUZ”T0rPhCZT#B#!q*S*Bd?DNNTd?#TZBd?,5* 1 Dv88rP+CB0lD1d#1 TbD580l#9C(R(#w&mk:59C“k:5”!n(,IT!qT/lbk:5T0*lb

17、Dk:5DM#T/lbk:5#1!ivB,;T/lbk:5#!q(!P)K!nI4PT/lbk:5DYw,I!qTB;VrVk:5M:v v v v v vvST F;.= 4BD21DZTSTV?wF ST9T(eD8=,(#M#MM#8=,(#M V*ZT#MMGZT#M#ZT#M;PZ*n/(eKZ1 EIC(kNBDD“10ZT”)#v r% (Simple). K#MJCZ;PwFrZTDrP#d(;D=,NG.=#r%8=,(k ARIMA #M+*F,|,cWTXi;WnV;WF/=y5,R;P#v Holt _TwF (Holts linear trend). C#MJCZ_P

18、_TwF;PZTDrP#d=,NG.=M wF,;%.dD5DZTDrP#d=,NG.=MwF,Y(_H,#rK,Brown #MG Holt #MDX#Brown 8=,(k_PcWTXi WnVMWF/=y5D ARIMA #M+*F,RF/=y5ZWD5HZZ;WD5V.;D=#v hawF (Damped trend). K#MJCZ_P_TwFDrP,RC_TwFp%R;PZT# d=,NG.=wFMhawF#ha8=,(k_P;WTXi;WnVMWF/=y5D ARIMA #M+*F#v r%ZT (Simple seasonal). K#MJCZ;PwFRZT0lf1dd/#Vc

19、(DrP#d=,NG.=MZ#r%ZT8=,(k ARIMA #M+*F,|,cWTXi;WnV;WZ TnVM;Wp WM p + 1 WF/=y5,dP p GZTxdPDZ(TZB,p = 12)#v Winters IST (Winters additive). K#MJCZ_P_TwFM;5ZrP.=DZT&DrP#d=,NG.=wFMZ#Winters ISD8=,(k ARIMA #M+*F,|,cWTXi;WnV;WZTnVM p +1 WF/=y5,dP p GZTxdPDZ(TZB,p = 12)#v Winters KT (Winters multiplicative).

20、 K#MJCZ_P_TwFM5ZrP.=DZT&DrP# d=,NG.=wFMZ#Winters DIK8=,(kNN ARIMA #M10*n/(eDZT(gP)#10ZTTN=xv,g,12 mjHZT,?vv8zm;vB#gP4hCZT,rT5#ZT#M*s_PZT#zIT S“(eUZ”T0rPhCZT#rd?*;#IT8(Z(#.0T?vrd?4PD*;#v #;P4P*;#v =y#=y*;#v T;T#T;T*;#T(eD ARIMA #M9C1drP(#w,IT9(FDGZTrZT ARIMA(TXi/IF/=y5)#M,2F* Box-Jenkins 2#M - xr;xL(

21、$bd?/yI#zIT*NbryP$bd?(e*;/,8(T/lbk:5r8(;i7PDk:5#v “d?”!n(O8(DyPTd?($bd?)T=|(ZC#MP#bck9C(R(#w4;9C(R(#w1,;PZTd?krd?.d_P3FTxX51Ea|(Td?#T(eD ARIMA #MD#Mf6“#M”!n(CZ8(FD ARIMA #MDa9#ARIMA W#Z“a9”xqD&%*qP,dk#MDwv ARIMA IVD5#yP5nsW#MP+|,yPDOMW#g,g8( 2,r#M|(W 2 M 1#;PZ*n/(eKZT1,EatC“ZT”PPDwv%*q(kNBfD “10ZT”)

22、#v TXi (p)#MPDTXiW#TXiW8(*9CrPPT0DD)54$b105#g,TXiW* 2 1,8(rPP%=v1ND5CZ$b105#2. Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. 1994. Time series analysis: Forecasting and control, 3rd ed. Englewood Cliffs, N.J.: Prentice Hall.6IBM SPSS Forecasting 23v nV (d)#8(ZF#M.0&CZrPDnVDW#ZvVwF(_PwFDrP(#G;HrP,

23、x ARIMA (#Y(dH()1h*nV,+dCZ%d0l#nVDWkrPwFHT&,;WnV B_TwF,WnVBNwF,HH#F/=y5(q).v#MPDF/=y5DW#F/=y5DW8(gN9CH05DrP=yD+n4$ b105#g,gF/=y5DW*2,r8(Z$brPD1051+ZTW#ZTTXiIVF/=y5IVMnVIVkdGZTT&IVpE,DwC#+TZ ZTDW,10rP5T0DrP5D0l,rP5.ddt;vrvZTZ#g,TZB (ZTZ* 12),ZT 1 Wm10rP5T10Zp 12 vZ.0DrP5D0l#rK,TZB,8(ZT 1 WH,Z8(GZT 12

24、 W#10ZT#810*n/(eDZT(gP)#10ZTTN=xv,g,12 mjHZT,?vv8zm;vB#gP4hCZT,rT5#ZT#M*s_PZT#zIT S“(eUZ”T0rPhCZT#rd?*;#IT8(Z(#.0T?vrd?4PD*;#v #;P4P*;#v =y#=y*;#v T;T#T;T*;#Z#MP|,#Gz7(=y5rP5* 0,qr|,#Gj),IT*“d?”!n(O8(DNbryPTd?(e*;/#*;/ICZ8(gN9CTd?($bd?)D%54$brPD445#*;/DW#Z“a9”xqD&%*qP,dk*;/DwvIVD5#yP5Xk*G:# TZVSMV8I

25、V,C5zmnsW#MP+|,yPDOMW#Kb,0 WZT”PPDwv%*qEatC(kNBfD“10ZT ”)v VS#*;/DVSDW#8(y!($b)rPDD)T0D5ICZ$brPD105#g,VSDW* 1 1,8(rP%;v1dND5(T0rPD105)CZ$b?vr PD105#v V8#*;/DV8DW#8(gN9Cy!($b)rPDT05DrP=y+n4$b rPD105#g,V8DW* 1 1,8(Z$b?vrPD1051ZTW#ZTVSV8MnVIVkdGZTT&IVpE,DwC#+TZZTDW,10r P5T0DrP5D0l,rP5.ddt;vrvZTZ#g,TZB(

26、ZTZ* 12),ZT 1 Wm10rP5T10Zp 12 vZ.0DrP5D0l#rK,TZB,8(ZT1 WH,Z8(GZT 12 W#Z 2 B 1drP(#w710ZT#810*n/(eDZT(gP)#10ZTTN=xv,g,12 mjHZT,?vv8zm;vB#gP4hCZT,rT5#ZT#M*s_PZT#zIT S“(eUZ”T0rPhCZT#SY#hCSYaZTST V?wF ST9kND Z 45 3DZ 9 B, :k:5M;wbTq!|E#+X(1dcw*k:54(#!qK!nI8(X(D1dcw*k:5#?vk:5Z“k:5(e”x qP;Pl5#*8(k:5,kd kX

27、v8DPE(k-wPTD,)# 2:“k:5(e”xqPDZP(gfZ)8n/P CYCLE_ d?D5#dvICdv|(%v#MDaT0gyP#MFcvDa#%v#MDaITF*yZCX(j(#aDmD!n#4#MTbOb?Ljung-Box 3FMk:5v#!q(!P)K!nIT|,?vF#MDy!b Ob?Ljung-Box 5T0k:5?Dm#bOb?#zIT+TB;nrnIk|,?vF#MDbOb?DmP:v L(D R =vR =v y=ysnv =yxTsnYVHv =yxTsnv nsxTsnYVHv nsxTsnv f6/D BICHO#MD3F#bi!nXFgNT|,gyP

28、F#MFcvD3FEDm#?v!nVpzI%Dm#IT!qTB!nPD;vrv:vbOEH#L(D R =R =y=ysn=yxTsnYVH=yxTsnnsxTsnYVH nsxTsnT0f6/D BIC |,?vF#MDj8EDm#?v!nVpzI%Dm#IT!qTB!nPD;vrv:vNF#T?vF#MDNF5Dm#*8=,(M ARIMA #MT;,Dm#gfZ k:5,r|GDNF52+Z%DmPT#PnTX/ (ACF)#4?vF#MDSYTPnTXm#Cm|,TXDCExd#Pn?VTX/ (PACF)#4?vF#MDSYTPn?VTXm#Cm|,?VTXDCExd#vvT$b5#

29、T?vF#MD#M$bMCExdDm#$bZZ“!n”!n(PhC#“(#aDD!n#MHO|,gyPF#MFcvD3FED#?v!nVpzI%D#IT!qT B!nPD;vrv:v L(D R =vR =v y=ysnv =yxTsnYVHv =yxTsnZ 2 B 1drP(#w9v v v vvnsxTsnYVH nsxTsn f6/D BIC PnTX/ (ACF)Pn?VTX/ (PACF)%v#MrP#!q(!P)K!nIq!?vF#MD$b5#IT!qZ?vF#MDPnTX?vF#MDPn?VTX#+dvF*nQrnnbO#M“dvKw”!n(a)D!nICZ+mqdvMNdvF

30、*F#MS/#IT!qya)DbO ja#gC?,F#MD?,rTyP#M#v a#nnbO#M#!q(!P)K!n+ZdvP|,nnbO#M#!qbOEHb?8(*|,D#M#!qK!n;A-,1!qnQbO#M#g,1!q=_,dv+InQbO#MMnnbO#Mi I#v #MDL(?#8(* n vnnbO#MTa#gC?,F#MD?,rTyP#M#v a#bOEH#!qCZK#MDbOEHb?#1!5*L(D R =#f#M$bM#Mf69C“#f”!n(IT+#M$bmf*n/PDBd?,2IT+#Mf6T XML q=#f=b? DP#fd?#IT+#M$bCExdMPnmf*n/

31、PDBd?#?vrPax4dT:D;iBd?,?vBd?|,FZM$bZD5#g$bZ,vKCd?rPD$H,rvSBv 8#!P?;nyX*D“#f”4!rIT!q#fBd?#1!ivB;#fBd?#v$b5#M$b5#vCExdDB#$b5DCExdB#10IBM SPSS Forecasting 23v vvCExdDO#$b5DCExdO# kyP5#MPn#g4PKrd?*;(gT;T),r*;sDrPDPn# d?D0:#8(*CZBd?FD0:r#t1!D0:#d?I0:X*rd?DFM#Mj6iI#h*1IT)9d?Tbd?|e;#0:XkOPd?Ffr#v#MD#yPF#MD

32、#Mf6+T XML q=DSYv#$bZ#$bZUTFZ(CZ7(#MD;iv8)axsDZ;vv8*l5;P#*8($bZDax1d,kdkXv8Z-wPTDPE#“UZ”xqPD-7P(gfZ)Gn/PD CYCLE_ d?D5#C15#b)!nXFC15D&m#v S*#C151w5315&m#v S*P#C151wP&m#15_T#BPfrJCZZ(#LZd&m15(|(5315MS*DC15):v #MP|,FZzDrd?fZ15Dv8#15D_e&m=!vZF=(#v gTd?ZFZP15,53av/f#TZ(R(#w,+Z;9Cd?DivBT|,Td?D#MxPF#TZT(e

33、ARIMA,;aFf0Td?D#M#gZ$bZZNNTd?P15,(#L+v/fxPnsLHD$b#vCExdmH(%)#+*#M$bMPnTXFcCExd#zIT8(NN!Z 100 D5#1!ivB,+9C 95% CExd#dvP#Mj6D0:#“d?”!n(O8(D?vrd?Ix4;v%DF#M#MDnsSY#IThCZTXM+TXmMDnsSY#Z 2 B 1drP(#w11TSMODEL |nD=S&g+!qZ3y=o(0Z-f.zzD TSMODEL |no(,rzITT(eT:D1drP(# 9C|no(oTIT:v 8(DZTZ(9C AUXILIARY S|nD SEASO