时间序列分析答案

4.解:由于P值显著大于显著性水平a,所以该序列不能拒绝纯随机的原假设.换言之,我们可以认为该序列的波动没有任何规律可循,所以该序列为纯随机序列.5.(1)时序图dataexample2_9;inputprice;time=intnx('month','01jan2000'd,_n_-1);formattimedate.;cards;15318723421230022120117512310485781341752432272982562371651241068774145203189214295220231174119856775117178149178248202162135120969063;procgplotdata=example2_9;plotprice*time=1;symbol1c=greenv=stari=spline;run;自相关图La耳Covariance'Cornelation-■198765432La耳Covariance'Cornelation-■1987654321[112-345678910例队盘1.00000HiHiiliHiHiiJiHiHiQi■JiHiHi■Jiiii|lidiHiiiiii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|i1S108.0140.75950■liHiHiiHHiHiiHHiHiHiHiiHHiiTn|ii|ii|n|ii|ii|u|ii|ii|u|ii|ii|ii|n|i落1920.8880.45704山山山山山山山山山■I11|iipi|11|iipi|1ip1|i牙341.S900.0812^**4-1345.166-：32006■H■iHHiHi.■T"T"T"T"T"T'5-2600.7S1-.61880niQiHiHiQidiHiniQiHiniQi1||llllllllllll|||||||||llllllllllll6-3030.163-,■72098■aiiHiHiiH■liHiiH■liJiiHHiHi7-2644.955HiHiQiHiniQidiHiniQiHiniQiipi|ii|ii|11|ii|ii|iipi|ii|ii|11|ii|i0-14疗如-^3960diHiili|liHiHiQi.>T"T"T>>T"T>>T"T>947.S434240.01U81014旺.5找'0.-X3372HiHi1liHiQidi■T"T>>T"T>>T"T"T>.11243B.&430.57969■ItHiHiiHHiHiiHHiHiHiipi|ii|ii|11|ii|ii|ii|ii|ii|ii|ii|i.艳3071.9660.73092山山山山山山山山山山山山山山山i|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|ii|iAutocorreIation's:markstwostandarderrorsStdError0.1443380.^088&20.^87410.-2293420.^84660.^98530.S07S740.3331380.-8402740.340ZS20.-8470S30.5666&2dataexample2_9_1;inputfreq@@;month=intnx('month','1jan2000'd,_n_-1);formatyearyear4.;cards;15318723421230022120117512310485781341752432272982562371651241068774145203189214295220231174119856775117178149178248202162135120969063;procarimadata=example2_9_1;identifyvar=freq;run;该序列不是平稳性序列.纯随机性检验()检验结果显示，