时间序列分析实验

荆楚理工学院数学建模与创新实验室实验报告课程名称：时间序列分析专业：数学与应用数学实验题目实验四趋势拟合及X-11过程学生姓名王庆申学号2012409010116班级12级数本指导教师邹志琼实验日期成绩一、实验目的与要求：掌握使用SAS的REG（回归）过程与AUTOREG（自回归）过程对时间序列进行线性趋势拟合；掌握使用SAS的NLIN（非线性）过程对时间序列进行非线性趋势拟合；掌握使用X-11过程对时间序列进行季节调整二、实验原理：了解SAS软件的基本操作三、实验内容(输入题目内容.若来源于教材,写出教材中的页码题号)：1、教师讲解上机指导4.8；学生绘制习题4.7中第7题数据的时序图，直观考察该序列的特点，在此基础上，选择适当模型拟合该序列的发展，并且利用拟合模型预测该地区奶牛的月度产奶量；最后使用X-11方法确定该序列的趋势2、学生绘制上机指导中的程序四、实验步骤：1、问题输入、2、计算机求解、3、输出信息分析五、实验结果(数据,几何图形,截图,须作必要的文字说明及适当排版)一、绘制的序列时序图

图1计算计算指数196219631964196519661967196819691970月平均xj季节指数sj1589600628658677713717734750674.00.962561566618622635667696690707640.20.913640653688709736762775785807728.31.044656673705722755784796805824746.61.075727742770782811837858871886809.31.166697716736756798817826845859783.31.127640660678702735767783801819731.61.048599617639653697722740764783690.40.999568583604615661681701725740653.10.9310577587611521667687706723747647.30.9211553565594602645660677690711633.00.9012582598634635688698711734751670.10.96总平均x：700.63表1三、消除了季节性的序列时序图图2拟合线性模型图3模型预测图4图5图6X-11方法，确定序列趋势图7六、实验总结(对实验结果进行分析,总结实验过程中的问题与收获)附录:程序代码(指出使用的软件工具)使用软件：SAS软件绘制时序图代码：dataexample4_1;inputx@@;time=_n_;cards;589561640656727697640599568577553582600566653673742716660617583587565598628618688705770736678639604611594634658622709722782756702653615521602635677635736755811798735697661667645688713667762784837817767722681687660698717696775796858826783740701706677711734690785805871845801764725723690734750707807824886859819783740747711751;procgplotdata=example4_1;plotx*time=1;symbol1c=blackI=joinv=star;run;绘制消除季节性的序列时序图的代码：dataexample4_1;inputx@@;time=_n_;cards;-85.00 -79.22 -88.33 -90.67 -82.33 -86.33 -91.67 -91.44 -85.11 -70.33 -80.00 -88.11-74.00 -74.22 -75.33 -73.67 -67.33 -67.33 -71.67 -73.44 -70.11 -60.33 -68.00 -72.11-46.00 -22.22 -40.33 -41.67 -39.33 -47.33 -53.67 -51.44 -49.11 -36.33 -39.00 -36.11-16.00 -18.22 -19.33 -24.67 -27.33 -27.33 -29.67 -37.44 -38.11 -126.33-31.00 -35.113.00 -5.22 7.67 8.33 1.67 14.67 3.33 6.56 7.89 19.67 12.00 17.8939.00 26.78 33.67 37.33 27.67 33.67 35.33 31.56 27.89 39.67 27.00 27.8943.00 55.78 46.67 49.33 48.67 42.67 51.33 49.56 47.89 58.67 44.00 40.8960.0049.7856.6758.3361.6761.6769.3373.5671.8975.6757.0063.8976.0066.7878.6777.3376.6775.6787.3392.5686.8999.6778.0080.89;procgplotdata=example4_1;plotx*time=1;symbol1c=blackI=joinv=star;run;procautoregdata=example4_1;modelx=time;run;模型预测代码：dataexample4_1;inputx@@;time=_n_;z=x-(-98.3227+1.8041*t);cards;-85.00 -79.22 -88.33 -90.67 -82.33 -86.33 -91.67 -91.44 -85.11 -70.33 -80.00 -88.11-74.00 -74.22 -75.33 -73.67 -67.33 -67.33 -71.67 -73.44 -70.11 -60.33 -68.00 -72.11-46.00 -22.22 -40.33 -41.67 -39.33 -47.33 -53.67 -51.44 -49.11 -36.33 -39.00 -36.11-16.00 -18.22 -19.33 -24.67 -27.33 -27.33 -29.67 -37.44 -38.11 -126.33-31.00 -35.113.00 -5.22 7.67 8.33 1.67 14.67 3.33 6.56 7.89 19.67 12.00 17.8939.00 26.78 33.67 37.33 27.67 33.67 35.33 31.56 27.89 39.67 27.00 27.8943.00 55.78 46.67 49.33 48.67 42.67 51.33 49.56 47.89 58.67 44.00 40.8960.0049.7856.6758.3361.6761.6769.3373.5671.8975.6757.0063.8976.0066.7878.6777.3376.6775.6787.3392.5686.8999.6778.0080.89;procarimadata=example4_1;identifyVar=znlag=8minicp=(0:5)q=(0:5);run;dataexample4_1;inputx@@;t=_n_;z=x-(-98.3227+1.8041*t);cards;-85.00 -79.22 -88.33 -90.67 -82.33 -86.33 -91.67 -91.44 -85.11 -70.33 -80.00 -88.11-74.00 -74.22 -75.33 -73.67 -67.33 -67.33 -71.67 -73.44 -70.11 -60.33 -68.00 -72.11-46.00 -22.22 -40.33 -41.67 -39.33 -47.33 -53.67 -51.44 -49.11 -36.33 -39.00 -36.11-16.00 -18.22 -19.33 -24.67 -27.33 -27.33 -29.67 -37.44 -38.11 -126.33-31.00 -35.113.00 -5.22 7.67 8.33 1.67 14.67 3.33 6.56 7.89 19.67 12.00 17.8939.00 26.78 33.67 37.33 27.67 33.67 35.33 31.56 27.89 39.67 27.00 27.8943.00 55.78 46.67 49.33 48.67 42.67 51.33 49.56 47.89 58.67 44.00 40.8960.0049.7856.6758.3361.6761.6769.3373.5671.8975.6757.0063.8976.0066.7878.6777.3376.6775.6787.3392.5686.8999.67;procarimadata=example4_1;identifyVar=xnlag=5;estimatep=2;forecastlead=12id=tout=results;procgplotdata=results;plotx*t=1forecast*t=2l95*t=3u95*t=3/overlay;symbol1c=blacki=nonev=star;symbol2c=redi=joinv=none;symbol3c=greeni=joinv=nonel=32;run;X-11方法代码：dataexample4_1;inputx@@;time=intnx('quarter','1jan1962'd,_n_-1);formattyyq4.;cards;589561640656727697640599568577553582600566653673742716660617583587565598628618688705770736678639604611594634658622709722782756702653615521602635677635736755