用SPSS软件做时间序列分析报告报告材料

1、用SPSS软件做时间序列分析用SPSS软件做时间序列分析，有某公司2002年一季度到2010年二季度的34个税后利润数据，要求预测出该公司2010年三季度和四季度的税后利润。要求：1. 画岀序列趋势图2. 绘制出自相关图和偏自相关图3. 确定参数和模型4. 给岀预测值观测值序列图i20ooo.o<r1<XHKK).QO-?oooo oo-1- -I- -J- -I- -J- I Q3 Q1 Q3 Q1 Q3 Q1 2006 2007 2007 200fl 2008 2009Q12010i-1-j- -i-i-j-irQIQ3Q1 Q3Q1Q3QIQ32002 2002 2003 2

2、003 2004 2004 2tX)5 20052税后盈利自相关图序列：税后盈利滞后自相关标准误差aBox-Ljung 统计量值dfSig. b1.306.1643.4821.0622.198.1624.9872.0833.185.1596.3403.0964.542.15718.3424.0015.084.15418.6415.0026.067.15118.8366.0047.094.14919.2397.0078.458.14629.0938.0009.041.14329.1769.00110.016.14029.18910.00111.012.13729.19711.00212.236.

3、13432.30812.00113-.092.13132.80613.00214-.094.12833.34514.00315-.079.12533.74515.00416.106.12134.51016.005a. 假定的基础过程是独立性（白噪音）b. 基于渐近卡方近似。1234&67891口 11 12 13 14 1& 16抵迟8UI偏自相关序列：税后盈利滞后偏自相关标准误差1.306.1712.115.1713.107.1714.503.1715-.279.1716-.010.1717.046.1718.268.1719-.130.17110-.054.17111-.0

4、53.17112-.081.17113-.040.17114-.051.17115-.027.17116-.062.1711234&67891口 11 12 13 14 1& 16抵迟8UI3、确定参数和模型 时间序列建模程序模型描述模型类型模型ID税后利润模型_1ARIMA(0,1,0)(0,1,0)模型摘要找合塑计星SE量大值百廿虫5102550759095平穗的R方S.S02E-1 ?S.S02&17S5412E-175.501E4?SJfl3E-17fi.Sa2E-1 T5.502E-17S.!M)2E-175.502E-175.502E-17RK.631舶1.

5、嘲.831.嘲.631831.631：'.831RMSE10472.3031D472 3U31D472.3DI310472.30110472J0310472.3D31 072.30310472.3D310472.3031D472.3OJMAPE23.20923JM23.20923.20923.20923.20923.20929.20933.209MaPE148.390naasoH6.390148.390MBL3W14S.39Q148.390146.39D148.390149J90MAE?509.01 £裕曲射弓75DS.B157509.611575D&.&15

6、fSOS.Bl &709.315750SJ157509.6157MIW5M?£AE27935JTTIPB&17737S35.1 7737935,1?27835,17737935,177271935.17737935.1 rr27935-177ira?5,177正JtJttRtl刖匚16.63919«2910鬧19,6291EEJ91B.62B13029阳诃19,62919629模型统计量模型预测变量数模型拟合统计量Ljung-Box Q(18)离群值数平稳的R方统计量DFSig.税后利润-模型_105.502E-1717.68818.4760 'zm

7、xxto.cKriiiiqi 03 qi aa200220022003203I I I I I I II I Iqi as ai g ai qi ai aa qi2005290S2tK)fi2CXJfi20072D072IXl8；ODa2903200ft：03fl期4、给岀预测值139621.02 万元170144.55 万元2010年第三季度2010年第四季度剔除季节成分后，平滑处理及剔除循环波动因素的序列图EQU 4小税fl-利润的fps OOMr-IDOOOOOTOOD"BOOOOOWMH60000 oooxr-4聞曲虫沁L?OOTDOOOQ0H2002 感？ 2003 Z0&

8、lt;J3 2DO4 ZOEI1in p» rnlQdQ3Qi書 QtO1OSQIMOb M0& ZflO6 2©g&2fla/2Q0 2008 iDDP 2QOTI03IQ11ZQ10SEASON MOD_6 MUL EQU 4中税后利润 的季节性调整序列自相关图序列:SEASON MOD_6 MUL EQU 4中税后利润的季节性调整序列滞后Box-Ljung 统计量自相关标准误差a值dfSig. b1.728.16419.6331.0002.450.16227.3832.0003.310.15931.1693.0004.207.15732.9114.00

9、05.219.15434.9415.0006.241.15137.4846.0007.243.14940.1687.0008.226.14642.5718.0009.183.14344.2139.00010.162.14045.55110.00011.093.13746.01211.00012.006.13446.01512.00013-.047.13146.14513.00014-.021.12846.17214.00015-.022.12546.20415.00016-.036.12146.29416.000a.假定的基础过程是独立性（白噪音）。b.基于渐近卡方近似。SEASON. MOD

10、_6. MUL. EQU. 4屮税际刊润的季丹性调整序列1234567&510 11 12 13 14 15 16延迟数H偏自相关序列:SEASON MOD_6 MUL EQU 4中税后利润的季节性调整序列滞后偏自相关标准误差1.728.1712-.168.1713.108.1714-.053.1715.206.1716.000.1717.076.1718-.015.1719.014.17110.034.17111-.121.17112-.066.17113-.059.17114.115.17115-.134.17116.019.171SEASON, MOD_6. MUL. EQU.

11、4申税后刑润的乍W性调琳启列趣io-骨信上脱置恰下视/OU.3VO.-0.5-1.0-12345678910 11 12 13 14 15 16述赵数口模型描述模型类型模型 ID SEASON MOD_6 MUL EQU 4 模型_1中税后利润的季节性调整序列ARIMA(0,1,0)(0,0,0)濮型拟合拟合骑计量均iSSE<N0百分便5102550769096平體的RSr-25ME-16-2.591 E-lb-2.561 E-162.691 E-15-3.691 E-16-2.591 E-162.691E-16-2.691 E-16-2.591 E-16-2.691 E-16R方812

12、.812612.812912812.812812.612.812RMSE1 DQ75.09610075.09610075 09810075.09610075.09610075Q9010Q75.09610075.09610075.099110075.096MATE13.15413.1541B 15J13.1541B.15JH8/I5413,154TB.15J18.154.MaPE55.07255.07255.07255.07255.07255.07255.07255.07265.07255072MAE75647627584.7627584 7627584.7627684.7627584 7627

13、5847627584.7627584 7627584703MsxAE35041.64935041.64935041 64935041.64935041.64935041 64935041.64935041 S4935041 64935041 649lESttffiBic18.51213.5421B 542IS.5218.5121B.542118.54218.542IB. 54313.542模型统计量模型预测变量数模型拟合统计量Ljung-Box Q(18)离群值数平稳的R方统计量DFSig.SEASON MOD_6 MUL EQU 4中税后利润的季节性调整 序列-模型_10-2.591E-168.51718.9700150000.00000-100000 000