SAS时间序列的平稳性检验

盘编辑器—无标题1*PROCGPLOT正在运行一dataa:dotime=-50to500by1:rioise=rariricr(13579):iftime>0"thenoutput:end;|_procgplo"t:plotnoisedtime:symbolc=gxeenv=stari=sp1me:rXLEL;一dataezajnple2_1:inputp@@：time=intnxCmonth/丁01jaul9691d_,_口_-L);fornattimedat已.：101510101210771014B1714IS391110612141025293333121916191912341536292621IT1913202412S14612911IT12S14141258101316887126108105一procgplotdata=exajnple2_l;plolp*time;syjntalc=redv=stari=join.;runI

■&CRAPBIKM.CSEC.CPLOTI13回■&CRAPBIKM.CSEC.CPLOTI13回M-datae^ain.ple2_l;inpu.tp@S;time=intnKCiwirth'j'01janl9699dj_n_-1):formattimedate.:cards:1014332S15101012107710148IT183911106121410252933121916191912341536211719132024126146121171281414125810132916SS712610S105-procariAadatexample2_1:rdentifyvar=p:run；ITheARIHAPrccedursNaneofVariable二pMeanofWorkingSeries14.U1J29

StandardDeviation, 7.393999NuiiberofObservations 10AutocurrBlationsLeisCovarianceCorrs1ation-19S785 321012345E：7891StdError054.6MJ24■.0)0000128.2257110.51628举举*卅**卅罪1｛年0.119523228.6250960.52359麻七』申申思思柚史0.117991318.880195(.34534卅卅:拙川湖0.172435415.0499880.2Z528卅卅:拙帕,0.102048514.17CUC0.25930市市1|出出.0.107900R\n^F74r一1即舶0.192U5713.6581430.24982：：：：：：：：：0.19418683.%I：3Ul.bHblU.1HH7409.71OEOC0.1Z7G2岫*申 .O.ZOO-'SSin12.6967060.23224:+：；+：牌:* H0.2023881110.7667030.196940.206?49IZIZ.ZJU/b1L.己板：：：：：：：0.209411I96.408126(.117210.21282GI4-■.7?U69-.03H9・ 卅0.213?46I5-4.381268-.030140.213812I6-6.858C06-.12562, 的冏；0.214241I7-6.668621-.12198■ 树；0.^15290narkst'iVustandarderrorsAutucorreIationCheck:forVihiteNoiseToLag_ChiSquareDFPr>ChiSq --WutucorreIations 661.086<.00010.5160.5240.3450.2750.2590.1301283.2212<.00010.2500.1690.1780.2320.1970.225一dataex：dJTLple2_l:inputp@i®:pps=dif(jj):■tinie=in.tris('jnon.thP=formattimedate.101510101210771014S1714183911106333312191519121410252919123415362026211719132024126146129111712814141258101316887126108105-proceplotdata=esample2_1;

platpps*time;symbalc=greenar1=join;rim:-dataeKanple2_l:-dataeKanple2_l:inputp@@：pps=dif(p):time=iritrix(?merith,;'01janises7 n.-1】：fur>attimeda+e.;~procari_・&dal3=ex:dirip1e2_1：iiieirtifyv：ir=ppE:|run：ourwreaIJ13EPBS5」酬川DIUftYTOOISEPJi]DIJAM7IUIV口YFIDISEHIHl」酬叩QllttYTSIJ1SEPJ2叫皿NF30IMftY730ISEP735」酬川QllttYMIJ13EP740U^?5TheftRIHAProcedureNameofVariable二ppsMeanofWorkingSeries -0.07246StandardDeviation 7.227302NunberofUbservo.tions 69CovariincrCorrr1ation-19B7654321012345(]7891StdError52.24112G■.0C000山0-26.295182-一5〔舞』).1203889.73687B0.18638：：：：：).1477n1-5.7333591C386.HiHiL151140-3.412403-.06532・ 卅).1522836.972734(.1E347**+：：0.152690-H.G81G1E-.2E10-1牛牛斗平中火D.15488011.3048650.21640：：：：：J.B1624-4.843289-.0£271L1E57T0-1.244961-.AJARAD.K65204.25086?0.08137：：：：D.1G65693.370E07.0C452・ 卑).1J71457.05075?(.1c497：：：).B75052.115793l.UiUbU：0.169OT4-5.4980GD-.irR?s1.1^240.4388920.00840J.V01612.C037C).0^30, 出).1701G70.866171(.01658).V03n9AutocarreIatioremarkstwostandarderrorso12345R-71Ou-Ho12OH-45-K-71AutocLirrelatiinCbieckforWhiteNoiseToL：hi-Pr>LagSquareDFChiSqrutrcurrelation：：r-629.52E<.00)1-0.5030.186-0.110-O.OGEC.1G3-0.2811236.42120.00)3O.?16-0.093-0.0240.081-C.0E50/35(1)绘制该时间序列的时序图及样本自相关图；-dataesajuplel:inputp@@;tiine=intnK('month'01jan2000Td,_n_-1);formattinedate.:cards:1531S7234212300221201175123104357S1341752432272932562371651241063774145203189214295220231174119856775117178149ITS248202162135120969063-procgplotdata=esajnple1;plotp+time:symbolc=redv=stari=jcin;run：

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