数据分析实验二

中北大学理学院实验报告实验课程： 数据分析专业：信息与计算科学班 级： 13080241学 号: 1308024121姓名：徐可_______________中北大学理学院87实验二 上市公司的数据分析【实验目的】通过使用 SAS软件对实验数据进行描述性分析和回归分析， 熟悉数据分析方法，培养学生分析处理实际数据的综合能力。【实验内容】 表2是 」组上市公司在 2001年的每股收益 （eps）、流通盘的规模以及2001年最后一个交易日的收盘价 （price）.表2某上市公司的数据表代码000096000099000150000151000153000155000156000157000158000159000301000488000725000835000869000877000885000890000892000897000900000901000902000903000905000906000908000909000910000911000912000913000915000916000917

流通盘每股收益85000.05960000.02812600-0.003105000.02625000.05613000-0.00936000.033100000.06100000.01870000.008153650.0477000.10160000.04413380.0732000.1947800-0.0846000-0.073169340.031120000.031141660.002214230.05848000.0056500-0.03160000.10995000.04666500.00789880.00660000.00280000.03672800.067150000.11284500.06245990.001340000.038118000.086

股票价格13.2714.27.1210.0822.756.8514.9512.658.3812.157.3113.2612.3322.5818.2912.5512.489.127.886.918.5927.9510.9211.799.2914.478.289.998.99.018.0611.8614.45.1516.2388000918 6000 -0.045 10.121、对股票价格1）计算均值、方差、标准差、变异系数、偏度、峰度；2）计算中位数，上、下四分位 数，四分位极差，三均值；3）作出直方图；4）作出茎叶图；5）进行正态性检验（正态 W检验）；6）计算协方差矩阵， Pearson相关矩阵；7）计算Spearman相关矩阵；8）分析各指标间的相关性。2、1）对股票价格，拟合流通盘和每股收益的线性回归模型，求出回归参数估计 值及残差；2）给定显著性水平 a=0.05，检验回归关系的显著性，检验各自变量对因变 量的影响的显著性；3）拟合残差关于拟合值 Y?,X1,X2及X^2的残差图及残差的正态 QQ图。分析 这些残差，并予以评述。【实验所使用的仪器设备与软件平台】SAS软件计算机【实验方法与步骤】（阐述实验的原理、方案、方法及完成实验的具体步骤等,附上自己编写的程序）dataprices;inputnumscaleepsprice;cards;00009685000.05913.2700009960000.02814.200015012600-0.0037.12000151105000.02610.0800015325000.05622.7500015513000-0.0096.8500015636000.03314.95000157100000.0612.65000158100000.0188.3800015970000.00812.15000301153650.047.3100048877000.10113.2600072560000.04412.338900083513380.0722.5800086932000.19418.290008777800-0.08412.550008856000-0.07312.48000890169340.0319.12000892120000.0317.88000897141660.0026.91000900214230.0588.5900090148000.00527.950009026500-0.03110.9200090360000.10911.7900090595000.0469.2900090666500.00714.4700090889880.0068.2800090960000.0029.9900091080000.0368.900091172800.0679.01000912150000.1128.0600091384500.06211.8600091545990.00114.4000916340000.0385.15000917118000.08616.230009186000-0.04510.12run;PROCPRINTDATAprices;run;procmeansdata=pricesmeanvarstdskewnesskurtosiscv;varprice;outputout=result;run;procunivariate data=pricesplotfreqnormal;varprice;outputout=result2;run;proccapabilitydata=pricesgraphicsnoprint;histogramprice/normal;run;proccorrdata=pricespearsonspearmancovnosimple;varpriceepsscale;withpriceepsscale;run;procregdata=prices;modelprice=scaleeps/ selection=backwardnointpr;90outputout=pricesp=pr=r;procprintdata=prices;run;procgplotdata=prices;plotscale*r=1eps*r=2price*r=3;run;proccapabilitydata=pricesgraphics;qqplotr/noemal;run;【实验结果】1.1）计算均值、方差、标准差、变异系数、偏度、峰度；SAS幼花年05月25日星期三上牛朋时甘分■抽孙MEANSPROCEDURE分析Sfi：price均值方差标淮差偏度111皐度娈异系数11.847777823.76751494.87519381.51603022.720592940.80418912）计算中位数，上、下四分位数，四分位极差，三均值变异性11.9477C彼1L35500差H位差3）作出直方图

分fiZ数<7EX5)分㈱估计值汕皿最犬值27.95098X27.35095X22.75090亲18.29075XQ313.73550K中位缴11.355冰018.4S54,876181啤7.12023J67515SG.85022.90000IX5.1506.25000嘛最小值5.150914）作出茎叶图;茎叶2ECi旺￡4681C3224502356693011989819489018B68199G89139425）进行正态性检验（正态Shapiro-Ii IkKolmocorov-Smimov Cramer-vonMisesAnderson-Deriing

priceCurve: -------庇nfial?i=1L948Sigffia=48752)It12114788551--- +--- +---4--- +W检验）;正态性检船——疑计毘——-------P值------W0.S7226GPr<W0.0006D0,143113Pr>D0,0615W-Sq0.138835Pr>V-Sq<0.0050A-SqL330425Pr>A-Sq<0.006092由上图可知W=0.872266正态性检验（一般取0.10）1.W检验：p=0.006 〉=0.05故拒绝原假设认为样本数据不是来自正态总体。2.Kolmogorov-Smirnov 检验：p=0.0615 〉=0.10故拒绝原假设认为样本数据不是来自正态总体。3. Anderson-Darling 检验：p=0.0050 0.10故拒绝原假设认为样本数据不是来自正态总体。Cramer-von检验：p=0.0050=0.10故拒绝原假设认为样本数据不是来自正态总体。6）计算协方差矩阵， Pearson相关矩阵；协方差矩阵：CovarianceMatrix,DF-95priceepssea1eprice23.770.05-1B186.60eps0,050,004,39scale-1A1SA.804.3836215622.48Pearson相关矩阵:PeftrsonCorrelationCoefficients,M=3SProb>|r1underHO:Rho=0pricescalepriice1.000000.18780-0.820280,2725<,OOC1eps0JB7901.000000.013000.27250.9859scale-D-62D290.013901.00000<-00010)3597）计算Spearman相关矩阵;SpearmanCorrelationCoefficients,M=36Prob>lr|underHO：Rho=0priceepsscalepriceL0OQQ00.208500.239S-0.7BOEB<.0001eps0.203501.000000.031800.28390.8539seaIIe-0.768580.031801.00000C00010.B599938）分析各指标间的相关性通过Pearson相关矩阵，Spearman相关矩阵的结果可以看出 price与eps，eps于scale不相关。2.1）对股票价格，拟合流通盘和每股收益的线性回归模型，求出回归参数估计值及残差；y二一：0「1召「2^2「3冷」i，i=1,2,⋯,36,其中；i相互独立,均服从正态分布 N（0,二2）.参数估计值如图；其中 r列为残差94TheSASSystem20IE年朋月D4日星期六下工0ObsnumscaleepspriceprP2r219SSbOC0.05913.279.03454.23559.03454,235529960000.028U.205,45258,74745.45268,7474315012600-0,0087J27,2682-0,14327.2692-0,14324151105000.026io.oa7,98872,09637,88972.08S9515325000.05622.755.275817.47426.2758II7.4?42e15613000-0.0097.093?-0.24377.093?-0*2437715636000.03314.954.38S!10.EB001.369210.6009815710000』冊忆飾9.99112.65399.9S112.GE8909153100000.0137J454L23467.14541.234G10159700012.154.S9017.45394*69017.459911301153B50.0407.311L6152-4.50521LS152-4,5052124387700OJU13,2SIL40821.853811.40B21.853513725eoQC0,04412.836,53675J933S.53S75.73331483513380.C7022,585,535717.04495,535717,044315顶320C0.19418,2915.04083.249216.04008,2492IB780C-O.OS412.56-1.08^13.61S3-1.0693119.819987717885帥00-0.07312.48<1.390713.6707■1.990713.870718690169340*031S.1212.1352-3.015212.1852-3.015219892120000.0317.939.2114-1.33149.2114-1.331420897I41BB0.0026.913.5300-1.B2Q0E'+53〔iU-KE2U021顷214230.053G.59IB.6246-3.034615.6246-9.03462248000.00527.953,1832￡4.76S33.188：224.7660233028500-0,03110.921.75149J68S1.75149.188024903E0000JC311.7910,94080,849210.94062590595000.C4S8.298.74630.6437BJ4630,5437269066S50Q.00714.474.414910.05614.414S110,05512790S胡铀0.0066.286J32S2.54745.73262.547428909EMO3.993.B9106.29903*69106.29902991060000,036e.ao7J798L72027.17981.7202309117280o.oe?S.01S.S5360.1S643.S53B0.15S431912150000J12e.osIS.4773-9.4173IS.4773-8,41733291384500.06211.889.20812.6&199.￡0812.65193391546990,00114.402.78S011.eO?Q2.783011.60703491S34O0C0,0385.1522,7224-17,572422.7224*117,572435$171180C0.08616,2812,81943.4108i2,eia4L410Bas91SGOOO-Q.C4510.120.5065師O.50S52)给定显著性水平的a=0.05，检验回归关系的显著性，检验各自变量对因变量影响的显著性；￥&riabIeParameterStandardTypeIISSFValuePr>FEstImaieErrorseals0.000692G80.00015511123L5361914,600.0006ep^87.75G8728.172494fi8,06?0l0.021SBoundsonconditionnumber：1.2727,5.0907从图中可以看出1. 流通盘(scale)p=0.0005「亠0.05拒绝原假设认为股票价格 (price)与流通盘(scale)之间存在显著的显著回归关系2.每股收益(eps)p=0.0218 =0.05拒绝原假设认为股票价格 (price)与每股收益(eps)之间存在显著的显著回归关系3)拟合残差关于拟合值 Y?,X1,X2及X^2的残差图及残差的正态 QC图。分析这些 残差，并予以评述。正态QQ图:952Q-一Q—-13-切-hlorniBI'QuantiIosY?Xi的残差图pfl-CC30」20-10--2g -101<201ResidualY,X2的残差图即wIB1<J.1栏a14：a.io: 4+Q.06:a06i0加Q.02:阿0.02：a04 =亦aE<J.70M=Residua.IY