SAS平稳时间序列分析

18188080dateexample;（建立临时数据）inputx@@;t=_n_;cards;0.970.451.611.261.371.431.321.230.840.891.181.331.210.980.910.611.230.971.100.740.800.810.800.600.590.630.870.360.810.910.770.960.930.950.650.980.700.861.320.880.680.781.250.791.190.690.920.860.860.850.900.540.321.401.140.690.910.680.570.940.350.390.450.990.840.620.850.730.660.760.630.320.170.46;procgplotdata=example;（画出时序图）plotx*t=1;symbolc=blacki=joinv=star;run;6040procarimadata=example;（平稳性及随机性检验）identifyvar=x;run;

lhe沁Kysteniurday..December】划'IV121TheARIMAProcedureNameofVariable=XMeanofWorkirgSeries0a8512l6StandirdDeyiati口口D.2939DGNUnberofObservationsT4AutccorrBleiticinw：LagCoi/arianceCorrelatioi■19B7654321C1133d567891StdError00.0368811.00000榊；林祈*抽林^卅;柿冊冊01D.0313930.863420.1182462D.0229940.2GG19D.130702a0.0196790.22GCG0.07834AD.D13333D.21224D.14278250,0163^00.18916D.1463836D.0178160.20740榊;啊.D.I502877D.0125430.14520D.154056eD.0031^91fl.09646屮・D.IGGS9G9D.0137G70.16937mi.O.IGGOII10D.O140970.16320常啊.D.I5919E11D.010B130.122S6D.IGA45512D.0087884OJ0174榊；„D.10172118-DJOH1808-.00209D.18258414-D.0022316-.02503車0.182684160.000396230.00^8O.IG264018-D-0023539-.033040.IG28J117■0.013391-.15502WK0.IG273218-D.012322-.14353-m；D.104716uuunarkstwoslftridarderrarsInverae^utocor「亡IdticinwLagCorrelation-198765432101234567891j1213141516-0.17076-0.00610-0.01513-0.037940.01445-0.07554-O.OE8810.1^025-0.06234-0.05820-0.04229-0.075040.054700.0£242-0.04864-0.010870.038370.05908■■啊■：4!■14!■Hi■：4!-*「:卅1*・OOutput-[Untill誠iTheShSSystemThs职]MAProc&JurePartioIALrtowrrcIniiwgtarrelfttlori■1$B76543J110.3694220.1545230J04T1■J0.09D2750»06D7^6O.08D2B/-O.OOD518-CL099I5AO.I2?2610o.oee?e110»0010^1?0,0003113-0.I134S:*f：\A-0.0558715-O.OOB3316t：17-O.MB0518-0,06831AutciMrrel&tImCheckforWtHIdLhi-Pr>LotSquare[:FChlSq7B29^876<.OD010-363D.2B612冊烦12DJ：ID（H0,M5D.03SIB18D.ODD7-O.DOE-Q.OEGF.22;41Sunday,Dwavbar1$?2（1122=||（3'srtsM28567as1：+ii■拿M:*.:■弗,1亡Hols*jtccornslfttIonsFL227fl-212D.1B90u207LI530JG3D9.DD5-0.033-D155-n.i5a►procarimadata=example;（模型识别）identifyvar=xnlag=8;run;identifyvar=xnlag=8minicp=（0:5）q=（0:5）;（相对最优定阶）run;estimateq=4（noint）;（参数估计）run;forecastlead=5id=tout=results;（数据预测）run;procgplotdata=results;（绘制预测图）plotx*t=1forecast*t