经济时间序列分析实验指南.pdf

实 验 指 南 1 目 录 实验一 分析太阳黑子数序列··········································3 实验二 模拟AR 模型·················································4 实验三 模拟MA 模型和ARMA 模型····································6 实验四 分析化工生产量数据··········································8 实验五 模拟ARIMA 模型和季节ARIMA 模型···························10 实验六 分析美国国民生产总值的季度数据·····························13 实验七 分析国际航线月度旅客总数数据·······························16 实验八 干预模型的建模·············································19 实验九 传递函数模型的建模·········································22 ········25 实验十 回归与时序相结合的建模····························· 太阳黑子年度数据··················································28 美国国民收入数据··········································· ·······29 化工生产过程的产量数据············································30 国际航线月度旅客数据··············································30 ····························31 洛杉矶臭氧每小时读数的月平均值数据···· 煤气炉数据························································35 ···············37 芝加哥某食品公司大众食品周销售数据················· 牙膏市场占有率周数据··············································39 某公司汽车生产数据········································ ········44 加拿大山猫数据····················································44 2 实验一 分析太阳黑子数序列 一、 实验目的：了解时间序列分析的基本步骤，熟悉SAS/ETS软件使用方法。 二、实验内容：分析太阳黑子数序列。 三、实验要求：了解时间序列分析的基本步骤，注意各种语句的输出结果。 四、实验时间：2小时。 五、实验软件：SAS系统。 六、实验步骤 1、开机进入 SAS系统。 2、 创建名为 exp1的SAS数据集，即在窗中输入下列语句： data exp1; input a1 @@; year=intnx( ‘year’,’1jan1742’d,_n_-1); format year year4.;