《SAS金融实验时间序列分析预测.pdf》由会员分享,可在线阅读,更多相关《SAS金融实验时间序列分析预测.pdf(5页珍藏版)》请在taowenge.com淘文阁网|工程机械CAD图纸|机械工程制图|CAD装配图下载|SolidWorks_CaTia_CAD_UG_PROE_设计图分享下载上搜索。
1、?SAS?hgsj?DATAhgsj;inputx;time=_n_;cards;0.30-0.450.360.000.170.452.154.423.482.991.742.400.110.960.21-0.10-1.27-1.45-1.19-1.47-1.34-1.02-0.270.14-0.070.10-0.15-0.36-0.50-1.93-1.49-2.35-2.18-0.39-0.52-2.24-3.46-3.97-4.60-3.09-2.19-1.210.780.882.071.441.500.29-0.36-0.97-0.30-0.280.800.911.951.771.800
2、.56-0.110.10-0.56-1.34-2.470.07-0.69-1.960.041.590.200.391.06-0.39-0.162.071.351.461.500.94-0.08-0.66-0.21-0.77-0.520.05;procgplotdata=hgsj;plotx*time=1;symbol1c=redI=joinv=star;run;?!?procarimadata=hgsj;identifyVar=xnlag=8;run;?8?0?P0.0001?ARMA?4?MA?4?procarimadata=hgsj;identifyVar=xnlag=8minicp=(0:5)q=(0:5);run;?MA?4?BIC?MA?4?estimateq=4noint;run;?:?t?P?0.001?MA(4)?forecastlead=5id=timeout=results;run;?5?95%?95%?procgplotdata=results;plotx*time=1forecast*time=2l95*time=3u95*time=3/overlay;symbol1c=blacki=nonev=star;symbol2c=redi=joinv=none;symbol3c=greeni=joinv=nonel=32;run;?95%?95%?5?5?