時(shí)間序列實(shí)驗(yàn)報(bào)告(相關(guān)系數(shù))

時(shí)間序列分析實(shí)驗(yàn)報(bào)告□□□□□□時(shí)間序列分析實(shí)驗(yàn)項(xiàng)目名稱(chēng)AR,MA模型的自相關(guān)與偏相關(guān)分析年級(jí)專(zhuān)業(yè)學(xué)生姓名除了延遲1-2階的自相關(guān)系數(shù)在2倍的標(biāo)準(zhǔn)差范圍之外，其他口數(shù)的自相關(guān)系數(shù)都在2倍的標(biāo)準(zhǔn)差范圍之內(nèi)波動(dòng)。根據(jù)自相關(guān)系數(shù)的這個(gè)特點(diǎn)可以判斷該序列具有短期相關(guān)性。進(jìn)一步確定序列平穩(wěn)。2、選擇階數(shù)適當(dāng)?shù)?、選擇階數(shù)適當(dāng)?shù)腁R,MA模型進(jìn)行擬合AR⑴\=]Eqlati3TUNTT.EDWcrkfil巴UIWLE>:Untitiedk[viewProcObjectPrintNaneFreezeEstirrateFbpecastStatsResicsDeperdentVarictle:YMetnod:LeastSquaresDateTrue:22:55Sample(adjus:ed):^63hcljdedobseri/aticns:52aleradjustrentsCon^ergerceacna/edaler2iteralionsVariableSoslicien:Sid.Errort-Sta:islicProb.C79,430774.3947SC1G.39SC6C.OOCCAT)0.31357E口.120口及2.6122.S7C.OM；R-squared0.132127Iv'eancependentva-由551"AejustsdR-squErsd0.MT1GS.D.dependentwar23,16126S.zofregresson22,1208E他日ikminfoclleriDi9.35S368Sunsquredresd293S1/7Scn'wazcriteron9.131965Leglikelihood-278.96MFannan-Ouinn二旭.9.330309F-stAsftc6.3246JECurbin-Walsonstat2.333033Pnob；F-statistic}0.311S45Irftertsd/RFbnte31AR(2)巨Ecuatic-niLTNTTLED和crltfierUNTITLED::Intitled\_EXViewProcOtjectPrinthansFreezeEstimateForeccstSta:sResidsDependent歸liable:YMethod:LeastSquaresDate:11^3,'15Time2254SamplB(EdjLStedl：363Includedebssivations:61a1eradju=lrren:sConvergenceEcnievedafter3rerstionsVc.riat)leCoefficiertStd.ErraFt-StEtisticProb.C75.451964/2601919.256C210000ER⑵O.3OE2O0C/2199025019113.0151R-sqjar=dO.O9E910k'eandependert'/Er7950492AdjustedR-squErec0.03C59+S.D.dBpendsntvar2135053S.Eofregress!on2Z3GS81AkaikxinfociterionG.08732ESumsquEredresid2S575.91Schwarzerterion￡「56535LocIkslihood-275.1635Fannan-Cluinncriter.G.-1445CF-s:aiistic6.25S550Curtin-Wa:son5tai1M2KProbiF-Etatis:ic)0.015145InverledARRools55-.55

MA(1)[=]EciatioqCJNTTLEDWorVileU^TnLE^LTntitledX--X|Vew|frocCbjedPrntfJaneFreezeEstirrateForecastS:atsResidsDeperdentVariableYMetnod:LetstSquareEDat=：r/20j15Time:2253Senpie:163Indjd&doteeivains::63Convergerceachievedafter15deratensMABazkcast:CSalableCoeficisMS1d.3mt-StatisticProb.C8O,50SS33.J4S00622,72552O.OCCO破1；口廿1530.12&60017607百0.05;3R-sqjaredO.068C12b'eandependen:vetSC.29524/.djustsdR-squaredQQ527MS.D.dependentwar2y719S1S.Eofrsgression23.0B.EG3^XaiksinfocritercnG.U7555Smsqua飛dresid32510E6Scn'warzcrterionS.215591LogIkelhood-236/4E0Hannan-QuinncriterG.1743MF-stafisfec445MS7Curbin-Wa:=onsta11.03O95EPT阿F-sMsfc)O.03BGS1ma(2產(chǎn)]=二-二巨Equaticr:UIWLEDWcrtfileUNT7LED::_□X|ViewPro:ObjectPrintNameFreezeEstimcteForzccs:Stats4當(dāng)ichDependentVariable:YMelhod:.eastSquaresDale:11,'23/15Time:2251Sample:1C3IneludedctEervatons:63ConvergBnce3：hdaftB_5iteratcnsMABack3ast-10VaiaUeCceflicienlS1d.Errort-Sta:islicProb.r03EC41137372S121,7424C0.0000MA(2)口型&1570.1210122OCE20.0177R<quared0C5E374k'eandepencert惻3J29524AdjjsledR-=quared0C71905S.D.dependentvar2M71知S.E.tregression22s5112^kaikeinfocrterion3127109SumsquErsdresid31352.60Sdiwarzaitenwi3195145Loglike!