數(shù)據(jù)分析實驗二

中北大學理學院實驗報告實驗課程： 數(shù)據(jù)分析專業(yè)：信息與計算科學班 級： 13080241學 號: 1308024121姓名：徐可_______________中北大學理學院87實驗二 上市公司的數(shù)據(jù)分析【實驗目的】通過使用 SAS軟件對實驗數(shù)據(jù)進行描述性分析和回歸分析， 熟悉數(shù)據(jù)分析方法，培養(yǎng)學生分析處理實際數(shù)據(jù)的綜合能力?！緦嶒瀮?nèi)容】 表2是 」組上市公司在 2001年的每股收益 （eps）、流通盤的規(guī)模以及2001年最后一個交易日的收盤價 （price）.表2某上市公司的數(shù)據(jù)表代碼000096000099000150000151000153000155000156000157000158000159000301000488000725000835000869000877000885000890000892000897000900000901000902000903000905000906000908000909000910000911000912000913000915000916000917

流通盤每股收益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

股票價格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、對股票價格1）計算均值、方差、標準差、變異系數(shù)、偏度、峰度；2）計算中位數(shù)，上、下四分位 數(shù)，四分位極差，三均值；3）作出直方圖；4）作出莖葉圖；5）進行正態(tài)性檢驗（正態(tài) W檢驗）；6）計算協(xié)方差矩陣， Pearson相關矩陣；7）計算Spearman相關矩陣；8）分析各指標間的相關性。2、1）對股票價格，擬合流通盤和每股收益的線性回歸模型，求出回歸參數(shù)估計 值及殘差；2）給定顯著性水平 a=0.05，檢驗回歸關系的顯著性，檢驗各自變量對因變 量的影響的顯著性；3）擬合殘差關于擬合值 Y?,X1,X2及X^2的殘差圖及殘差的正態(tài) QQ圖。分析 這些殘差，并予以評述?！緦嶒炈褂玫膬x器設備與軟件平臺】SAS軟件計算機【實驗方法與步驟】（闡述實驗的原理、方案、方法及完成實驗的具體步驟等,附上自己編寫的程序）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;【實驗結果】1.1）計算均值、方差、標準差、變異系數(shù)、偏度、峰度；SAS幼花年05月25日星期三上牛朋時甘分■抽孫MEANSPROCEDURE分析Sfi：price均值方差標淮差偏度111皐度孌異系數(shù)11.847777823.76751494.87519381.51603022.720592940.80418912）計算中位數(shù)，上、下四分位數(shù)，四分位極差，三均值變異性11.9477C彼1L35500差H位差3）作出直方圖

分fiZ數(shù)<7EX5)分㈱估計值汕皿最犬值27.95098X27.35095X22.75090親18.29075XQ313.73550K中位繳11.355冰018.4S54,876181啤7.12023J67515SG.85022.90000IX5.1506.25000嘛最小值5.150914）作出莖葉圖;莖葉2ECi旺￡4681C3224502356693011989819489018B68199G89139425）進行正態(tài)性檢驗（正態(tài)Shapiro-Ii IkKolmocorov-Smimov Cramer-vonMisesAnderson-Deriing

priceCurve: -------庇nfial?i=1L948Sigffia=48752)It12114788551--- +--- +---4--- +W檢驗）;正態(tài)性檢船——疑計毘——-------P值------W0.S7226GPr<W0.0006D0,143113Pr>D0,0615W-Sq0.138835Pr>V-Sq<0.0050A-SqL330425Pr>A-Sq<0.006092由上圖可知W=0.872266正態(tài)性檢驗（一般取0.10）1.W檢驗：p=0.006 〉=0.05故拒絕原假設認為樣本數(shù)據(jù)不是來自正態(tài)總體。2.Kolmogorov-Smirnov 檢驗：p=0.0615 〉=0.10故拒絕原假設認為樣本數(shù)據(jù)不是來自正態(tài)總體。3. Anderson-Darling 檢驗：p=0.0050 0.10故拒絕原假設認為樣本數(shù)據(jù)不是來自正態(tài)總體。Cramer-von檢驗：p=0.0050=0.10故拒絕原假設認為樣本數(shù)據(jù)不是來自正態(tài)總體。6）計算協(xié)方差矩陣， Pearson相關矩陣；協(xié)方差矩陣：CovarianceMatrix,DF-95priceepssea1eprice23.770.05-1B186.60eps0,050,004,39scale-1A1SA.804.3836215622.48Pearson相關矩陣:PeftrsonCorrelationCoefficients,M=3SProb>|r1underHO:Rho=0pricescalepriice1.000000.18780-0.820280,2725<,OOC1eps0JB7901.000000.013000.27250.9859scale-D-62D290.013901.00000<-00010)3597）計算Spearman相關矩陣;SpearmanCorrelationCoefficients,M=36Prob>lr|underHO：Rho=0priceepsscalepriceL0OQQ00.208500.239S-0.7BOEB<.0001eps0.203501.000000.031800.28390.8539seaIIe-0.768580.031801.00000C00010.B599938）分析各指標間的相關性通過Pearson相關矩陣，Spearman相關矩陣的結果可以看出 price與eps，eps于scale不相關。2.1）對股票價格，擬合流通盤和每股收益的線性回歸模型，求出回歸參數(shù)估計值及殘差；y二一：0「1召「2^2「3冷」i，i=1,2,?,36,其中；i相互獨立,均服從正態(tài)分布 N（0,二2）.參數(shù)估計值如圖；其中 r列為殘差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』冊憶飾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頂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頃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胡鈾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)給定顯著性水平的a=0.05，檢驗回歸關系的顯著性，檢驗各自變量對因變量影響的顯著性；￥&riabIeParameterStandardTypeIISSFValuePr>FEstImaieErrorseals0.000692G80.00015511123L5361914,600.0006ep^87.75G8728.172494fi8,06?0l0.021SBoundsonconditionnumber：1.2727,5.0907從圖中可以看出1. 流通盤(scale)p=0.0005「亠0.05拒絕原假設認為股票價格 (price)與流通盤(scale)之間存在顯著的顯著回歸關系2.每股收益(eps)p=0.0218 =0.05拒絕原假設認為股票價格 (price)與每股收益(eps)之間存在顯著的顯著回歸關系3)擬合殘差關于擬合值 Y?,X1,X2及X^2的殘差圖及殘差的正態(tài) QC圖。分析這些 殘差，并予以評述。正態(tài)QQ圖:952Q-一Q—-13-切-hlorniBI'QuantiIosY?Xi的殘差圖pfl-CC30」20-10--2g -101<201ResidualY,X2的殘差圖即wIB1<J.1欄a14：a.io: 4+Q.06:a06i0加Q.02:阿0.02：a04 =亦aE<J.70M=Residua.IY