統(tǒng)計學(xué)（第四版）課件 第8章修改后的全部表格與圖形

第8章時間序列分析與預(yù)測全部表格和圖形(按書稿中順序):圖8.1上證指數(shù)（SHZS）1991年以來日收盤時間序列圖表8.11978—2012年中國國內(nèi)生產(chǎn)總值（GDP）及人口數(shù)據(jù)年份國內(nèi)生產(chǎn)總值（億元）國內(nèi)生產(chǎn)總值年增長率%年末人口（萬人）年平均人口(萬人)人均GDP(元)（1）（2）（3）(4)（5）19783645.2211.79625995617381.2319794062.587.69754296901419.2519804545.627.89870598124463.2519814891.565.210007299389492.1619825323.359.1101654100863527.7819835962.6510.9103008102331582.6819847208.0515.2104357103683695.2019859016.0413.5105851105104857.82198610275.188.8107507106679963.19198712058.6211.61093001084041112.38198815042.8211.31110261101631365.51198916992.324.11127041118651519.00199018667.823.81143331135191644.00199121781.59.21158231150781892.76199226923.4814.21171711164972311.09199335333.9214.01185171178442998.36199448197.8613.11198501191844044.00199560793.7310.91211211204865045.73199671176.5910.01223891217555845.89199778973.039.31236261230086420287.81247611241946796.03199989677.057.61257861252747158.50200099214.558.41267431262657857.682001109655.178.31276271271858621.712002120332.699.11284531280409398.052003135822.7610.012922712884010541.972004159878.3410.112998812960812335.582005184937.3711.313075613037214185.362006216314.4312.713144813110216499.702007265810.3114.213212913178920169.462008314045.439.613280213246623707.712009340902.819.213345013312625607.532010401512.8010.413409113377130015.052011473104.059.313473513441335197.792012519470.107.713540413507038459.47注:其中“國內(nèi)生產(chǎn)總值”按當(dāng)年價格計算，“國內(nèi)生產(chǎn)總值年增長率”按可比價格計算。資料來源：國家統(tǒng)計局?jǐn)?shù)據(jù)庫.www.。圖8.2中國的國內(nèi)生產(chǎn)總值變動圖圖8.3中國國內(nèi)生產(chǎn)總值年增長率變動圖表8.21990—2012年中國人均國內(nèi)生產(chǎn)總值(GDP)及增長數(shù)據(jù)年份人均GDP(元)逐期增長量（元）環(huán)比發(fā)展速度%環(huán)比增長速度%定基發(fā)展速度%定基增長速度%19901644.00—————19911892.76248.76115.1315.13115.1315.1319922311.09418.33122.1022.10140.5840.5819932998.36687.27129.7429.74182.3882.3819944044.001045.64134.8734.87245.99145.9919955045.731001.73124.7724.77306.92206.9219965845.89800.16115.8615.86355.59255.5919976420.18574.29109.829.82390.52290.5219986796.03375.85105.855.85413.38313.3819997158.50362.47105.335.33435.43335.4320007857.68699.18109.779.77477.96377.9620018621.71764.03109.729.72524.43424.4320029398.05776.34109.009.00571.66471.66200310541.971143.92112.1712.17641.24541.24200412335.581793.61117.0117.01750.34650.34200514185.361849.78115.0015.00862.86762.86200616499.702314.34116.3116.311003.63903.63200720169.463669.76122.2422.241226.851126.85200823707.713538.25117.5417.541442.071342.07200925607.531899.82108.018.011557.641457.64201030015.054407.52117.2117.211825.731725.73201135197.795182.74117.2717.272140.982040.98201238459.473261.68109.279.272339.382239.38資料來源：國家統(tǒng)計局?jǐn)?shù)據(jù)庫.www.。圖8.4包含四種因素的時間序列圖形(a)線性長期趨勢的圖形(b)非線性長期趨勢的圖形圖8.5長期趨勢的圖形圖8.6季節(jié)變動的圖形圖8.7循環(huán)變動的圖形表8.3國家財政收入季度數(shù)據(jù)及移動平均數(shù)據(jù)(單位：億元)年份季度國家財政收入(億元)三次移動平均五次移動平均指標(biāo)值逐期增長指標(biāo)值逐期增長2009一季度14642.0————二季度19324.217169.7———三季度17542.817955.5785.817627.10—四季度16999.418056.4101.019443.261816.162010一季度19627.120116.42060.019516.3873.12二季度23722.821013.2896.820016.02499.64三季度19689.821151.2138.021841.301825.28四季度20041.021952.2801.024065.922224.622011一季度26125.825639.03686.824278.88212.96二季度30750.227221.21582.224756.24477.36三季度24787.625871.5-1349.726743.301987.06四季度22076.625613.5-258.028281.961538.662012一季度29976.328624.03010.527490.54-791.42二季度33819.130196.21572.227857.34366.8三季度26793.129077.9-1118.2——四季度26621.6————資料來源:國家統(tǒng)計局?jǐn)?shù)據(jù)庫.www.。季度數(shù)據(jù)由月度數(shù)據(jù)匯總形成.表8.4國家財政收入季度數(shù)據(jù)四次移動平均計算表(單位：億元)年份季度國家財政收入(億元)四次移動平平均移正平均逐期增長2009一14642.017127.1018373.4819473.0320009.8820770.2822394.9524151.7025426.2525935.1526897.7827664.9028166.3829302.53二19324.2三17542.817750.24四16999.418923.201172.962010一19627.119741.40818.20二23722.820389.98648.57三19689.821582.511192.54四20041.023273.281690.762011一26125.824788.931515.65二30750.225680.60891.67三24787.626416.36735.76四22076.627281.29864.922012一29976.327915.59634.30二33819.128734.40818.81三26793.1四26621.6圖8.8Excel四次移動平均對話框圖8.9Excel四次移動平均輸出結(jié)果表8.5國家財政收入季度數(shù)據(jù)平滑值計算結(jié)果(單位：億元)年份季度國家財政收入社會消費(fèi)品零售總額平滑值=0.1=0.3=0.72009一季度14642.0———二季度19324.214642.014642.014642.0三季度17542.815110.216046.717919.5四季度16999.415353.516495.517655.82010一季度19627.115518.116646.717196.3二季度23722.815929.017540.818897.9三季度19689.816708.419395.422275.3四季度20041.017006.519483.720465.52011一季度26125.817310.019650.920168.3二季度30750.218191.521593.424338.6三季度24787.619447.424340.428826.7四季度22076.619981.424474.625999.32012一季度29976.320190.923755.223253.4二季度33819.121169.525621.527959.4三季度26793.122434.428080.832061.2四季度26621.622870.327694.528373.5圖8.10不同平滑系數(shù)對序列修勻作用的比較圖8.11Excel趨勢方程擬合結(jié)果圖8.12實(shí)際觀測值與模型擬合值的圖形表8.6某企業(yè)某種產(chǎn)品銷售量及有關(guān)數(shù)據(jù)單位：萬件時間序號t銷售量年份季度第t年一季度-592825二季度-4284516三季度-332389四季度-249424第t+1年一季度-145551二季度062780三季度164851四季度268524第t+2年一季度368499二季度4731716三季度5702325圖8.13拋物線型趨勢的估計圖8.14拋物線擬合曲線的圖形表8.72000—2012年中國貨幣和準(zhǔn)貨幣(M2)供應(yīng)量時間序號t年份貨幣和準(zhǔn)貨幣(M2)供應(yīng)量(億元)環(huán)比增長%12000134,610.30—5.129122001158,301.9017.605.199532002185,006.9716.875.267242003221,222.8019.585.344852004254,107.0014.865.405062005298,755.7017.575.475372006345,603.5915.685.538682007403,442.2116.745.605892008475,166.6017.785.6768102009606,225.0127.585.7826112010725,851.8019.735.8608122011851,590.9017.325.9302132012974,159.4614.395.9886資料來源:國家統(tǒng)計局?jǐn)?shù)據(jù)庫.www.。圖8.15貨幣供應(yīng)量指數(shù)曲線趨勢與線性趨勢的比較表8.8中國民航旅客周轉(zhuǎn)量(單位:億人公里)月份年份1234567891011122009年266.3253.1264.3272.9266.9254.3301.4324.4281.1314.8290.5286.42010年302.1313.8329.1320.9320.4326.4379.1390.2342.2365.3316.1328.82011年357.5341.6349.6368.2363.7356.3411.5420.6386.5404.8371.7368.92012年412.3374.4393.6404.8392.7395.4466.6477.9430.7438.7409.2414.9同月合計1338.21282.91336.61366.81343.71332.41558.61613.11440.51523.61387.51399.0同月平均334.6320.7334.2341.7335.9333.1389.7403.3360.1380.9346.9349.8季節(jié)指數(shù)0.94890.90970.94780.96920.95280.94481.10521.14381.02151.08040.98390.9920資料來源:國家統(tǒng)計局?jǐn)?shù)據(jù)庫.www.。注:各月平均值為352.56。圖8.16民航旅客周轉(zhuǎn)量季節(jié)指數(shù)變動圖形表8.9中國民航旅客周轉(zhuǎn)量季節(jié)比率計算表單位:億人公里月份年份1234567891011122009客運(yùn)周轉(zhuǎn)量Y移動平均MY/M266.3——253.1——264.3——272.9——266.9——254.3——301.4281.41.07324.4284.41.14281.1289.40.97314.8294.81.07290.5298.80.97286.4303.30.942010客運(yùn)周轉(zhuǎn)量Y移動平均MY/M302.1309.30.98313.8315.80.99329.1321.21.02320.9326.30.98320.4330.50.97326.4332.70.98379.1336.21.13390.2340.81.14342.2343.11.00365.3344.81.06316.1348.80.91328.8352.40.932011客運(yùn)周轉(zhuǎn)量Y移動平均MY/M357.5354.91.01341.6357.60.96349.6360.10.97368.2363.81.01363.7367.10.99356.3371.70.96411.5375.11.10420.6379.61.11386.5382.41.01404.8386.01.05371.7389.10.96368.9391.50.942012客運(yùn)周轉(zhuǎn)量Y移動平均MY/M412.3394.81.04374.4399.40.94393.6404.10.97404.8407.80.99392.7410.60.96395.4413.80.96466.6——477.9——430.7——438.7——409.2——414.9——同月Y/M合計3.032.892.962.982.922.903.303.392.983.182.842.81同月Y/M平均1.010.960.990.990.970.991.060.950.94季節(jié)比率%100.5095.8598.1898.8496.8596.19109.45112.4498.84105.4794.2093.20資料來源:“民航旅客周轉(zhuǎn)量”數(shù)據(jù)來自國家統(tǒng)計局?jǐn)?shù)據(jù)庫.國家數(shù)據(jù).圖8.17季節(jié)比率圖形表8.102012年中國民航旅客周轉(zhuǎn)量消除季節(jié)變動計算表單位：萬元月份123456789101112原序列Y412.3374.4393.6404.8392.7395.4466.6477.9430.7438.7409.2414.9季節(jié)指數(shù)%100.5095.8598.1898.8496.8596.16109.45112.4498.84105.4794.2093.50消除季節(jié)變動的序列410.5391.1399.7408.5406.0411.8426.9424.6435.9416.5435.4443.7圖8.18季節(jié)調(diào)整前后的2012年中國民航旅客周轉(zhuǎn)量表8.11年距發(fā)展速度與年距增長速度計算單位：萬元年份季度房間空氣調(diào)節(jié)器銷售量(萬臺)年距發(fā)展年距增長2000一季度284.0——二季度623.9——三季度476.3——四季度392.2——2001一季度463.91.63350.6335二季度903.51.44810.4481三季度541.41.13670.1367四季度358.40.9138-0.08622002一季度615.71.32720.3272二季度1296.21.43460.4346三季度689.61.27370.2737四季度500.31.39590.39592003一季度985.31.60030.6003二季度1760.01.35780.3578三季度928.11.34590.3459四季度1095.42.18951.18952004一季度1450.31.47190.4719二季度2463.51.39970.3997三季度1696.31.82770.8277四季度1395.51.27400.27402005一季度1741.31.20060.2006二季度2923.51.18670.1867三季度1257.70.7414-0.2586四季度1511.71.08330.08332006一季度1929.81.10830.1083二季度2871.90.9823-0.0177三季度1562.91.24270.2427四季度1522.81.00730.00732007一季度2060.11.06750.0675二季度3360.51.17010.1701三季度1962.51.25570.2557四季度1433.60.9414-0.05862008一季度2285.61.10950.1095二季度3235.50.9628-0.0372三季度1843.60.9394-0.0606四季度1152.50.8039-0.19612009一季度1740.40.7615-0.2385二季度2864.70.8854-0.1146三季度2026.11.09900.0990四季度1439.11.24870.24872010一季度2264.71.30130.3013二季度3711.91.29570.2957三季度2626.91.29650.2965四季度2303.01.60030.60032011一季度3594.61.58720.5872二季度4770.51.28520.2852三季度3002.51.14300.1430四季度2420.41.05100.05102012一季度3312.40.9215-0.0785二季度4473.80.9378-0.0622三季度2795.20.9310-0.0690四季度2653.61.09630.0963資料來源:國家統(tǒng)計局?jǐn)?shù)據(jù)庫.國家數(shù)據(jù).?！胺块g空氣調(diào)節(jié)器銷售量”季度數(shù)據(jù)根據(jù)當(dāng)年各季度累計數(shù)計算而得。圖8.19年距發(fā)展速度與年距增長速度循環(huán)波動圖形表8.12循環(huán)變動值計算表（單位：萬元）年份季度房間空氣調(diào)節(jié)器銷售量Y季節(jié)指數(shù)S消除季節(jié)變動的序列T．C．I趨勢方程擬合值T循環(huán)和不規(guī)則變動C．I移動平均后的循環(huán)變動C(1)(2)（3）=（1）/（2）（4）（5）=（3）/（4）(6)2000一284.00.9267306.46409.560.748276—二623.91.4364434.35467.080.9299160.9022三476.30.8829539.47524.611.0283310.9506四392.20.7539520.23582.130.8936560.90152001一463.90.9267500.59639.660.7825940.8595二903.51.4364629.00697.180.9022050.8324三541.40.8829613.21754.710.8125070.7667四358.40.7539475.39812.230.5852930.72062002一615.70.9267664.40869.760.763890.7741二1296.21.4364902.39927.280.9731590.8434三689.60.8829781.06984.810.7931110.8010四500.30.7539663.621042.330.6366640.79882003一985.30.92671063.241099.860.9667020.8873二1760.01.43641225.291157.381.0586690.9635三928.10.88291051.191214.910.8652461.0219四1095.40.75391452.981272.431.1418891.06132004一1450.30.92671565.021329.961.1767411.1849二2463.51.43641715.051387.481.2360881.2475三1696.30.88291921.281445.011.32961.2659四1395.50.75391851.041502.531.2319481.25532005一1741.30.92671879.031560.061.2044641.2315二2923.51.43642035.301617.581.2582341.1044三1257.70.88291424.511675.110.8503991.0886四1511.70.75392005.171732.631.1572991.05702006一1929.80.92672082.441790.161.1632741.1342二2871.91.43641999.371847.681.0820981.0582三1562.90.88291770.191905.210.9291321.0135四1522.80.75392019.901962.731.0291251.01952007一2060.10.92672223.052020.261.100381.0852二3360.51.43642339.532077.781.1259751.0891三1962.50.88292222.792135.311.0409691.0114四1433.60.75391901.582192.830.867181.00142008一2285.60.92672466.392250.361.0959980.9797二3235.51.43642252.512307.880.9760060.9849三1843.60.88292088.122365.410.8827740.8299四1152.50.75391528.722422.930.6309370.75702009一1740.40.92671878.062480.460.7571440.7246二2864.71.43641994.362537.980.7858060.8090三2026.10.88292294.822595.510.8841530.7965四1439.10.75391908.872653.030.7195070.83512010一2264.70.92672443.832710.550.9015990.8516二3711.91.43642584.172768.080.933560.9627三2626.90.88292975.312825.601.0529811.0154四2303.00.75393054.782883.131.0595371.14392011一3594.60.92673878.932940.651.3190691.1621二4770.51.43643321.152998.181.1077221.1799三3002.50.88293400.723055.701.112911.0840四2420.40.75393210.513113.231.0312461.09052012一3312.40.92673574.403170.751.1273041.0411二4473.81.43643114.593228.280.9647841.0185三2795.20.88293165.933285.800.9635180.9937四2653.60.75393519.833343.331.052792—圖8.20中國房間空氣調(diào)節(jié)器銷售量的循環(huán)變動曲線表8.13某縣2010—2013年各季度鮮蛋銷售量(單位：萬千克)一季度二季度三季度四季度2010年2011年2012年2013年13.110.814.618.413.911.517.520.07.99.716.016.98.611.018.218.0表8.14高等學(xué)校國家財政教育經(jīng)費(fèi)支出（單位:億元）年份國家財政教育經(jīng)費(fèi)支出年份國家財政教育經(jīng)費(fèi)支出1996367.9020042257.651997436.2820052657.861998598.1220063057.771999764.6520073762.302000764.6520084346.8820011247.5520094782.7820021583.2120105629.0820031873.6820117020.87資料來源:中國經(jīng)濟(jì)網(wǎng)統(tǒng)計數(shù)據(jù)庫.2:81/表8.15某地區(qū)2009年—2012年各月度工業(yè)增加值（單位:億元）1月2月3月4月5月6月7月8月9月10月11月12月20094.783.975.075.125.275.454.955.035.375.345.545.4420105.184.615.695.715.906.055.655.776.5520116.465.626.936.786.767.036.857.037.2220126.825.687.387.407.607.957.197.357.767.838.178.47表8.16中國社會消費(fèi)品零售總額（1978—2011年）（單位：億元）年份月份1978197919801981198219831984198519861月134.3164.7190.3212.1233.6243.2268.4338.9381.62月119.4126.2174.9177.9182.0217.5227.6320.4346.03月128.3143.7163.2182.9206.6226.2248.6308.5335.34月126.4143.7168.4184.2202.2223.5247.0290.1329.45月128.8145.5168.6184.0201.7221.0249.9291.8332.96月127.8143.7168.2182.4202.6220.5253.1295.2340.27月121.1138.4163.5175.6192.8205.8245.5282.0326.68月118.4136.7161.6172.0186.2206.9249.6284.2333.99月125.7145.5172.9184.9199.3218.8272.3317.8378.310月123.6150.7166.5184.7198.2216.0278.7319.5382.011月128.5149.0175.2195.1205.8235.0299.4341.7405.412月145.2164.7197.7224.8248.2282.0366.3411.1481.2年份月份1987198819891990199119921993199419951月445.2528.2638.5654.3709.7811.3997.51192.21602.22月394.1522.7615.6574.6705.1811.4892.51162.71491.53月391.5487.9609.6574.8644.3772.4942.31166.11533.34月383.9481.0581.1559.8650.7719.0941.31176.61548.75月389.7489.1575.6570.9635.9729.0962.21213.71585.46月400.7521.2567.2571.3645.7745.41005.71238.61639.77月390.7514.7546.2552.2624.2728.7963.81251.51623.68月396.1558.4546.1560.4634.5741.6959.81286.01637.19月439.3600.8586.5609.6694.8816.21023.31399.01756.010月451.0581.2571.8616.1706.6836.21051.11444.11818.011月471.2585.7580.3640.6736.0868.81102.0155