应用时间序列-第二版-第五章部分习题程序

1.dataa;t=_n_;inputx@@;dif=dif(x);lagx=lag(x);cards;304303307299296293301293301295284286286287284282278281278277279278270268272273279279280275271277278279283284282283279280280279278283278270275273273272275273273272273272273271272271273277274274272280282292295295294290291288288290293288289291293293290288287289292288288285282286286287284283286282287286287292292294291288289.;procarimadata=a;identifyvar=x(1)nlag=24;run;procautoregdata=a;modelx=lagx/lagdep=lagxnoint;outputout=outp=lagx;run;procgplotdata=out;plotx*t=2lagx*t=3/overlay;symbol2c=blacki=nonev=star;symbol3c=redi=joinv=nonew=2l=3;run;procprintdata=out;run；2.程序：procprintdata=sasuser.shixu_xt572;run;dataa;setsasuser.shixu_xt572;dif=dif(x);dif1_12=dif12(dif);run;procprintdata=a;run;procgplotdata=a;plotx*time=1dif*time=1dif1_12*time=1;symbol1c=redi=joinv=square;run;procarimadata=a;identifyvar=x(1,12);estimatep=0q=(0)(12)noint;forecastlead=12id=timeout=out;run;procprintdata=out;run;procgplot;wheretime=2;plotx*time=2forecast*time=3/overlay;symbol2c=blacki=nonev=star;symbol3c=redi=joinv=none;symbol4c=greeni=joinv=nonel=3w=1;run;4.程序：procprintdata=sasuser.shixu_xt574;run;dataa;setsasuser.shixu_xt574;dif=dif(x);run;procgplotdata=a;plotx*time=1dif*time=1;symbol1c=redi=joinv=square;run;procarimadata=a;identifyvar=difnlag=24;estimatep=3;run;procarimadata=a;identifyvar=difnlag=24;estimateq=3;run;procarimadata=a;identifyvar=difnlag=24;estimatep=(13)q=(13)noint;run;procarimadata=a;identifyvar=difnlag=24;estimatep=(3)q=(13)noint;run;procarimadata=a;identifyvar=difnlag=24;estimatep=(3)q=(1)noint;forecastlead=7id=timeinterval=yearout=out;run;5.程序：dataa;setsasuser.shixu575;dif=dif(x);r2=dif**2;y=log(x);dify=dif(y);run;procgplot;plotx*timedif*timer2*timey*timedify*time;symbolc=blacki=joinv=none;run;procarima;identifyvar=y(1);estimatep=0q=0noint;forecastlead=0id=timeout=out;run;datanew;mergeaout;bytime;estimate=exp(forecast);run;procgplot;plotx*time=1estimate*time=2/overlay;symbol1c=blacki=nonev=star;symbol2c=redi=joinv=none;run;