市场预测实验报告.docx

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1、实验一回归方程的拟合实验二邹检验及虚拟变量实验三线性回归中的问题实验四随机时间序列的特征观察实验五单位根检验实验六ARMA模型运用实验四随机时间序列的特征观察实验属性综合型实验时间2022.5.26实验目的1 .准确掌握随机过程的平稳性和非平稳性的特征和判断方法。2 .熟练掌握运用自相关分析判断随机过程的平稳性。3 .学会利用自相关分析图判断序列的季节性。4 .熟练掌握运用相关分析图判断齐次非平稳序列平稳化需要的差分次数。实验内容实验步骤1 .根据数据频率和时间范围，创建EVIEWS工作文件2 .录入数据，并对序列进性初步分析。绘制财政存款余额数据原始序列和对数序列的折线图，分析序列的基本趋势

2、。3 .利用相关分析图观察对数序列的随机特征。分别观察对数序列和一次差分后的对数序列的相关分析图，判断序列平稳性和季节性。4 .对财政存款余额对数序列进性季节调整，再观察相关分析图。分别观察季节调整后的对数序列和一次差分后序列的相关分析图，判断序列平稳性和平稳化需要的差分次数。实验结果分析1.NSAVEDate05y26718Time09:50iSample-199OMO12007M12Includedobservations,216AUtoCorrQIatiOr)PartialCorrelationACPACQ-StatProbII10985098521268OOOOIII209720021

3、420450.000III309580004623460000II(I40944-005082122OOOOIII50929-0020101370000III60.913-0.0221200.70.000III70.898-0.0171382.20.000III0882-0004155840000III90866-0033172900000III100849-003118937OOOOIII1108320013205280.000III120817004922067OOOOIII130801-002423555OOOOIII140785-0009249900000III150769001126

4、3750000III160753001727709OOOOIII170737-0004289940000III180721-0009302290000III190.705-0.0143141.50.000III200.688-0.0113255.40.000III210672-0017336450000III220656001234688OOOOIII230639-0005356860000III240624000366390.000III250609002537553OOOOIII260594000138427OOOOIII270580-000639264OOOOIII280565-0013

5、40063OOOOIII290551-000540827OOOOIII300.536-00124155.40.000III310522-000742247OQOOIII320.508-0.0064290.60.000III330.493-0.0124353.30.000III340479-001444126OOOOIII350465-0008446890.000III360.45100244522.20.000AutocoelatonPartialCOrreIatlOnACPACQ-StatProbIIIIIIIIIIIIIIIIII;IIIIII:1:IIIIIII-IIIIIIIIIIII

6、IIIII:IIIIFIIIIIIIIIIIIIIIIIIIIrIIIIIIIIIIIIIIII1-0.262-026214.914OOOO20.0750.00716.1420.0003 00200.04416270.0014 0030004916.43100025 0036005716.72400056 0.022004316.8320.0107 0020003116.92300188 0007001216.93300319 0.0380.036172550.04510 0066008318.234005111 -0272-026535.134OOOO120.3720.26366.9820.

7、000130031022667.204OOOO140.062011868.1010.00015-0010000368.126000016-00074)04568.1360000170024-002468.273OOOO180036001568.588OOOO190039003968.947OOOO200.013004668.9860000210.0200.01769.0850.000220.057QO3869.8750.000230023021370.0060.000240059008470.865OOOO250048-000271.4380.000260077900572.896OOOO27

8、01-003672.897OOOo28-0017003972.969OOOO290002000772.9710.000300011000473.004OOOO310.0270.00273.1890.000320.011-0.02473.2220.00033-0001-COW73.222OOOO340013006873.2660.000350045-COOS73.794OOOO360049000474.428OOOOAutocorrelationPartialConeiationACPACQ-StatProb12345678g10111213141516171819202122232425262

9、72829303132333435360.95509551889500000912-0012361.8500000864-0067517940.0000.817-0.025658.050.0000.767-0.051782.210.0000717-0028891340.000067000019870300000625OOo6107090.0000583-0000114430.0000540-00471207400000499000112617000004900339131440.0000470-01491363000000.452-0.0341408.10.0000440009514511OO

10、OO043200211492900000426-041533700000419-00071573400000410-0.0211611600000399-00301647900000387-004216823OOOO03750028171470000036001001744800000.3610.0841775.30.000036200011806000000361002718368000003S8-00171867300000353-00471897000000347-00111925900000.340-0002195390.0000.332-00351980600000.322-0023

11、2005900000.311-0.022202960.0000.3000.0292051.80.0000.2880.082207250.0000.277-0.050209170000AutocorrelationPailiaIConeIationACPACOStatProb1I,l,1-0.025-0025012460724IIi200440044053020767,3001800200595408971.40.0440.0431.00560.909II50.0110.0111.02980.960IIi6-0026-0030117810978II117-0036-0040144970934IIIII8-0018-0020151900992IIIl900320034173SO0995IIdI10-0038-0031204930996mI白11-0.433-04374273500IIiI120004-002642739OoOoIIIJI1