时间序列ARIMA模型的SAS程序编写.doc

goptions vsize=7cm hsize=10cm; data b; format time monyy5.; input monyy7. asr; dif=dif(asr) ; keep time asr dif; cards; Jan1999 50 Feb1999 54.5 Mar1999 51 Apr1999 49 May1999 50 Jun1999 52 Jul1999 49 Aug1999 49 Sep1999 55 Oct1999 58 Nov1999 60 Dec1999 67.6 Jan2000 62 Feb2000 58.4 Mar2000 55 Apr2000 52.7 May2000 54.4 Jun2000 55.9 Jul2000 53.6 Aug2000 53.4 Sep2000 58.7 Oct2000 62.8 Nov2000 64.2 Dec2000 73.9 Jan2001 66.9 Feb2001 61.7 Mar2001 58.5 Apr2001 56.3 May2001 60.1 Jun2001 60.3 Jul2001 58 Aug2001 58.5 Sep2001 64.3 Oct2001 68.5 Nov2001 70.6 Dec2001 79.2 Jan2002 72.4 Feb2002 67.3 Mar2002 62.9 Apr2002 60.7 May2002 65.9 Jun2002 65.8 Jul2002 62.9 Aug2002 63.6 Sep2002 70.5 Oct2002 76 Nov2002 79 Dec2002 85.1 Jan2003 79.9 Feb2003 73.5 Mar2003 69.5 Apr2003 64.8 May2003 67.6 Jun2003 73.4 Jul2003 70.2 Aug2003 71.6 Sep2003 79.3 Oct2003 85.5 Nov2003 88.5 Dec2003 98.4 Jan2004 90.8 Feb2004 81.8 Mar2004 78.8 Apr2004 75 May2004 81 Jun2004 83.9 Jul2004 80.1 Aug2004 81.1 Sep2004 89.7 Oct2004 98.7 Nov2004 101.7 Dec2004 116.3 Jan2005 103.7 Feb2005 94.2 Mar2005 89.1 Apr2005 86.2 May2005 91.9 Jun2005 98.6 Jul2005 92.2 Aug2005 96.1 Sep2005 103.5 Oct2005 112.6 Nov2005 121.8 Dec2005 139.1 Jan2006 129.5 Feb2006 113 Mar2006 106.6 Apr2006 101.6 May2006 115.7 Jun2006 111.5 Jul2006 104.1 Aug2006 111.3 Sep2006 120.4 Oct2006 134.1 Nov2006 135.3 Dec2006 145.1 Jan2007 148.6 Feb2007 132.5 Mar2007 123.4 Apr2007 118.6 May2007 136.4 Jun2007 131.5 Jul2007 122.9 Aug2007 131.5 Sep2007 142.2 Oct2007 159.5 Nov2007 161.7 Dec2007 174.2 Jan2008 177.7 Feb2008 158.8 Mar2008 149.9 Apr2008 144.9 May2008 168.4 Jun2008 165.7 Jul2008 154.1 Aug2008 166 Sep2008 181.5 Oct2008 199.4 Nov2008 200.4 Dec2008 216 Jan2009 219.1 Feb2009 187.2 Mar2009 175.1 Apr2009 168.8 May2009 196.8 Jun2009 196.8 Jul2009 182.6 Aug2009 197.5 Sep2009 215.4 Oct2009 239.8 Nov2009 241.4 Dec2009 263.9 ; proc print; proc gplot; plot asr*time=1 dif*time=1; symbol1 c=red i=join v=square; proc arima; identify var=asr(1) stationarity=(adf) nlag=12;