資源描述：
《時間序列作業(yè)arma模型--》由會員上傳分享，免費在線閱讀，更多相關(guān)內(nèi)容在教育資源-天天文庫。
1、時間序列ARMA模型作業(yè)一案例分析的目的本案例選取2001年1月，到2013年我國鐵路運輸客運量月度數(shù)據(jù)來構(gòu)建ARMA模型，并利用該模型進(jìn)行外推預(yù)測分析。二、實驗數(shù)據(jù)數(shù)據(jù)來自中經(jīng)網(wǎng)統(tǒng)計數(shù)據(jù)庫15/15時間序列ARMA模型作業(yè)時間數(shù)量（億）2001-010.932001-020.852001-030.812001-040.812001-050.872001-060.752001-070.912001-080.952001-090.812001-100.852001-110.722001-120.722
2、002-010.782002-020.932002-030.872002-040.802002-050.852002-060.732002-070.912002-080.962002-090.832002-100.862002-110.732002-120.742003-010.902003-020.962003-030.832003-040.712003-050.332003-060.532003-070.832003-080.952003-090.842003-100.882003-110.78
3、2003-120.762004-011.052004-020.952004-030.832004-040.832004-050.912004-060.822004-071.002004-081.032004-090.852004-100.902004-110.772004-120.782005-010.932005-021.062005-030.932005-040.912005-050.972005-060.862005-071.082005-081.122005-090.942005-101.0
4、02005-110.862005-120.852006-011.072006-021.132006-030.992006-040.992006-051.072006-060.962006-071.202006-081.222006-091.022006-101.102006-110.932006-120.932007-010.992007-021.112007-031.202007-041.032007-051.142007-061.022007-071.312007-081.352007-091.
5、142007-101.212007-111.032007-121.072008-011.192008-021.292008-031.192008-041.162008-051.172008-061.152008-071.382008-081.4115/15時間序列ARMA模型作業(yè)2008-091.252008-101.262008-111.082008-121.032009-011.332009-021.362009-031.182009-041.252009-051.292009-061.1520
6、09-071.422009-081.502009-091.222009-101.362009-111.112009-121.092010-011.272010-021.422010-031.412010-041.332010-051.382010-061.342010-071.602010-081.622010-091.382010-101.532010-111.232010-121.222011-011.522011-021.572011-031.412011-041.552011-051.532
7、011-061.512011-071.822011-081.792011-091.612011-101.632011-111.342011-121.312012-011.652012-021.562012-031.452012-041.652012-051.492012-061.622012-071.802012-081.852012-091.692012-101.512012-111.422012-121.482013-011.882013-021.402013-031.692013-041.75
8、2013-051.622013-061.802013-071.992013-082.032013-091.922013-101.6415/15時間序列ARMA模型作業(yè)數(shù)據(jù)來源：中經(jīng)網(wǎng)數(shù)據(jù)庫三、ARMA模型的平穩(wěn)性首先繪制出N的折線圖，如圖從圖中可以看出，N序列具有較強的非線性趨勢性，因此從圖形可以初步判斷該序列是非平15/15時間序列ARMA模型作業(yè)穩(wěn)的。此外，N在每年同期出現(xiàn)相同的變動方式，表明N還存在季節(jié)性特征。下面對N的平穩(wěn)性和季節(jié)季節(jié)性進(jìn)行進(jìn)一步檢驗。四、單位
