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1、對前三種因素進(jìn)行時(shí)間序列分析CPI程序：dataa;inputyearCPI@@;cards;201102104.9201101104.9201012104.6201011105.1201010104.4201009103.6201008103.5201007103.3201006102.9201005103.1201004102.8201003102.4201002102.7201001101.5200912101.9200911100.620091099.520090999.220090898.820090798.220090698.320090598.
2、620090498.520090398.820090298.4200901101200812101.2200811102.4200810104200809104.6200808104.9200807106.3200806107.1200805107.7200804108.5200803108.3200802108.7200801107.1;procgplot;plotCPI*year=1;symbol1v=diamondi=joinc=red;run;quit;procarimadata=a;identifyvar=CPI;estimatep=1method
3、=ml;Run;圖一圖二樣本自相關(guān)圖延遲3階后，自相關(guān)系數(shù)落入2倍范圍以內(nèi)，而且自相關(guān)系數(shù)向零遞減的速度非?？?，可以認(rèn)為該序列非常平穩(wěn)。圖三因此，我們可以考慮用AR（1）模型來擬合該觀察值序列。圖四圖四殘差白噪聲檢驗(yàn)顯示只有延遲6階LB檢驗(yàn)統(tǒng)計(jì)量的P值明顯大于0.05，所以該AR（1）模型無效。GDP:程序如下：dataA;inputyearGDP@@;cards;201102107.2201101106.6201012105.9201011106.1201010105201009104.3201008104.3201007104.8201006106.42
4、01005107.1201004106.8201003105.9201002105.4201001104.3200912101.720091197.920091094.22009099320090892.120090791.820090692.220090592.820090493.42009039420090295.520090196.720081298.9200811102200810106.6200809109.1200808110.1200807110200806108.8200805108.2200804108.120080310820080210
5、6.6200801106.1200712105.4200711104.6200710103.2200709102.7200708102.6200707102.4200706102.5200705102.8200704102.9200703102.7200702102.6200701103.3200612103.1200611102.8200610102.9200609103.45200608103.4200607103.6200606103.5200605102.4200604101.9200603102.5200602103200601103.1;proc
6、gplot;plotGDP*year=1;symbol1v=diamondi=joinc=red;procarimadata=A;identifyvar=GDP;estimatep=1method=ml;Run;quit;圖一樣本自相關(guān)圖延遲3階之后，自相關(guān)系數(shù)都落入2倍標(biāo)準(zhǔn)差范圍以內(nèi)，而且自相關(guān)系數(shù)向零衰減的速度非?？欤舆t8階之后自相關(guān)系數(shù)即在零值附近波動(dòng)。這是一個(gè)非常典型的短期相關(guān)的樣本自相關(guān)圖。由時(shí)序圖和樣本自相關(guān)圖的性質(zhì)，可以認(rèn)為該序列平穩(wěn)。考慮用AR（1）模型來擬合該觀察序列圖二圖三在延遲18階、24階LB檢驗(yàn)統(tǒng)計(jì)量的P值均顯著大于0.05，所以
7、該模型有效。圖四由圖四即得該模型為：GDP=103.72899+§／(1+0.95489)出口：程序如下：dataB;inputyearexport@@;cards;201102967.42011011507.32010121541.52010111533.32010101359.82010091449.920100813932010071455.220100613742010051317.62010041199.22010031121.1201002945.232010011094.752009121307.32009111136.532009101107
8、.62009091159.3200908103720
