第三节 时间序列分析
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第三节 时间序列分析. 时间序列分析的基本原理 趋势拟合方法 季节变动预测. 一、时间序列分析的基本原理. （一）时间序列的组合成份 长期趋势（ T ），是时间序列随时间的变化而逐渐增加或减少的长期变化之趋势。 季节变动（ S ），是时间序列在一年中或固定时间内，呈现出的固定规则的变动。 循环变动（ C ），是指沿着趋势线如钟摆般地循环变动，又称景气循环变动 (Business Cycle Movement) 。 不规则变动（ I ），是指在时间序列中由于随机因素影响所引起的变动。. （二）时间序列的组合模型 - PowerPoint PPT Presentation
Transcript of 第三节 时间序列分析
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TS C(Business Cycle Movement) I
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YY=T+S+C+I 3.3.1 3.3.2
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1.: y1y2ytt+1
tn 3.3.3
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2.
tL L=13.3.4 L=23.3.4 3.3.4 3.3.5 3.3.6
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3.
0.05,0.30.7,0.95 3.3.9 3.3.7
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1. :y1y2ytynnn1(y1y2)(y2y3)(ytyt+1)(yn-1yn)
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r1r2
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k
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2.
p
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1 2y = TSCI/TC=SI
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34
t+katbt
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20022004yi1042005 3.3.3
Sheet1
t
200211260
22375325
33340312.67
44223279.33
200315275303.33
26412346.33
37352331.67
48231290
200419287315.33
210428359.67
311364345
412243
Sheet2
Sheet3
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13.3.352453.3.4 43.9515 =4/3.9515=1.0123 53.3.46
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3.3.4
Sheet1
1234
t20021.15381.08740.7983
20021126020030.90661.18961.06130.7966
2237532520040.91011.191.0551
33340312.670.90841.17781.06790.7975
44223279.330.91951.19231.0810.8072
200315275303.33
26412346.33
37352331.67
48231290
200419287315.33
210428359.67
311364345
412243
Sheet2
Sheet3
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3 3.3.5 3.3.5
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3.3.5
Sheet1
1234
t20021.15381.08740.7983
20021126020030.90661.18961.06130.7966
2237532520040.91011.191.0551
33340312.670.90841.17781.06790.7975
44223279.330.91951.19231.0810.8072
200315275303.33
26412346.33
37352331.67t
482312902002112602602602600
200419287315.3322375283264.6301.44.6
210428359.6733340294.4270.56318.245.96
31136434544223280.12272.47287.7681.912
412243200315275279.1273.8284.39521.3248
26412305.68280.17331.18086.376
37352314.94287.13342.75646.9537
48231298.15289.33306.97452.2053
200419287295.92290.65301.19511.3181
210428322.34296.99347.68846.3376
311364330.67303.72357.61676.7366
412243313.14305.61320.66611.8824
Sheet2
Sheet3
MBD0015760E.unknown
MBD00157616.unknown
MBD00157611.unknown
MBD0015760C.unknown
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4 2004432005 = 301.7746104 = 400.27104 = 371.07104 = 283.17104 2005 301.7746+400.27+371.07+283.17=1356.28104
