我学习的一个程序如下：

data example3_1;                                                                                                                          

input x@@;                                                                                                                             

time=_n_;                                                                                                                               

cards;                                                                                                                                 

-1.89  -0.58  1.62   2.61   3.91   -1.32 

-1.02  1.14   -1.06  -1.57  -3.32  -4.43 

-3.68  -3     -4.68  -3.19  -2.2   -0.9  

-1     -0.98  -1.05  1.48  0.62  0.03 

-0.76  2.59  2.58  4.86  1.45  3.21 

-0.81  0.41  1.55  3.66  1.7  0.06 

1.05  -0.05  1.11

；

proc gplot data=example3_1;

plot x*time=1;

symbol1 c=red I=join v=star;  

proc arima data= example3_1;                                                                                                                            

identify var=x nlag=8 minic p=(0:5) q=(0:5);  

运行到这里，结果如下图：

[此贴子已经被作者于2009-3-3 14:37:12编辑过]