我的数据有明显的上升趋势，所以对数据进行了一次差分。差分后得到了白噪声序列，拟合的白噪声模型E-VIEWS输出结果如下：
Dependent Variable: D(X) |
Method: Least Squares |
Date: 03/15/10
Time: 23:22 |
Sample(adjusted): 1979 2004 |
Included observations: 26 after adjusting endpoints |
Variable | Coefficient | Std. Error | t-Statistic | Prob.
|
C | 633.4769 | 436.9446 | 1.449788 | 0.1595 |
R-squared | 0.000000 |
Mean dependent var
| 633.4769 |
Adjusted R-squared | 0.000000 |
S.D. dependent var
| 2227.989 |
S.E. of regression | 2227.989 |
Akaike info criterion
| 18.29329 |
Sum squared resid | 1.24E+08 |
Schwarz criterion
| 18.34168 |
Log likelihood | -236.8128 |
Durbin-Watson stat
| 2.039498 |
这个模型该怎么写呢？
还有就是一次指数平滑法的输出结果为
Date: 03/16/10
Time: 14:30 |
Sample: 1978 2004 |
Included observations: 27 |
Method: Single Exponential |
Original Series: X |
Forecast Series: XSMS |
Parameters: | Alpha | 0.8700 |
Sum of Squared Residuals | 1.85E+08 |
Root Mean Squared Error | 2616.547 |
End of Period Levels: | Mean | 46486.85 |
这个模型怎么写？
二次指数平滑输出结果：
Date: 03/16/10
Time: 14:35 |
Sample: 1978 2004 |
Included observations: 27 |
Method: Double Exponential |
Original Series: X |
Forecast Series: XSM2 |
Parameters: | Alpha | 0.3780 |
Sum of Squared Residuals | 1.42E+08 |
Root Mean Squared Error | 2291.007 |
End of Period Levels: | Mean(a) | 45480.46 |
| | Trend(b) | -272.1347 |
一样的 我也不会写模型，拜托给为帮帮忙~~万分感谢~~
小女子不胜感激~~
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