统计学实验三.xls

《统计学实验三.xls》由会员分享，可在线阅读，更多相关《统计学实验三.xls（31页珍藏版）》请在淘文阁 - 分享文档赚钱的网站上搜索。

1、P356第13.2题年份单位面积产量1981145119821372198311681984123219851245198612001987126019881020198910951990126019911215199212811993130919941296199514161996136719971479199812721999146920001519（1）时间序列图（2）5期平均预测2001年单位面积产量年份单位面积产量 5期移动平均预测法198114511982137219831168198412321981-2000我国油菜籽单位面积产量198119821983198419851986

2、1987198819891990199119921993199419951996199719981999200002004006008001000120014001600年份单位面积产量单位面积产量19851245198612001293.6198712601243.4198810201221198910951191.4199012601164199112151167199212811170199313091174.2199412961232199514161272.2199613671303.4199714791333.8199812721373.4199914691366200015191

3、400.620011421.2（3）指数平滑法年份单位面积产量 指数平滑预测=0.3预测误差误差平方指数平滑预测=0.519811451198213721451-796241.01451198311681427.3-259.367236.51411.5198412321349.51-117.5113808.61289.75198512451314.257-69.2574796.51260.87519861200 1293.4799-93.47998738.51252.93819871260 1265.4359-5.4359329.51226.46919881020 1263.8052-243.

4、805259441.01243.23419891095 1190.6636-95.663619151.51131.61719901260 1161.9645 98.0354769611.01113.30919911215 1191.3752 23.624833558.11186.65419921281 1198.4626 82.5373836812.41200.82719931309 1223.2238 85.7761687357.61240.91419941296 1248.9567 47.0433182213.11274.95719951416 1263.0697 152.93032233

5、87.71285.47819961367 1308.9488 58.0512263369.91350.73919971479 1326.3641 152.6358623297.71358.8719981272 1372.1549-100.154910031.01418.93519991469 1342.1084 126.8915716101.51345.46720001519 1380.1759138.824119272.11407.23420011421.82311463.117 合计291455.2（4）分析预测误差，说明哪个平滑系数更适合由误差平方可知=0.5预测效果更好，应用=0.5平

6、滑系数1981198219831984198519861987198819891990199119921993199419951996199719981999200002004006008001000120014001600指数平滑预测=0.3指数平滑预测=0.5单位面积产量P356第13.9题年份199319941995199619971977.51192.21602.21909.12288.52892.51162.71491.51911.22213.53942.31167.51533.31860.12130.94941.31170.41548.71854.82100.55962.21213

7、.71585.41898.32108.261005.71281.11639.719662164.77963.81251.51623.61888.72102.58959.812861637.11916.42104.491023.31396.217562083.52239.6101051.11444.118182148.323481111021553.81935.22290.12454.9121415.51932.22389.52848.62881.7（1）绘制时间序列图年份总额12项移动平均中心化移动平均季节指数1993/1977.52892.53942.34941.35962.261005.7

8、7963.81019.75 1028.6958 0.93691458959.8 1037.64171048.9 0.915053991023.3 1060.1583 1069.54170.956765101051.11078.925 1088.4708 0.9656667111102 1098.0167 1108.49580.99414121415.51118.9751130.45 1.25215621994/11192.21141.925 1153.9125 1.033180621162.71165.9 1179.4917 0.985763631167.5 1193.0833 1208.62

9、08 0.965977141170.4 1224.1583 1240.5333 0.943465251213.7 1256.9083 1275.7333 0.951374461281.1 1294.5583 1316.0875 0.9734155消费品零售总额1993/1 3579111994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 3579111999/1 3579112000/1 35791105001000150020002500300035004000年份/季度总额消费品零售总额19811982198319841985

10、19861987198819891990199119921993199419951996199719981999200002004006008001000120014001600指数平滑预测=0.3指数平滑预测=0.5单位面积产量71251.5 1337.61671354.7 0.923820881286 1371.7833 1385.4833 0.928195991396.2 1399.18331414.425 0.9871149101444.1 1429.6667 1445.4292 0.9990804111553.8 1461.1917 1476.6792 1.0522259121932

11、.2 1492.1667 1507.1083 1.28205781995/11602.21522.05 1537.5542 1.042044621491.5 1553.0583 1567.6875 0.951401331533.3 1582.3167 1597.3083 0.959927441548.71612.3 1627.8792 0.951360551585.4 1643.45831659.35 0.955434461639.7 1675.2417 1694.2958 0.967776771623.61713.35 1726.1375 0.940597181637.11738.925 1

12、756.4125 0.9320703917561773.9 1787.5167 0.9823685101818 1801.1333 1813.8875 1.0022672111935.2 1826.6417 1839.6792 1.0519225122389.5 1852.7167 1866.3125 1.28033221996/11909.1 1879.9083 1890.9542 1.009596121911.21902 1913.6375 0.998726231860.11925.275 1938.9208 0.959348141854.8 1952.5667 1966.3292 0.9

13、43280551898.3 1980.0917 1994.8792 0.951586561966 2009.6667 2028.7958 0.969047771888.72047.925 2063.7333 0.915186181916.4 2079.5417 2092.13750.91600192083.5 2104.7333 2116.0167 0.9846331102148.32127.3 2137.53751.005035112290.12147.775 2156.52081.061942122848.6 2165.2667 2173.5458 1.31057741997/12288.

14、52181.825 2190.7333 1.044627422213.5 2199.64172207.475 1.002729432130.9 2215.3083 2221.8125 0.959081842100.5 2228.3167 2236.63750.93913352108.2 2244.95832251.825 0.936218462164.7 2258.6917 2260.0708 0.957801872102.52261.452272.325 0.925263882104.42283.2 2287.0708 0.920128992239.6 2290.9417 2297.1417

15、 0.9749508102348 2303.3417 2309.6833 1.0165896112454.92316.025 2322.5667 1.0569772122881.7 2329.1083 2335.8292 1.23369471998/12549.52342.552350.2 1.084801322306.42357.85 2366.6083 0.974559232279.7 2375.3667 2383.8458 0.956311842252.72392.325 2400.1583 0.938563152265.2 2407.9917 2416.2125 0.9375003消费

16、品零售总额1993/1 3579111994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 3579111999/1 3579112000/1 35791105001000150020002500300035004000年份/季度总额消费品零售总额62326 2424.4333 2434.8375 0.955299972286.1 2445.2417 2449.9333 0.933127482314.62454.625 2464.2917 0.939255792443.1 2473.95832479.1 0.985478610253

17、6 2484.2417 2488.5792 1.0190554112652.2 2492.9167 2497.0333 1.0621404123131.42501.15 2505.4333 1.24984371999/12662.1 2509.7167 2513.6417 1.059061122538.4 2517.5667 2521.5792 1.006670832403.1 2525.5917 2532.3083 0.948976142356.82539.025 2547.6875 0.9250742523642556.35 2561.7375 0.922811262428.82567.1

18、25 2578.5542 0.941923272380.3 2589.98332594.675 0.917378982410.9 2599.36672610.475 0.923548492604.3 2621.5833 2630.9125 0.9898847102743.9 2640.2417 2649.2083 1.0357434112781.52658.1752669.55 1.0419359123405.72680.925 2689.9333 1.26609092000/12774.72698.9417 2707.9708 1.024641822805.02717 2726.3792 1

19、.028837132627.02735.7583 2746.1625 0.956607642572.02756.5667 2768.4458 0.929041152637.02780.325 2793.9292 0.943832162645.02807.5333 2818.9625 0.938288572597.02830.391782636.092854.0103029.0113108.0123680.0年份月份12345199319941.033180592 0.9857636 0.9659771 0.9434652 0.95137419951.042044589 0.9514013 0.

20、9599274 0.9513605 0.95543419961.009596125 0.9987262 0.9593481 0.9432805 0.95158619971.04462737 1.0027294 0.95908180.939133 0.93621819981.084801294 0.9745592 0.9563118 0.93856310.937519991.059061057 1.0066708 0.9489761 0.9250742 0.92281120001.02464176 1.0288371 0.9566076 0.9290411 0.943832合计7.2979527

21、87 6.9486877 6.7062299 6.5699176 6.598757平均1.042564684 0.9926697 0.9580328 0.93855970.94268季节指数1.043902981 0.9939439 0.9592626 0.93976440.943890.998717987二、年份时间标号总额季节指数 月份分离后的序列回归趋势值最终预测值1993/11977.51.043903936.3897 1001.5059 1045.47522892.5 0.9939439 897.93799 1023.3752 1017.17833942.3 0.9592626 98

22、2.31701 1045.2445 1002.66444941.3 0.93976441001.634 1067.1138 1002.83655962.2 0.94097081022.5611088.983 1024.701661005.7 0.95887981048.828 1110.8523 1065.17477963.8 0.9286603 1037.8391 1132.7216 1051.91488959.8 0.9260807 1036.4108 1154.5909 1069.244991023.30.981429 1042.6633 1176.4602 1154.612101010

23、51.11.007497 1043.2785 1198.3294 1207.31311111102 1.0472403 1052.2896 1220.1987 1277.84112121415.5 1.2694493 1115.05051242.068 1576.7421994/1131192.21.1246131060.098 1263.93731421.442141162.7 1.0707914 1085.8324 1285.8066 1376.8313151167.5 1.0334287 1129.7345 1307.67581351.394161170.41.012423 1156.0

24、386 1329.5451 1346.0625171213.7 1.0168671 1193.5679 1351.4144 1374.2096181281.1 1.0330162 1240.1548 1373.2837 1418.6247191251.50.856082 1461.8926 1395.1529 1194.3658201286 0.8566716 1501.1586 1417.0222 1213.9239211396.2 0.9098715 1534.5023 1438.8915 1309.20610221444.1 0.93658331541.881 1460.7608 136

25、8.12411231553.8 0.9750116 1593.6221 1482.6301 1445.58112241932.2 1.1746406 1644.9287 1504.4993 1767.2461995/1251602.21.124613 1424.6678 1526.3686 1716.5742261491.5 1.0707914 1392.8951 1548.23791657.843271533.3 1.0334287 1483.7018 1570.1072 1622.5944281548.71.012423 1529.6966 1591.9765 1611.754529158

26、5.4 1.0168671 1559.1024 1613.8457 1641.0676301639.7 1.0330162 1587.29361635.7151689.727311623.60.856082 1896.5473 1657.5843 1419.0288321637.1 0.8566716 1911.0006 1679.45361438.749331756 0.9098715 1929.9428 1701.3229 1547.98510341818 0.9365833 1941.0981 1723.1921 1613.91311351935.2 0.9750116 1984.796

27、9 1745.0614 1701.45512362389.5 1.1746406 2034.2393 1766.9307 2075.5091996/1371909.11.124613 1697.56171788.8 2011.7082381911.2 1.0707914 1784.8482 1810.6693 1938.8493391860.1 1.0334287 1799.9307 1832.5385 1893.7984401854.81.012423 1832.0406 1854.4078 1877.4455411898.3 1.0168671 1866.8122 1876.2771 19

28、07.9256421966 1.0330162 1903.1647 1898.1464 1960.8167431888.70.856082 2206.2139 1920.0157 1643.6918441916.4 0.8566716 2237.0298 1941.8849 1663.5589452083.5 0.9098715 2289.8837 1963.7542 1786.76410462148.3 0.9365833 2293.7629 1985.6235 1859.70211472290.1 0.9750116 2348.7926 2007.4928 1957.32912482848

29、.6 1.1746406 2425.0822 2029.3621 2383.7711997/1492288.51.124613 2034.9222 2051.2313 2306.8422502213.5 1.0707914 2067.1627 2073.1006 2219.8583512130.9 1.0334287 2061.9711 2094.9699 2165.0024522100.51.012423 2074.7258 2116.8392 2143.1375532108.2 1.0168671 2073.2305 2138.7084 2174.7826542164.7 1.033016

30、2 2095.5141 2160.5777 2231.9127552102.50.856082 2455.95632182.447 1868.3548562104.4 0.8566716 2456.4838 2204.3163 1888.3759572239.6 0.9098715 2461.4464 2226.1856 2025.54310582348 0.9365833 2506.9848 2248.0548 2105.49111592454.9 0.9750116 2517.8162 2269.9241 2213.20212602881.7 1.1746406 2453.2611 229

31、1.7934 2692.0341998/1612549.51.1246132267.002 2313.6627 2601.9752622306.4 1.07079142153.9212335.532 2500.8673632279.7 1.0334287 2205.9578 2357.4012 2436.2064642252.71.012423 2225.0582 2379.2705 2408.8285652265.2 1.0168671 2227.6263 2401.13982441.646662326 1.0330162 2251.6588 2423.0091 2503.008767228

32、6.10.856082 2670.4217 2444.8784 2093.0168682314.6 0.85667162701.852 2466.7476 2113.1939692443.1 0.9098715 2685.1043 2488.6169 2264.32210702536 0.9365833 2707.7144 2510.4862 2351.27911712652.2 0.9750116 2720.1728 2532.3555 2469.07612723131.4 1.1746406 2665.8367 2554.2248 3000.2961999/1732662.11.12461

33、3 2367.12532576.094 2897.1092742538.4 1.0707914 2370.5832 2597.9633 2781.8773752403.1 1.0334287 2325.3661 2619.83262707.414762356.81.012423 2327.8808 2641.70192674.525772364 1.0168671 2324.7875 2663.5712 2708.4986782428.8 1.0330162 2351.1732 2685.4404 2774.1037792380.30.856082 2780.4579 2707.3097 23

34、17.6798802410.9 0.8566716 2814.26382729.1792338.019812604.3 0.9098715 2862.2722 2751.0483 2503.10110822743.9 0.9365833 2929.6914 2772.9175 2597.06811832781.5 0.9750116 2852.7866 2794.78682724.9512843405.7 1.17464062899.355 2816.6561 3308.5592000/1852774.71.124613 2467.2486 2838.5254 3192.2432862805.

35、01.0707914 2619.5579 2860.3947 3062.8863872627.01.0334287 2542.0236 2882.2639 2978.6144882572.01.012423 2540.4402 2904.1332 2940.2115892637.01.0168671 2593.2591 2926.0025 2975.3566902645.01.0330162 2560.4632 2947.8718 3045.1997912597.00.856082 3033.5879 2969.7411 2542.3428922636.00.85667163077.025 2

36、991.6103 2562.8289932854.00.9098715 3136.7065 3013.4796 2741.87910943029.00.9365833 3234.0958 3035.3489 2842.85711953108.00.9750116 3187.6544 3057.2182 2980.82312963680.01.1746406 3132.8732 3079.0875 3616.8212001/13487.37623343.89533249.81843205.90353242.21463316.29572767.00582787.64592980.658103088

37、.646113236.697123925.084预测图年/月时间编号季节指数回归预测值最终预测值2001/1971.12461304 3100.9567 3487.37642981.0707913573122.826 3343.89513991.033428663 3144.6953 3249.818341001.012422966 3166.5646 3205.902751011.016867139 3188.4339 3242.213661021.033016206 3210.3031 3316.295271030.856082012 3232.1724 2767.004781040.85

38、6671631 3254.0417 2787.645291050.9098715373275.911 2980.6582101060.936583276 3297.7803 3088.6458111070.975011587 3319.6495 3236.6968121081.174640585 3341.5188 3925.08361993/1611492712510381998/161149271205001000150020002500300035004000销售量总额年分/月份销售量总额季节分离后的序列回归预测值预测图社会消费品总额最终预测值1993/16114927125103819

39、98/1611492712510050010001500200025003000350040004500年/月销售总额最终预测值1981-2000我国油菜籽单位面积产量1981198219831984198519861987198819891990199119921993199419951996199719981999200002004006008001000120014001600年份单位面积产量单位面积产量预测误差 误差平方-796241-243.559292.25-57.753335.0625-15.875252.015625-52.93752802.37890633.531251124

40、.344727-223.23449833.58618-36.61721340.81842146.691421518.3686728.3457803.478885780.172856427.68612868.086434635.76137621.04321442.8168088130.521617035.8897516.2608264.4137214120.130414431.31339-146.93521589.83521123.532615260.30336111.766312491.70586239123.029519811982198319841985198619871988198919

41、90199119921993199419951996199719981999200002004006008001000120014001600指数平滑预测=0.3指数平滑预测=0.5单位面积产量1998199920002549.52662.12774.72306.42538.42805.02279.72403.12627.02252.72356.82572.02265.223642637.023262428.82645.02286.12380.32597.02314.62410.92636.02443.12604.32854.025362743.93029.02652.22781.53108.

42、03131.43405.73680.0（1）绘制时间序列图1981198219831984198519861987198819891990199119921993199419951996199719981999200002004006008001000120014001600指数平滑预测=0.3指数平滑预测=0.5单位面积产量消费品零售总额1993/1 3579111994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 3579111999/1 3579112000/1 3579110500100015002000250030003

43、5004000年份/季度总额消费品零售总额一、说明该序列的特点：从图中可以发现，我国社会消费品零售额具有明显的季节成分而且后面年份的销售量比前面的年份高，因此还含有趋势成分，但其周期性难以判断可以判定我国社会消费品零售总额序列是一个含有季节成分和趋势成分的时间序列。消费品零售总额1993/1 3579111994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 3579111999/1 3579112000/1 35791105001000150020002500300035004000年份/季度总额消费品零售总额6789101112

44、0.936914459 0.91505390.956765 0.96566670.99414 1.2521560.9734160.923820772 0.9281959 0.9871149 0.9990804 1.052226 1.2820580.9677770.940597142 0.9320703 0.9823685 1.0022672 1.051923 1.2803320.9690480.9151860710.916001 0.98463311.005035 1.061942 1.3105770.9578020.925263772 0.9201289 0.9749508 1.016589

45、6 1.056977 1.2336950.95530.933127432 0.9392557 0.9854786 1.01905541.06214 1.2498440.9419230.917378862 0.9235484 0.9898847 1.0357434 1.041936 1.2660910.9382886.7035536.49228851 6.4742541 6.8611955 7.0434377 7.321284 8.8747530.957650.927469787 0.9248934 0.9801708 1.0062054 1.045898 1.2678220.958880.92

46、8660342 0.92608070.9814291.0074971.04724 1.269449月份预测误差-67.975-124.678-60.364-61.5356-62.5012-59.4738-88.1136-109.444-131.312-156.213-175.841-161.242-229.24-214.131-183.89-175.662-160.509-137.52457.1346672.0772686.9935775.97588108.2185+21.869279 979.63664164.954-114.374-166.34-89.2938-63.0535-55.666

47、7-50.0201204.5719198.3598208.0148204.0871233.7449313.9915-102.608-27.649-33.6978-22.6451-9.624525.184035245.0091252.8423296.7359288.5982332.7713464.829-18.3415-6.35821-34.1019-42.6366-66.5823-67.2118234.1464216.0248214.0571242.5094241.6977189.6665-52.4752-194.467-156.506-156.128-176.44-177.008193.08

48、36201.4073178.7783184.7206183.1241131.1039-235.009-243.477-304.31-317.72-344.498-345.30362.6208672.88978101.1995146.831856.5504697.14142-417.543-257.886-351.614-368.211-338.356-400.19954.658173.17229112.1207186.143127.176963.1789101993/1611492712510381998/161149271205001000150020002500300035004000销售

49、量总额年分/月份销售量总额季节分离后的序列回归预测值社会消费品总额最终预测值1993/1611492712510381998/1611492712510050010001500200025003000350040004500年/月销售总额最终预测值消费品零售总额1993/1 3579111994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 3579111999/1 3579112000/1 35791105001000150020002500300035004000年份/季度总额消费品零售总额消费品零售总额1993/1 35791

50、11994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 3579111999/1 3579112000/1 35791105001000150020002500300035004000年份/季度总额消费品零售总额而且后面年份的销售量比前面的年份高，因此还含有趋势成分，但其周期性难以判断可以判定我国社会消费品零售总额序列是一个含有季节成分和趋势成分的时间序列。消费品零售总额1993/1 3579111994/1 3579111995/1 3579111996/1 3579111997/1 3579111998/1 357911199