2012东三省数学建模论文论文

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Minimum Information Criterion

Lags MA 0 MA 1 MA 2 MA 3

MA 4 MA 5

AR 0 5.492823 5.425786 5.450663 5.512824

5.434967 5.538662

AR 1 5.228667 5.339434 5.447386 5.553073

5.435974 5.508633

AR 2 5.338819 5.449353 5.558133 5.662878

5.543838 5.591231

AR 3 5.445882 5.556225 5.642139 5.752895

5.519448 5.541168

AR 4 5.285349 5.395004 5.457846 5.378142

5.434042 5.500542

AR 5 5.372172 5.482732 5.541387 5.411368

5.513898 5.611257

Error series model: AR(8)

Minimum Table Value: BIC(1,0) = 5.228667

由序列的自相关图和偏自相关图及最小信息量准则，确定数列为AR（1）模型；

参数估计

The ARIMA Procedure

Conditional Least Squares Estimation

Standard

Approx

Parameter Estimate Error t Value

Pr > |t| Lag

MU 26.96788 8.15550 3.31