1、时间序列分析领域的代表性人物时间序列分析领域的代表性人物G Box 刁锦寰(刁锦寰(G.C.Tiao)0.00E+005.00E+101.00E+111.50E+112.00E+112.50E+113.00E+113.50E+114.00E+11808284868890929496980002GDPGDPFfile:li-12-1bfile:7arma07file:7b2c3file:7HongKongfile:li-12-2file:7dummy01file:7program1file:7gener1液面记录仪液面记录仪04,0008,00012,00016,00020,0009092949
2、6980002040608Y中国外汇储备(中国外汇储备(1990-1 2008-12)-3-2-10123255075100125150175200U1U2-.12-.08-.04.00.04.08.1231503200325033003350D(UR)-15-10-5051015202550100150200250300V1V212001400160018002000220050100150200250300由随机游走过程产生的时间序列(由随机游走过程产生的时间序列(file:7program1,text01)深证综指深证综指-15-10-50510152025501001502002503
3、00V1V212001400160018002000220050100150200250300由随机游走过程产生的时间序列(由随机游走过程产生的时间序列(file:7gener1,text5)深证综指深证综指-6-4-202450100150200250300-300-200-10001002001999 2000 2001 2002 2003 2004 2005 2006D(Y)AR(1)序列序列 中国旅游人数差分序列中国旅游人数差分序列-4-3-2-101234255075100125150175200225250275300U1U2-5-4-3-2-1012342550751001251
4、50175200225250275300AR05AAR05B-10-8-6-4-20246850100150200250300AR09AAR09B-15-10-5051015255075100125150175200225250275300X1X2(file:7program1)-4-3-2-101234255075100125150175200225250275300AR2-4-202450100150200250300MA(1)-5000-4000-3000-2000-100001000200030004000505560657075808590950005D(Y)中国粮食产量差分序列中国粮食产量差分序列