[討論] SCA程式碼
(1)
==ALLMACRO
INPUT VARIABLE IS Z.
17.0 16.6 16.3 16.1 17.1 16.9 16.8 17.4 17.1 17.0
16.7 17.4 17.2 17.4 17.4 17.0 17.3 17.2 17.4 16.8
17.1 17.4 17.4 17.5 17.4 17.6 17.4 17.3 17.0 17.8
17.5 18.1 17.5 17.4 17.4 17.1 17.6 17.7 17.4 17.8
17.6 17.5 16.5 17.8 17.3 17.3 17.1 17.4 16.9 17.3
17.6 16.9 16.7 16.8 16.8 17.2 16.8 17.6 17.2 16.6
17.1 16.9 16.6 18.0 17.2 17.3 17.0 16.9 17.3 16.8
17.3 17.4 17.7 16.8 16.9 17.0 16.9 17.0 16.6 16.7
16.8 16.7 16.4 16.5 16.4 16.6 16.5 16.7 16.4 16.4
16.2 16.4 16.3 16.4 17.0 16.9 17.1 17.1 16.7 16.9
16.5 17.2 16.4 17.0 17.0 16.7 16.2 16.6 16.9 16.5
16.6 16.6 17.0 17.1 17.1 16.7 16.8 16.3 16.6 16.8
16.9 17.1 16.8 17.0 17.2 17.3 17.2 17.3 17.2 17.2
17.5 16.9 16.9 16.9 17.0 16.5 16.7 16.8 16.7 16.7
16.6 16.5 17.0 16.7 16.7 16.9 17.4 17.1 17.0 16.8
17.2 17.2 17.4 17.2 16.9 16.8 17.0 17.4 17.2 17.2
17.1 17.1 17.1 17.4 17.2 16.9 16.9 17.0 16.7 16.9
17.3 17.8 17.8 17.6 17.5 17.0 16.9 17.1 17.2 17.4
17.5 17.9 17.0 17.0 17.0 17.2 17.3 17.4 17.4 17.0
18.0 18.2 17.6 17.8 17.7 17.2 17.4
END OF DATA
CALL ANALYSIS
RETURN
==ANALYSIS
DIFF OLD Z. NEW DZ. DFOR 1.
GRAPH Z,DZ. TYPE TPLOT.
IDEN Z.
IDEN DZ.
EACF Z.
EACF DZ.
SCAN Z.
SCAN DZ.
UTSMODEL NAME IS M1. MODEL IS (1-PHI*B)Z=C+(1-TH*B)NOISE.
ESTI M1. METHOD IS EXACT. HOLD RESI(R1). OUTPUT LEVEL(DETAILED).
IDEN R1.
EACF R1.
UFORECAST M1. ORIG 190. NOFS 10.@
HOLD FORE(F1),STD_(S1).
U1=F1+1.96*S1.
L1=F1-1.96*S1.
PRINT L1,F1,U1.
MTSPLOT F1,U1,L1. SYMB 'F','+','-'.
UTSMODEL NAME IS M2. MODEL IS Z((1-B))=(1-THETA*B)NOISE.
ESTI M2. METHOD IS EXACT. HOLD RESI(R2). OUTPUT LEVEL(DETAILED).
IDEN R2.
EACF R2.
UFORECAST M2. ORIG 190. NOFS 10.@
HOLD FORE(F2),STD_(S2).
U2=F2+1.96*S2.
L2=F2-1.96*S2.
PRINT L2,F2,U2.
MTSPLOT F2,U2,L2. SYMB 'F','+','-'.
RETURN
(2)
==ALLMACRO
INPUT VARIABLE Z.
226705 206998 233202 218260 222989 223850 215966 231139
227034 243624 255703 274755 269679 241588 285170 271828
283323 275758 291888 313815 306543 337649 342701 366698
373499 342117 364302 343677 348255 342601 318590 349833
336575 371337 371025 376397 382966 337531 368615 350038
336575 371337 371025 376397 382966 337531 368615 350038
353502 336454 346738 365611 349416 373400 362110 370140
377395 334631 364840 339673 354958 342003 351529 361280
358349 385891 376232 429165 419325 379322 413931 382444
389134 403207 390373 396642 386770 389306 402078 448236
448025 428626 446652 399422 402203 395718 393719 418405
398758 401902 392840 422170 409234 361229 400510 388159
392716 379395 397140 411181 425239 422936 405604 454618
465083 407799 440558 418149 425788 417154 400512 433831
412572 432379 439149 451799 473874 428516 455636 447072
449772 437582 445563 451678 433395 461069 462409 497878
487303 440832 468165 442546 457999 462126 460533 450313
445164 458087 461694 481664 500828 450747 497278 457820
460504 462007 458618 480103 473550 484278 483624 511386
501665 468958 519319 482456 481817 497593 503168 515626
489971 521223 535843 556692 560572 522916 545742 516294
536430 541045 539120 566032 539487 569215 570595 579917
617474 587046 586097 540829 567503 603869 611445 639375
562923 634066 622171 648651 650387 613735 634894 621336
632423 646633 717611 699046 638600 642998 632139 709500
689626 616488 676767 612048 624052 651663 698192 715772
651048 652476
END OF DATA.
CALL ANALYSIS
RETURN
==ANALYSIS
Z=Z/1000
LNPOWER=LN(Z).
IDEN LNPOWER. SPAN 1,180. maxl 36.
IDEN LNPOWER. DFORDER IS 1. SPAN 1,180. maxl 36
IDEN LNPOWER. DFORDER IS 12 . SPAN 1,180. maxl 36.
IDEN LNPOWER. DFORDER IS 1,12. SPAN 1,180. maxl 36.
EACF LNPOWER.
EACF LNPOWER. DFORDER IS 1,12.maxl ar(12),ma(18).@
span 1,180
TSMODEL NAME IS POWERM1. MODEL IS @
(1-PHI1*B-PHI2*B**2)LNPOWER(12)=NOISE.
ESTIM POWERM1. SPAN 1,180.
ESTIM POWERM1.METHOD EXACT.HOLD RESI(RESIM1).SPAN 1,180.
ACF RESIM1. MAXLAG 36
EACF RESIM1.
TSMODEL NAME IS POWERM3. MODEL IS LNPOWER(1,12) @
=(1-THETA1*B)(1-THETA12*B**12)NOISE.
ESTIM POWERM3. SPAN 1,180.
ESTIM POWERM3.METHOD EXACT.HOLD RESI(RESIM3).SPAN 1,180.
ACF RESIM3. MAXLAG 36.
EACF RESIM3.
FORECAST POWERM3. NOFS 12. ORIGINS 180.
RETURN
(3)
==ALLMACRO
INPUT VARIABLE IS LINDCTR.
10.01 10.07 10.32 9.75 10.33 10.13 10.36 10.32 10.13 10.16
10.58 10.62 10.86 11.20 10.74 10.56 10.48 10.77 11.33 10.96
11.16 11.70 11.39 11.42 11.94 11.24 11.59 10.96 11.40 11.02
11.01 11.23 11.33 10.83 10.84 11.14 10.38 10.90 11.05 11.11
11.01 11.22 11.21 11.91 11.69 10.93 10.99 11.01 10.84 10.76
10.77 10.88 10.49 10.50 11.00 10.98 10.61 10.48 10.53 11.07
10.61 10.86 10.34 10.78 10.80 10.33 10.44 10.50 10.75 10.40
10.40 10.34 10.55 10.46 10.82 10.91 10.87 10.67 11.11 10.88
11.28 11.27 11.44 11.52 12.10 11.83 12.62 12.41 12.43 12.73
13.01 12.74 12.73 12.76 12.92 12.64 12.79 13.05 12.69 13.01
12.90 13.12 12.47 12.47 12.94 13.10 12.91 13.39 13.13 13.34
13.34 13.14 13.49 13.87 13.39 13.59 13.27 13.70 13.20 13.32
13.15 13.30 12.94 13.29 13.26 13.08 13.24 13.31 13.52 13.02
13.25 13.12 13.26 13.11 13.30 13.06 13.32 13.10 13.27 13.64
13.58 13.87 13.53 13.41 13.25 13.50 13.58 13.51 13.77 13.40
END OF DATA
INPUT VARIABLE IS SALES.
200.1 199.5 199.4 198.9 199.0 200.2 198.6 200.0 200.3 201.2
201.6 201.5 201.5 203.5 204.9 207.1 210.5 210.5 209.8 208.8
209.5 213.2 213.7 215.1 218.7 219.8 220.5 223.8 222.8 223.8
221.7 222.3 220.8 219.4 220.1 220.6 218.9 217.8 217.7 215.0
215.3 215.9 216.7 216.7 217.7 218.7 222.9 224.9 222.2 220.7
220.0 218.7 217.0 215.9 215.8 214.1 212.3 213.9 214.6 213.6
212.1 211.4 213.1 212.9 213.3 211.5 212.3 213.0 211.0 210.7
210.1 211.4 210.0 209.7 208.8 208.8 208.8 210.6 211.9 212.8
212.5 214.8 215.3 217.5 218.8 220.7 222.2 226.7 228.4 233.2
235.7 237.1 240.6 243.8 245.3 246.0 246.3 247.7 247.6 247.8
249.4 249.0 249.9 250.5 251.5 249.0 247.6 248.8 250.4 250.7
253.0 253.7 255.0 256.2 256.0 257.4 260.4 260.0 261.3 260.4
261.6 260.8 259.8 259.0 258.9 257.4 257.7 257.9 257.4 257.3
257.6 258.9 257.8 257.7 257.2 257.5 256.8 257.5 257.0 257.6
257.3 257.5 259.6 261.1 262.9 263.3 262.8 261.8 262.2 262.7
END OF DATA
CALL ANALYSIS
RETURN
==ANALYSIS
GRAPH LINDCTR,SALES. TYPE TPLOT.
IDEN SALES. DFOR 1. SPAN 1,126.
EACF SALES. DFOR 1. SPAN 1,126.
TSMODEL ARIMAY. MODEL IS (1-PHI*B)SALES((1-B))= @
(1-THETA*B)NOISE.
ESTIM ARIMAY. HOLD RESI(RY1). METHOD EXACT. SPAN 1,126.
ACF RY1. MAXLAG 24.
FORECAST ARIMAY. ORIGINS 126 TO 149. NOF 2.
TSMODEL LTFMDL. MODEL IS @
SALES=CNST+(0 TO 10;V0 TO V10)LINDCTR+1/(1-PH1*B)NOISE.
ESTIM LTFMDL. HOLD RESI(RYX),DIST(NS). SPAN 1,126.
TSMODEL LTFMDL1. MODEL IS @
SALES(1)=CNST+(0 TO 10;V0 TO V10)LINDCTR(1)+1/(1-PH1*B)NOISE.
ESTI LTFMDL1. HOLD RESI(R), DIST(NT). OUTPUT LEVEL(BRIEF).
IDEN NT. MAXLAG 24.
EACF NT.
JOIN NEW-VAR IS ABC. OLD-VAR V0 TO V10.
CORNER ABC.
TSMODEL TFMDL2. MODEL IS SALES(1)=CNST+ @
(W3*B**3)/(1-D1*B)LINDCTR(1)+(1-THETA1*B)NOISE.
ESTIM TFMDL2. METHOD EXACT. HOLD RESI(RYX1). SPAN 1,126.
ACF RYX1. MAXLAG 24.
RETURN
END
(4)
==ALLMACRO
INPUT VARIABLE IS OSI.
112.7 115.0 121.4 118.4 122.7 128.8 135.7 148.5 165.4 178.5
187.3 195.9 205.2 191.5 183.0 184.5 181.1 173.7 185.4 201.8
198.0 168.0 161.6 170.2 184.5 211.0 218.3 231.7 247.4 301.9
323.8 314.1 321.0 312.9 323.7 349.3 310.4 295.8 301.2 285.8
271.7 283.6 295.7 309.3 295.7 342.0 335.1 344.4 360.9 346.5
340.6 340.3 323.3 345.6 349.3 359.7 320.0 299.9 318.5 343.1
360.8 397.8
END OF DATA
INPUT VARIABLE IS CARPD.
105761 121874 126260 145248 160370 163648 178195 187197
195916 199253 227616 215363 231728 231767 211211 185200
152404 156163 151567 213683 244543 253111 266580 253543
261675 249407 246248 293062 285809 366265 374241 375764
354411 249527 206165 258410 279342 264824 312983 300932
323424 312780 363336 378275 414457 459158 460397 462279
434255 475890 439365 431666 399160 449564 437555 426616
399254 334587 367997 393808 375968 381692
END OF DATA
INPUT VARIABLE IS CPI.
96.21 93.74 91.37 86.31 84.98 86.46 90.04 94.74 92.43 92.41
91.65 89.38 91.05 89.89 90.16 86.78 88.45 90.69 86.03 84.85
84.07 81.96 80.03 79.80 80.19 80.13 80.42 82.67 82.78 82.61
82.47 81.86 79.70 77.89 77.61 78.90 79.72 78.08 77.54 76.99
76.25 78.13 80.38 81.78 82.81 84.99 86.31 85.95 90.73 92.42
87.18 85.20 85.44 87.85 89.95 90.20 88.89 83.25 81.21 79.70
78.70 81.50
END OF DATA
CALL ANALYSIS
RETURN
==ANALYSIS
GRAPH OSI,CARPD,CPI. TYPE TPLOT.
MIDEN VARI OSI,CARPD,CPI.DESC.ARFIT ARE 1,2,3,4,5. @
RCCMS ARE 1,2. STANDARDIZED.
ECCM VARI OSI,CARPD,CPI.
SCAN VARI OSI,CARPD,CPI.
MTSM CGKMDL. MODEL (1-P1*B)SERIES = C1+(1-T1*B)NOISE. @
SERIES OSI,CARPD,CPI. CONSTRAINT P1(CP1),T1(CT1).
MEST MODEL CGKMDL. OUTPUT LEVEL(BRIEF). STOP MAXIT(25).
T1(3,3)=-0.4
MEST MODEL CGKMDL. METHOD EXACT. HOLD RESI(R1,R2,R3). @
OUTPUT LEVEL(BRIEF). STOP LIKELI(0.0001), MAXIT(25).
RETRUN
END
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