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1、第8章时间序列分析与预测全部表格和图形（按书稿中顺序）:表8.119782012年中国国内生产总值（GDP）及人口数据年份国内生产总值（亿元）国内生产总值年增长率年末人口（万人）年平均人口（万人）人均GDP（元）(1)(2)(3)(4)(5)19783645.2211.79625995617381.2319794062.587.69754296901419.2519804545.627.89870598124463.2519814891.565.210007299389492.1619825323.359.1101654100863527.7819835962.6510.91030081023
2、31582.6819847208.0515.2104357103683695.2019859016.0413.5105851105104857.82198610275.188.8107507106679963.19198712058.6211.61093001084041112.38198815042.8211.31110261101631365.51198916992.324.11127041118651519.00199018667.823.81143331135191644.00199121781.59.21158231150781892.76199226923.4814.2117171
3、1164972311.09199335333.9214.01185171178442998.36199448197.8613.11198501191844044.00199560793.7310.91211211204865045.73199671176.5910.01223891217555845.89199778973.039.31236261230086420.18199884402.287.81247611241946796.03199989677.057.61257861252747158.50200099214.558.41267431262657857.682001109655.
4、178.31276271271858621.712002120332.699.11284531280409398.052003135822.7610.012922712884010541.972004159878.3410.112998812960812335.582005184937.3711.313075613037214185.362006216314.4312.713144813110216499.702007265810.3114.213212913178920169.462008314045.439.613280213246623707.712009340902.819.21334
5、5013312625607.532010401512.8010.413409113377130015.052011473104.059.313473513441335197.792012519470.107.713540413507038459.47注：其中“国内生产总值”按当年价格计算，“国内生产总值年增长率”按可比价格计算。资料来源：国家统计局数据库o0000。图8.2中国的国内生产总值变动图200197019801990200020102020图8.3中国国内生产总值年增长率变动图表8.219902012年中国人均国内生产总值（GDP）及增长数据年份人均GDP阮）逐期增长量（元）环比发展
6、速度%环比增长速度%定基发展速度定基增长速度%19901644.0019911892.76248.76115.1315.13115.1315.1319922311.09418.33122.1022.10140.5840.5819932998.36687.27129.7429.74182.3882.3819944044.001045.64134.8734.87245.99145.9919955045.731001.73124.7724.77306.92206.9219965845.89800.16115.8615.86355.59255.5919976420.18574.29109.829.82
7、390.52290.5219986796.03375.85105.855.85413.38313.3819997158.50362.47105.335.33435.43335.4320007857.68699.18109.779.77477.96377.9620018621.71764.03109.729.72524.43424.4320029398.05776.34109.009.00571.66471.66200310541.971143.92112.1712.17641.24541.24200412335.581793.61117.0117.01750.34650.34200514185
8、.361849.78115.0015.00862.86762.86200616499.702314.34116.3116.311003.63903.63200720169.463669.76122.2422.241226.851126.85200823707.713538.25117.5417.541442.071342.07200925607.531899.82108.018.011557.641457.64201030015.054407.52117.2117.211825.731725.73201135197.795182.74117.2717.272140.982040.9820123
9、8459.473261.68109.279.272339.382239.38资料来源：国家统计局数据库o图8.4包含四种因素的时间序列图形（八）线性长期趋势的图形(b)非线性长期趋势的图形图8.5长期趋势的图形图8.6季节变动的图形表8.3国家财政收入季度数据及移动平均数据（单位：亿元）年份季度国家财政收入（亿元）三次移动平均五次移动平均指标值逐期增氏指标值逐期增长2009一季度14642.0二季度19324.217169.7三季度17542.817955.5785.817627.10四季度16999.418056.4101.019443.261816.162010一季度19627.12011
10、6.42060.019516.3873.12二季度23722.821013.2896.820016.02499.64三季度19689.821151.2138.021841301825.28四季度20041.021952.2801.024065.922224.622011一季度26125.825639.03686.824278.88212.96二季度30750.227221.21582.224756.24477.36三季度24787.625871.5-1349.726743301987.06四季度22076.625613.5-258.028281.961538.662012一季度29976.32
11、8624.03010.527490.54-791.42二季度33819.130196.21572.227857.34366.8三季度26793.129077.9-1118.2四季度26621.6资料来源：国家统计局数据库.WWW。季度数据由月度数据汇总形成.表8.4国家财政收入季度数据四次移动平均计算表（单位：亿元）年份季度国家财政收入（亿元）四次移动平均移正平均逐期增长200914642.017127.10二19324.2三17542.817750.24四16999.418373.4819473.0320009.8820770.2822394.9524151.7025426.2525935.
12、1526897.7827664.9028166.3829302.5318923.201172.962010-19627.119741.40818.20二23722.820389.98648.57三19689.821582.511192.54四20041.023273.281690.76201126125.824788.931515.65二30750.225680.60891.67三24787.626416.36735.76四22076.627281.29864.922012一29976.327915.59634.30二33819.128734.40818.81三26793.1四26621.6图
13、8.8Excel四次移动平均对话框ABC_DE年份季受国家财诙收入（亿元）四次移动平均移正年均22009年一季度14642Tl二季度19324.24三季度17542.85四季度16999.4F17127.16112010年一季度19627.1F18373.37517750.23757二季度23722.8F19473.02518923.28三季度19689.820009.77519741.49四季度20041F20770.17520389.975102011年一季度26125.8F22394.8521582.512511二季度30750.2F24151.723273.27512三季度24787.
14、6F25426.1524788.92513四季度22076.6F25935.0525680.6142012年一季度29976.3F26897.67526416.362515二季度33819.1F27664.927281.287516三季度26793.1F28166.27527915.587517四季度26621.6F29302.52528734.4图8.9ExceI四次移动平均输出结果表8.5国家财政收入季度数据平滑值计算结果（单位：亿元）年份季度国豕财政收入社会消费品零售总额平滑值a=0.1a=0.3a=0.72009一季度14642.0二季度19324.214642.014642.0146
15、42.0三季度17542.815110.216046.717919.5四季度16999.415353.516495.517655.82010一季度19627.115518.116646.717196.3二季度23722.815929.017540.818897.9三季度19689.816708.419395.422275.3四季度20041.017006.519483.720465.52011一季度26125.817310.019650.920168.3二季度30750.218191.521593.424338.6三季度24787.619447.424340.428826.7四季度22076.
16、619981.424474.625999.32012一季度29976.320190.923755.223253.4二季度33819.121169.525621.527959.4三季度26793.122434.428080.832061.2四季度26621.622870327694.528373.5国看财政收A（亿元）lrO9-l-,07l*a*0.3图8.10不同平滑系数对序列修匀作用的比较400000-B京时政收Z亿元）总台值图8.12实际观测值与模型拟合值的图形表8.6某企业某种产品销售及有关数据单位：万件时年份间季度序号t销售量yr第t年一季度-592825二季度-4284516三季度-
17、332389四季度-249424第t+1年一季度-145551二季度062780三季度164851四季度268524第t+2年一季度368499二季度4731716三季度5702325AC1.DEFGHJJK时间(年9)号tt2俯售量ySOOIKRYOUTptTt/1-525928t.a-4162845回归统计t/3393238MultipleR0.8566t/4244942RSquare0.971525t+1/1-114S5SAdjustedRScO.9M406t+V2006278标准误差396.6131t*l,31164855EJfflUt+1/4246852t+2i396849方要分析t
18、224167317dfSSMSFmifUneeFt+2)35257023叵归分析24293511821467559136.47357026.57E-07域按81258416157302总计1044193634Coffiden标准误差tStAtP-value1.wer95WPPer5Intercept5941.&8180.648132.890367.网33E-IOS525.0056S58.15(XVariable1590.418237.8155815.61312.82362E-07503.2153677.621：XVariable2-73.139913.54015V.40170.00064470
19、6-104.363-41.916：35121314151678图8.13抛物线型趋势的估计图8.14抛物线拟合曲线的图形表8.720002012年中国货币和准货币(M2)供应量时间序号t年份货币和准货币(M2)供应量(亿元)yl环比增长V=lg(y)12000134,610.305.129122001158,301.9017.605.199532002185,006.9716.875.267242003221,222.8019.585.344852004254J()7.(X)14.865.405062005298,755.7017.575.475372006345,603.5915.685.5
20、38682007403,442.2116.745.605892008475J66.6017.785.6768102009606,225.0127.585.7826112010725,851.8019.735.8608122011851,590.9017.325.9302132012974,159.4614.395.9886资料来源：国家统计局数据库o一,吊供W文斥线性期台值T1.指数金/XJ令2图&15货币供应量指数曲线趋势与线性趋势的比较表8.8中国民航旅客周转量（单位:亿人公里）分年广s123456789IO11122009年266.3253.1264.3272.9266.9254.330
21、1.4324.4281.1314.8290.5286.42010年302.1313.8329.1320.9320.4326.4379.1390.2342.2365.3316.1328.82011年357.5341.6349.6368.2363.7356.3411.5420.6386.5404.8371.7368.92012年412.3374.4393.6404.8392.7395.4466.6477.9430.7438.7409.2414.9同月合计1338.21282.91336.61366.81343.71332.41558.61613.11440.51523.61387.51399.0同
22、月平均334.6320.7334.2341.7335.9333.1389.7403.3360.1380.9346.9349.8季节指数0.94890.90970.94780.96920.95280.94481.10521.14381.02151.08040.98390.9920资料来源：国家统计局数据库.WWW注:各月平均值为352.56。图8.16民航旅客周转量季节指数变动图形表89中国民航旅客周转量季节比率计算表单位:亿人公里J份年份1234567891011122客运周转量Y266.3253.1264.3272.9266.9254.3301.4324.4281.1314.8290.528
23、6.4移动平均M281.4284.4289.4294.8298.8303.30Y/M9一一1.071.140.971.070.970.942客运周转量Y302.1313.8329.1320.9320.4326.4379.1390.2342.2365.3316.1328.8移动平均M309.3315.8321.2326.3330.5332.7336.2340.8343.1344.8348.8352.4,Y/M00.980.991.020.980.970.981.131.141.001.060.910.932客运周转量丫357.5341.6349.6368.2363.7356.3411.5420.
24、6386.5404.8371.7368.9移动平均M354.9357.6360.1363.8367.1371.7375.1379.6382.4386.0389.1391.5,Y/M11.010.960.971.010.990.961.101.111.011.050.960.942客运周转量丫412.3374.4393.6404.8392.7395.4466.6477.9430.7438.7409.2414.9移动平均M394.8399.4404.1407.8410.6413.81Y/M21.040.940.970.990.960.96一同月YZM合计3.032.892.962.982.922.
25、903.303.392.983.182.842.81同月Y/M平均1.010.960.990.990.970.971.101.130.991.060.950.94季节比率100.5095.8598.1898.8496.8596.19109.45112.4498.84105.4794.2093.20资料来源:“民航旅客周转量”数据来自国家统计局数据库.国家数据IMOo1000080.0060.0040.0020.00OOO图8.17季节比率图形表8.102012年中国民航旅客周转量消除季节变动计算表单位：万元月份123456789101112原序列Y412.3374.4393.6404.8392
26、.7395.4466.6477.9430.7438.7409.2414.9季节指数100.5095.8598.1898.8496.8596.16109.45112.4498.84105.4794.2093.50消除季节变动的序列410.5391.1399.7408.5406.0411.8426.9424.6435.9416.5435.4443.7600-Y原序列-e-清除季节变劭序列图8.18季节调整前后的2012年中国民航旅客周转量表8.11年距发展速度与年距增长速度计算单位：万元年份季度房间空气调节器销售量（万台）年距发展年距增长2000一季度284.0二季度623.9三季度476.3四季
27、度392.22001一季度463.91.63350.6335二季度903.51.44810.4481三季度541.41.13670.1367四季度358.40.9138-0.08622002季度615.71.32720.3272二季度1296.21.43460.4346三季度689.61.27370.2737四季度500.31.39590.39592003一季度985.31.60030.6003二季度1760.01.35780.3578三季度928.11.34590.3459四季度1095.42.18951.18952004一季度1450.31.47190.4719二季度2463.51.399
28、70.3997三季度1696.31.82770.8277四季度1395.51.27400.27402005一季度1741.31.20060.2006二季度2923.51.18670.1867三季度1257.70.7414-0.2586四季度1511.71.08330.08332006一季度1929.81.10830.1083二季度2871.90.9823-0.0177三季度1562.91.24270.2427四季度1522.81.00730.00732007一季度2060.11.06750.0675二季度3360.51.17010.1701三季度1962.51.25570.2557四季度143
29、3.60.9414-0.05862008一季度2285.61.10950.1095二季度3235.50.9628-0.0372三季度1843.60.9394-0.0606四季度1152.50.8039-0.19612009一季度1740.40.7615-0.2385二季度2864.70.8854-0.1146三季度2026.11.09900.0990四季度1439.11.24870.24872010一季度2264.71.30130.3013二季度3711.91.29570.2957三季度2626.91.29650.2965四季度2303.01.60030.60032011一季度3594.61.
30、58720.5872二季度4770.51.28520.2852三季度3002.51.14300.1430四季度2420.41.05100.05102012一季度3312.40.9215-0.0785二季度4473.80.9378-0.0622三季度2795.20.9310-0.0690四季度2653.61.09630.0963资料来源：国家统计局数据库.国家数据。房间空气调节器销售量”季度数据根据当年各季度累计数计算而得。循环变动值计算表（单位：万元）图8.19年距发展速度与年距增长速度循环波动图形年份季度房间空气调节器销季节指数S消除季节变动的序列趋势方程拟合值T循环和不规则变动移动平均后的
31、循环变动8.12售量YT.C.IC.IC(1)(2)(3)=(1)/(2)(4)(5)=(3)/(4)(6)2000-284.00.9267306.46409.560.748276二623.91.4364434.35467.080.9299160.9022三476.30.8829539.47524.611.0283310.9506四392.20.7539520.23582.130.8936560.90152001-463.90.9267500.59639.660.7825940.8595二903.51.4364629.00697.180.9022050.8324三541.40.8829613.
32、21754.710.8125070.7667四358.40.7539475.39812.230.5852930.72062002615.70.9267664.40869.760.763890.7741二1296.21.4364902.39927.280.9731590.8434三689.60.8829781.06984.810.7931110.8010四500.30.7539663.621042.330.6366640.79882003-985.30.92671063.241099.860.9667020.8873二1760.01.43641225.291157.381.0586690.963
33、5三928.10.88291051.191214.910.8652461.0219四1095.40.75391452.981272.431.1418891.061320041450.30.92671565.021329.961.1767411.1849二2463.51.43641715.051387.481.2360881.2475三1696.30.88291921.281445.011.32961.2659四1395.50.75391851.041502.531.2319481.25532005一1741.30.92671879.031560.()61.2044641.2315二2923.5
34、1.43642035.301617.581.2582341.1044三1257.70.88291424.511675.110.8503991.0886四1511.70.75392005.171732.631.1572991.05702006.1929.80.92672082.441790.161.1632741.1342二2871.91.43641999.371847.681.0820981.0582三1562.90.88291770.191905.210.9291321.0135四1522.80.75392019.901962.731.0291251.019520072060.10.9267
35、2223.052020.261.100381.0852二3360.51.43642339.532077.781.1259751.0891三1962.50.88292222.792135.311.0409691.0114四1433.60.75391901.582192.830.867181.001420082285.60.92672466.392250.361.0959980.9797二3235.51.43642252.512307.880.976(X)60.9849三1843.60.88292088.122365.410.8827740.8299四1152.50.75391528.722422.930.6309370.75702009-1740.40.92671
