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标题: 实例：X11过程进行离群值诊断和剔除 [打印本页]

作者: shiyiming 时间: 2003-9-29 20:34
标题: 实例：X11过程进行离群值诊断和剔除
/****************************************************************/
  /*       SAS SAMPLE LIBRARY                               */
  /*                                                             */
  /* NAME: x11ex3                                           */
  /* TITLE: X11: Outlier Detection and Removal                */
  /* PRODUCT: ETS                                              */
  /*  SYSTEM: ALL                                              */
  /* KEYS: time series analysis, seasonal adjustment,       */
  /* PROCS: X11                                              */
  /* DATA:                                                    */
  /*                                                             */
  /*    REF:                                                    */
  /* MISC:                                                    */
  /*                                                             */
  /****************************************************************/

  /* Example 19.3 Outlier Detection and Removal */
  /* Chapter 19 page 937 */

data a;
retain seed 99831;
do kk = 1 to 48;
   x = kk + 100 + rannor( seed );
   date = intnx( 'month', '01jan70'd, kk-1 );
   if kk = 20 then x = 2 * x;
   else if kk = 30 then x = x / 10;
   output;
   end;
run;

proc x11 data=a;
monthly date=date additive
         fullweight=3.0 zeroweight=3.5;
var x;
table d9;
output out=b b1=original e1=e1;
run;

symbol1 i=join v=plus;
symbol2 i=join v=diamond;
legend1 label=none value=('unmodified' 'modified');

proc gplot data= b;
plot original * date = 1 e1 * date = 2 / overlay legend=legend1;
format date monyy.;
run;

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