怎样输出GM模型的5期预测值？

shiyiming · 发表于 2009-4-5 13:00:22

用宏拟合了GM模型，但不知道怎样输出预测值？麻烦大侠们帮我看下。[code:1zh9w8ij]/*生成SAS数据集*/
DATA m1;
input t date yymmdd10. xt;
format date yymmdd10.;
cards;
1 08-1-2    12101.23
2 08-1-3    12161.97
3 08-1-4    12294.74
4 08-1-7    12443.3
5 08-1-8    12409.5
6 08-1-9    12572.01
7 08-1-10    12672.05
8 08-1-11    12763.87
9 08-1-14    12827.77
10 08-1-15    12725.45
11 08-1-16    12307.52
12 08-1-17    12001.02
13 08-1-18    12090.51
14 08-1-21    11494.62
15 08-1-22    10606.5
16 08-1-23    11065.42
17 08-1-24    11148.24
18 08-1-25    11278.31
19 08-1-28    10497.91
20 08-1-29    10571.32
21 08-1-30    10410.82
22 08-1-31    10217.95
23 08-2-1    10116.5
24 08-2-4    10962.1
25 08-2-5    10894.75
26 08-2-13    10643.06
27 08-2-14    10785.04
28 08-2-15    10620.56
29 08-2-18    10820.09
30 08-2-19    11060.78
31 08-2-20    10802.81
32 08-2-21    10705.48
33 08-2-22    10298.35
34 08-2-25    9904.2
35 08-2-26    9947.34
36 08-2-27    10217.56
37 08-2-28    10168.41
38 08-2-29    10289.48
39 08-3-3    10545.56
40 08-3-4    10263.12
41 08-3-5    10175.53
42 08-3-6    10327.68
43 08-3-7    10174.38
44 08-3-10    9772.72
45 08-3-11    9819.12
46 08-3-12    9520.53
47 08-3-13    9296.29
48 08-3-14    9210.44
49 08-3-17    8808.08
50 08-3-18    8388.16
51 08-3-19    8645.95
52 08-3-20    8876.48
53 08-3-21    8934.97
54 08-3-24    8535.68
55 08-3-25    8613.35
56 08-3-26    8627.52
57 08-3-27    8224.97
58 08-3-28    8623.91
59 08-3-31    8343.01
60 08-4-1    7933.71
61 08-4-2    7904.35
62 08-4-3    8133.48
63 08-4-7    8533.58
64 08-4-8    8619.58
65 08-4-9    8129.06
66 08-4-10 8279.21
67  08-4-11    8358.4
68 08-4-14    7828.92
69 08-4-15    7951.49
70 08-4-16    7763.93
71 08-4-17    7544.09
72 08-4-18    7289.39
73 08-4-21    7325.08
74 08-4-22    7400.93
75 08-4-23    7747.46
76 08-4-24    8467.25
77 08-4-25    8492.51
78 08-4-28    8334.33
79 08-4-29    8456.45
80 08-4-30    8875.78
81 08-5-5    9068.94
82 08-5-6    8987.21
83 08-5-7    8568.5
84 08-5-8    8789.03
85 08-5-9    8662.37
86 08-5-12    8713.7
87 08-5-13    8558.25
88 08-5-14    8827.55
89 08-5-15    8763.06
90 08-5-16    8747.51
91 08-5-19    8689.6
92 08-5-20    8253.75
93 08-5-21    8417.25
94 08-5-22    8275.93
95 08-5-23    8228.21
96 08-5-26    7958.95
97 08-5-27    7982.63
98 08-5-28    8219.79
99 08-5-29    8008.6
100 08-5-30    8090.97
101 08-6-2    8140.65
102 08-6-3    8122.56
103 08-6-4    7933.69
104 08-6-5    7862.69
105 08-6-6    7810.3
106 08-6-10    7172.48
107 08-6-11    7056.84
108 08-6-12    6912.56
109 08-6-13    6680.43
110 08-6-16    6633.13
111 08-6-17    6412.87
112 08-6-18    6740.79
113 08-6-19    6246.98
114 08-6-20    6432.9
115 08-6-23    6293.03
116 08-6-24    6416.97
117 08-6-25    6668.31
118 08-6-26    6682.29
119 08-6-27    6328.31
120 08-6-30 6265.44
121 08-7-1    6035.94
122 08-7-2    6026.61
123 08-7-3    6156.15
124 08-7-4    6120.31
125 08-7-7    6440.12
126 08-7-8    6472.18
127 08-7-9    6723.66
128 08-7-10 6630.51
129 08-7-11    6598.97
130 08-7-14    6652.92
131 08-7-15    6366.68
132 08-7-16    6130.91
133 08-7-17    6065.27
134 08-7-18    6301.28
135 08-7-21    6517.24
136 08-7-22    6497.13
137 08-7-23    6467.79
138 08-7-24    6697.24
139 08-7-25    6603.11
140 08-7-28    6650.35
141 08-7-29    6516.82
142 08-7-30    6472.63
143 08-7-31    6297.42
144 08-8-1    6398.81
145 08-8-4    6247.3
146 08-8-5    6111.41
147 08-8-6    6171.56
148 08-8-7    6167.91
149 08-8-8    5879.82
150 08-8-11    5591.2
151 08-8-12 5545.63
152 08-8-13    5529.36
153 08-8-14    5518.51
154 08-8-15    5539.98
155 08-8-18    5233.19
156 08-8-19    5312.38
157 08-8-20    5738.69
158 08-8-21    5535.57
159 08-8-22    5450.22
160 08-8-25    5450.58
161 08-8-26    5298.15
162 08-8-27    5295.99
163 08-8-28    5334.27
164 08-8-29    5451.21
165 08-9-1    5264.88
166 08-9-2    5211.94
167 08-9-3    5124.19
168 08-9-4    5128.96
169 08-9-5    4975.22
170 08-9-8    4863.54
171 08-9-9    4894.88
172 08-9-10    4901.46
173 08-9-11    4727.49
174 08-9-12    4731.96
175 08-9-16    4510.88
176 08-9-17    4322.88
177 08-9-18    4248.5
178 08-9-19    4646.22
179 08-9-22    4984.85
180 08-9-23    4816.94
181 08-9-24    4854.43
182 08-9-25    5048.27
183 08-9-26    5071.19
184 08-10-6    4804.42
185 08-10-7    4734.8
186 08-10-8    4540.18
187 08-10-9    4490.85
188 08-10-10 4306.35
189 08-10-13 4514.39
190 08-10-14 4383.31
191 08-10-15 4337.16
192 08-10-16 4115.79
193 08-10-17 4143.58
194 08-10-20 4290.05
195 08-10-21 4249.36
196 08-10-22 4131.8
197 08-10-23 4121.67
198 08-10-24 3994.78
199 08-10-27 3705.63
200 08-10-28 3833.8
201 08-10-29 3714.94
202 08-10-30 3821.43
203 08-10-31 3742.45
204 08-11-3    3722.74
205 08-11-4    3679.67
206 08-11-5    3828.38
207 08-11-6    3727.33
208 08-11-7    3804.78
209 08-11-10 4091.59
210 08-11-11 4029.61
211 08-11-12 4076.25
212 08-11-13 4234.33
213 08-11-14 4374.4
214 08-11-17 4468.28
215 08-11-18 4138.55
216 08-11-19 4389.31
217 08-11-20 4325.36
218 08-11-21 4291.32
219 08-11-24 4102.83
220 08-11-25 4094.5
221 08-11-26 4111.9
222 08-11-27 4163.97
223 08-11-28 4054.33
224 08-12-1    4125.61
225 08-12-2    4128.16
226 08-12-3    4317.54
227 08-12-4    4395.66
228 08-12-5    4457.47
229 08-12-8    4646.5
230 08-12-9    4521.84
231 08-12-10 4660.75
232 08-12-11 4544.27
233 08-12-12 4346.99
234 08-12-15 4384.92
235 08-12-16 4410.96
236 08-12-17 4418.88
237 08-12-18 4525.93
238 08-12-19 4536.77
239 08-12-22 4460.54
240 08-12-23 4245.04
241 08-12-24 4174.6
242 08-12-25 4140.54
243 08-12-26 4133.8
244 08-12-29 4123.94
245 08-12-30 4078.17
246 08-12-31 4048
247 09-1-5    4206.13
248 09-1-6    4343.84
249 09-1-7    4320.3
250 09-1-8    4215.87
251 09-1-9    4280.92
252 09-1-12    4284.45
253 09-1-13    4189.17
254 09-1-14    4369.67
255 09-1-15 4368.18
256 09-1-16    4454.61
257 09-1-19    4511.93
258 09-1-20    4540.79
259 09-1-21    4535.7
260 09-1-22    4581.08
261 09-1-23    4553.42
262 09-2-2    4605.11
263 09-2-3    4716.89
264 09-2-4    4847.64
265 09-2-5    4819.5
266 09-2-6    5004.91
267 09-2-9    5119.08
268 09-2-10    5167.51
269 09-2-11    5178.89
270 09-2-12    5132.5
271 09-2-13    5307.01
272 09-2-16    5463.06
273 09-2-17    5300.17
274 09-2-18 5052.96
275 09-2-19    5087.17
276 09-2-20    5173.77
277 09-2-23    5306.16
278 09-2-24    5047.37
279 09-2-25    5077.54
280 09-2-26    4842.08
281 09-2-27    4750.61
;
proc print;
run;
/*原始序列的描述统计以及正态性检验*/
proc univariate data=m1 normal;
var xt;
run;
/*原始序列的趋势图*/
proc gplot data=m1;
symbol i=join v=none;
plot xt*t;
run;
/*原始序列的直方图*/
proc gchart data=m1;
vbar xt;
run;
/*Estimate GM(1,1)model*/
%macro GM;
%do NP=1 %to 281;
%let ff1="a&NP..sd2";
%let fd1=a&NP;
%let ff2="b&NP..sd2";
%let fd2=b&NP;
%let ff3="c&NP..sd2";
%let fd3=c&NP;
%let ff4="d&NP..sd2";
%let fd4=d&NP;
%let ff5="e&NP..sd2";
%let fd5=e&NP;
  data &fd1;
  set m1;
  if &NP<=t<=(&NP+4);
  persid=&NP;
  yt+xt;
  Index=1;
  zt=-(yt+LAG(yt))/2;
  proc iml;
  use &fd1;
  read all VAR{zt index}into B where(zt^=.);
  read all VAR{xt} into Yn where(zt^=.);
  ahat=INV(t(B)*B)*t(B)*Yn;
  ahatt=t(ahat);
  na={a u};
  create &fd2 from ahatt[COLNAME=na];
  append from ahatt;
  quit;
  data &fd3;
  set &fd2;
  index=1;
  data &fd4;
  set &fd1;
  if t=&NP;
  xt0=xt;
  keep xt0 index;
  data &fd5;
  merge &fd1 &fd3 &fd4;
  by index;
  IF t=&NP THEN xp=xt;
  ELSE DO
  yt1=(xt0-u/a)*EXP(-a*(t-&NP+1-1))+u/a;
  yt0=(xt0-u/a)*EXP(-a*(t-&NP+1-2))+u/a;
  xp=yt1-yt0;
  end;
et=xp-xt;
  drop yt index zt yt1 yt0 xt0;
  run;
  %let ff6="f&NP..sd2";
  %let fd6=f&NP;
  data &fd6;
  set &fd5;
  if t=&NP+4;
%end;

%let setstm=SET;
%do NP=1 %to 281;
%let setstm=&setstm f&NP;
%end;
%put setstm;
data n;
  &setstm;
Data n1;
Update n e1;
By t;
et2=et*et;
proc print n;
sum et2;
run;

%mend GM;
%GM;[/code:1zh9w8ij]

shiyiming · 发表于 2009-4-7 00:30:04

这个问题到现在我都还没找到答案，麻烦各位大侠指点一二

shiyiming · 发表于 2009-4-7 08:40:34

你要输出的是什么？

shiyiming · 发表于 2009-4-7 16:31:07

我要输出的是预测值，就是282，283....后边这些我用了281个数据，想得出未来的趋势数据

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怎样输出GM模型的5期预测值？

怎样输出GM模型的5期预测值？

Re: 怎样输出GM模型的5期预测值？

Re: 怎样输出GM模型的5期预测值？

Re: 怎样输出GM模型的5期预测值？