- , - . , , , .
, ( ), ( ), , . , , , . , , . , y1 , ( ) . , , (), (, ). yt yt- 1, .
( ):
, (2.1)
yt t; yt-1 t-1; Dt .
, , D (2.1) , , :
, (2.2)
yn ; 1 .
, . , .
( ) - , . , () , () .
:
, (2.3)
.
, (2.4)
; yconst .
, (2.5)
.
100 (). , 100, , () . . .
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. :
, (2.6)
.
:
, (2.7)
, , , (), 100%, , , () .
: . , 100% ( ), , .. .
STATISTICA. .
Statistics Advanced Linear/Nonlinear Models Time Series/Forecasting (. 2.19).
. 2.19. Time Series/Forecasting
, , (. 2.20). Variables (. 2.21).
. 2.20. Time Series/Forecasting
. 2.21. Time Series/Forecasting
:
1. , . (Cancel, Options). Variables (transformations, autocorrelations, crosscorrelations, plots).
2. ( ) . Quick , , Missing Data .
, L Lock, , . , , , , .
. , . Delete highlighted variable ( ). , ( Save variables).
: , yt,, , yt-1, .. ., , (transformations, autocorrelations, crosscorrelations, plots), Transformations f Variables. Shift Shift (Lag) Series Forward 1, , () (. 2.22).
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(Transform Selected Series).
. 2.22. Shift Transformations of Variables
, (. 2.23), .
. 2.23.
, , . .
Variables (t+1) (. 2.24).
. 2.24. Transformations of Variables
Save variables . . _1 , (. 2.25.)
Add to Workbook (Ivanov) (. 2.26.).
, (. 2.27.)
. 2.25.
. 2.26.
. 2.27.
, , (. 2.28) (. 2.29). , , . Case Management/Delete ases (. 2.30), , : (From Case) (To Case) (. 2.31).
. 2.28.
. 2.29.
. 2.30.
. 2.31.
, . :
- (APRc) (APRb);
- (TRc) (TRb);
- (TPRc) (TPRb).
, , . , , ( ), . , , , . .
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, .
. (. 2.32), (Add variables) (Add cases). 6 . (. 2.33).
. 2.32.
. 2.33.
. Name (APRc), (, Display Format Number). , Decimal places ( ); , , ( 2). Percentage, ,
, , , Long Name (Label Or Formula With Functions).
, , Windows -. . , Function .
.
: v c , , . .
=v1-v2, v1 , v2 , .
>>, Cancel . . , - , (. 2.34). , , . .
. 2.34.
. , (. 2.35).
. 2.35.
. , ( 2.2). ( Regular), (. 2.36, 2.37).
. 2.36.
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. 2.37.
(. 2.38, 2.39).
. 2.38.
. 2.39.
, . , .