1
3
4
5 n Y Y n t t t = 1 ˆ) ( n Y Y n t t t = 1 ˆ n Y Y Y n t t t t = 1 ˆ
6 n Y Y n t t t = 1 ˆ) ( n Y Y Y n t t t t = 1 ˆ) ( t Y t Yˆ n
Y t = φ 0 + φ1yt 1 + φyt +... + φ pyt p + εt Y t Y t n φ n ε n Yt = θ 0 θ1ε t 1 θ ε t... θ pε t p + ε t Y t = ε t n = θ n ε t = Y t = φ + φ Y + φ Y +... + φ Y + ε θ ε θ ε... θ ε 0 1 t 1 t p t p t 1 t 1 t p t p n ( Y t t= 1+ k k = n r t= 1+ k Y)( Y ( Y t t k Y) Y ) Y t Y t k Y Y Y Y t = φ 01 + φ11yt 1 t = φ 0 + φ1yt 1 + φyt t = φ 03 + φ13yt 1 + φ3yt + φ33yt 3 Μ t = φ... φ 0 k + φ1 kyt 1 + φ kyt + φ3kyt 3 + + kkyt k 7
Y t Y t k φ kk -1 [1] φ φ φ1 φ φ1 φ φ1 φ φ1 φ θ θ θ1 θ θ1 θ θ1 θ θ1 θ 1 1 1 1 Min = Y t Yˆ) ( t 8
Y j = f ( W X ij i θ ) j i Y j Xi f Wij θ j 9
A ik = f ( X ) = 1 k i X i mk 1+ exp( ) d k Xi A ik m k k d 1 B jk = gk ( Yj ) = Yj uk 1+ exp( ) sk Y j B jk uk sk m1, m, m3, m4, m5 =, 3 1 1,0,, 3 3 3 10
11 3 1 = d, d, d, d, d 5 4 3 1 6 5, 6 4, 6 3, 6, 6 1 u,,u u,,u u 5 4 3 1 = 6 1 =,s s, s, s, s 5 4 3 1 = jk jk jk w j W Y W Y k jk jk i jk k jk u B B s B g Y + = = 1 ln ) ( 1 = exp k k jk jk s u Y W w j Y jk Y jk B jk W
1 ^ ^
13
14
15
16
17
18
19
f y f u X1 X X 3 X 4 X 5 Y = 0.958 + 0.00757X1 + 0.017X + 0.00578X 3 + 0.0048X 4 + 0. 000383X 5 S = 0. 034 R = 0. 896 R = 0. 891 0
S R S R 1
S R S R
S R S R 3
S 0.034 0.010 0.037 0.0076 0.057 0.00466 0.07 R 0.896 0.99 0.98 0.995 0.995 0.998 0.99 X1 X X 3 X 4 Y =.546 + 0.00445X1 + 4.18X 1.357X 3 + 0. 00476X 4 S = 0. 46 R = 0. 965 R = 0. 961 4
S R S R 3-11 5
S R S R 3-13 6
S R S R 7
S 0.460 0.37 0.43 0.186 0.348 0.178 0.33 R 0.965 0.971 0.976 0.993 0.985 0.993 0.986 X1 X X 3 X 4 X 5 Y = 114.775 + 4.447X1 + 40.576X + 0.955X 3 + 0.000318X 4 +. 38X 5 S = 1. 951 R = 0. 7 R = 0. 709 8
S R S R 3-18 9
S R S R 3-0 30
S R S R 3-31
S 1.951 1.733 1.838 1.468 1.657 1.484 1.637 R 0.7 0.875 0.73 0.845 0.76 0.84 0.775 X1 X X 3 X 4 X 5 Y = 3530.6 564.988X1 + 1785.6X + 73.174X 3 + 0.0678X 4 + 6X 5 S = 437. 753 R = 0. 76 R = 0. 71 3
S R S R 3-5 33
S R S R 3-7 34
S R S R 35
S 437.8 39.4 431.9 69.0 397.1 9. 397.8 R 0.76 0.737 0.793 0.877 0.816 0.911 0.84 X1 X X 3 X 4 X 5 X 6 X 7 Y = 164.944 615.6X + X 1 +.59X 0.043X 3 0.363X 4 0.0489 X 5 0.09X 6 137. 53 S = 4. 468 R = 0. 905 R = 0. 903 7 36
S R S R 37
S R S R 38
S R S R 39
S 4.5 0.38 5.01 16.00 14.46 14.1 14.5 R 0.905 0.976 0.97 0.985 0.981 0.987 0.983 X1 X X 3 X 4 X 5 X 6 X 7 X 8 X 9 Y = 11100 + 10.506X1 18.049X + 50.789X 3 6.895X 4 11.417X 5 + 7. 93X 6 11.013X 7 + 6.75X 8 + 3060X 9 S = 691. 785 R = 0. 89 R = 0. 885 40
S R S R 41
S R S R 4
S R S R 43
S 691.8 417.1 451.0 70. 445.9 68.6 454.4 R 0.89 0.958 0.945 0.98 0.958 0.983 0.953 X1 X X 3 X 4 X 5 X 6 X 7 X 8 Y = 05.6 + 1.184X1 5.06X + 5.859X 3 + 4.387X 4 + 9.019X5 + 7. 403X 6 + 10.37X 7 + 19. 309X 8 S = 1985 R = 0. 578 R = 0. 541 44
S R S R 45
S R S R 46
S R S R 47
S 1985 1374 1499 630 146 470 1477 R 0.578 0.80 0.65 0.957 0.67 0.976 0.58 f y X1 X X 3 X 4 X 5 X 6 X 7 X 8 X 9 X 10 Y = 1.744 + 0.0385X1 0.085X + 0.0603X 3 + 0.048X 4 + 0.0647X 5 + 0. 07X 6 + 0.143X 7 + 0.16X 8 0.1X 9 + 0. 304X10 S = 1. 936 R = 0. 303 R = 0. 81 48
S R S R 49
S R S R 50
S R S R 51
S 1.936 1.758 1.6 1.54 1.63 1.383 1.87 R 0.303 0.403 0.53 0.70 0.539 0.631 0.448 X1 X X 3 X 4 X 5 X 6 X 7 X 8 X 9 X 10 f u Y = 8.633 + 0.016X 1 0.119X + 0.183X 3 + 0.0897X 4 + 0.0678X 5 + 0. 096X 6 + 0.34X 7 + 0.156X8 0.18X 9 + 0. 368X10 S =. 483 R = 0. 35 R = 0. 331 5
S R S R 53
S R S R 54
S R S R 55
S.483.449.455 1.907.667.188.513 R 0.35 0.348 0.36 0.605 0.63 0.479 0.35 Y = 1.91 0.047X1 0.371X + 0. 66X 3 S = 0. 50 R = 0. 406 R = 0. 403 56
S R S R 57
S R S R 58
S R S R 59
S 0.50 0.110 0.176 0.0714 0.133 0.0594 0.088 R 0.406 0.970 0.934 0.988 0.963 0.99 0.979 ) R S 60
R R R R R f y f u S 61
6 S S S S y f u f S
63
64
65
66
67
68
69
(1990-1998) 70
71
7
73
74
75
1 ( 0,0,0)(0,1,1) 1 ( 0,0,0)(0,1,1) 76
1 ( 0,0,0)(0,1,1) 1 ( 0,0,0)(0,1,1) 77
78
79
80
81
( 51,,0)(0,1,1) 4 4 ( 0,1,0)(01,,0) ( 51,,0)(0,1,1) 4 8
( 51,,0)(0,1,1) 4 ( 51,,0)(0,1,1) 4 83
84
85
86
87
88
89
90
91
9
93
94
95
96
97
98
99
ARIMA(1,1, 0)(0,0,1) 1 ARIMA(1,1, 0)(0,0,1) 1 100
ARIMA(1,1, 0)(0,0,1) 1 ARIMA(1,1, 0)(0,0,1) 1 101
10
103
104
105
106
107
108
109
110
111
11
113
114
115
116
117
118
119
Y t Yt, Y, 1 t Λ, Yt n 10
11
1