例题7.2自相关系数与偏自相关系数计算

t yt yt-y均(yt-y均)^2y_{t+1)-y均

116 3.62513.140625

2130.6250.3906250.625

35-7.37554.390625-7.375

47-5.37528.890625-5.375 52310.625112.89062510.625 62714.625213.89062514.625

73-9.37587.890625-9.375

85-7.37554.390625-7.375

12.375565.875

(yt-y均)(y_{t+1)-y均)

2.265625

-4.609375

39.640625

-57.109375

155.390625

-137.109375

69.140625

sum67.609375 you(p)0.119477579

fai()0.119477579

0.205714576

0.155169025

0.130190235

y_{t+2)-y均y_{t+3)-y均y_{t+4)-y均-7.375

-5.375-5.375

10.62510.62510.625

14.62514.62514.625

-9.375-9.375-9.375

-7.375-7.375-7.375

(yt-y均)(y_{t+2)-y均)(yt-y均)(y_{t+3)-y均)(yt-y均)(y_{t+4)-y均) -26.734375

-3.359375-19.484375

-78.359375 6.64062538.515625

-78.609375-107.8593759.140625

-99.60937550.39062569.140625 -107.859375-78.35937539.640625

-394.53125-148.671875156.4375

-0.697205655-0.262729180.276452397

-0.721783934

-0.707378021-0.070028646

-0.95969544-0.014680803-0.356693891