방송통신대 정보통계학과 4학년 예측방법론 과제물

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방송통신대 정보통계학과 4학년 예측방법론 과제물에 대한 보고서 자료입니다.

목차

■ 방통대 정보통계학과 4학년 예측방법론 과제물

본문내용

1965 9639.43 9703.55 9612.95 9865.78
1966 10406.88 11096.28 10885.03 11085.72
1967 11381.01 11672.24 12106.23 12277.91
1968 12983.26 13216.46 13822.10 13671.90
1969 14325.41 14850.96 15973.09 16351.97
1970 16057.10 16717.90 16786.70 18088.40
1971 18214.20 18754.50 18800.10 18953.80
1972 19252.20 19750.00 20086.80 20976.90
1973 21712.60 22505.70 23652.40 24067.00
1974 25135.30 24903.80 25309.40 25287.10
1975 25748.50 26795.70 27565.60 28439.40
1976 29297.70 30628.00 31280.50 31579.30
1977 31940.40 33510.90 35534.70 36874.80
1978 36583.40 37695.00 38307.20 40129.00
1979 42006.40 42256.10 41129.70 40495.10
1980 40825.40 40583.80 41367.70 40288.10
1981 41939.90 42874.70 44620.00 45339.30
1982 45709.10 46649.00 47664.20 49196.80
1983 51417.10 52790.70 54836.40 55231.30
1984 57668.00 58941.30 59863.10 60179.60
1985 61712.20 63157.10 64105.70 66016.80
1986 66997.80 69699.90 72954.80 73959.90
1987 75884.50 79789.30 80898.70 82398.60
1988 88299.00 86495.40 89926.30 92222.90
1989 92160.00 93412.10 96548.40 99915.30
1990 101124.70 102897.50 106896.80 108599.00
1991 112538.10 114154.20 116768.50 119494.10
1992 121803.50 122606.40 122603.60 124531.00
1993 127003.60 130403.20 132537.70 135255.00
1994 139114.10 141581.90 143502.10 149351.90
1995 152657.60 155768.20 158599.90 161416.40
1996 164753.20 167758.80 170584.90 173072.40
1997 174099.70 180107.20 181513.90 180492.50
1998 167817.70 166730.10 169259.90 173220.10
1999 178491.50 186554.50 191409.50 197134.70
2000 200486.10 203414.50 209253.80 207689.40
2001 209663.30 212914.50 216157.00 219254.50
2002 224320.20 228822.70 233256.60 235359.50
2003 233747.90 233791.50 237575.30 243681.50
2004 246797.10 248493.20 249268.20 250727.30
2005 252706.40 257379.60 260832.80 263418.70
2006 268195.80 269681.60 274113.00 275886.00
2007 280470.30 285000.40 288149.20 293691.50
2008 295070.90 296538.10 299068.50 289093.80
2009 289386.30 293592.90 302019.20 303120.00
2010 309885.60 315331.00 318532.60 321558.80
2011 324470.80 326841.40 329276.70 331303.80
2012 333080.80 334697.90 336005.70 338182.00
2013 340248.90 343682.70 347401.00 350505.10
2014 353810.90 355541.80 358782.20 360160.00
> adf.test(log(keej))
Augmented Dickey-Fuller Test
data: log(keej)
Dickey-Fuller = 0.7911, Lag order = 6, p-value = 0.99
alternative hypothesis: stationary
Warning message:
In adf.test(log(keej)) : p-value greater than printed p-value
>
> adf.test(diff(log(keej)))
Augmented Dickey-Fuller Test
data: diff(log(keej))
Dickey-Fuller = -5.3647, Lag order = 6, p-value = 0.01
alternative hypothesis: stationary
Warning message:
In adf.test(diff(log(keej))) : p-value smaller than printed p-value
[GDP 이동평균값]
> ww=c(.5,1,1, .5)
> gdpm5=filter(kee,sides=2,ww/sum(ww))
> dlddp1=diff(log(kee))
> dlddp4=diff(log(kee),4)
> par(mfrow=c(2,2))
> plot(kee,main="GDP", ylab=" ", xlab="YEAR")
> plot(gdpm5,main="GDPM5", ylab=" ",xlab="YEAR")
> plot(dlddp1,main="diff(log(GDP))", ylab=" ", xlab="YEAR")
> plot(dlddp4,main="diff(log(GDP),4)", ylab=" ", xlab="YEAR")
>

키워드

방통대,   정보통계학과,   예측방법론