0

假设我们有以下时间序列数据

   29.3309
   30.2682
   30.4943
   32.0686
   30.8724
   30.5774
   32.0206
   30.7111
   31.0084
   29.6584
   29.5011
   25.7537
   27.7440
   27.9739
   25.8936
   24.4008
   21.7980
   20.6897
   19.1583
   17.3618
   14.7442
   13.5015
   11.9400
    9.8891
    9.4676
    9.4482
    3.8952
    3.6967
    0.5281
    1.7381
    0.3837
   -4.0675
   -1.7480
   -5.9624
   -5.7286
   -5.8186
   -7.6106
   -6.1751
   -6.2990
   -9.3583
  -11.7100
  -10.3334
  -10.8402
  -10.6385
  -10.7420
   -9.1370
   -6.5726
   -8.7257
   -7.4920
   -5.1228
   -4.0366
   -3.6131
   -1.8185
   -0.6247
   -0.4421
    1.8802
    2.7303
    3.7635
    6.9769
    8.1220
    9.6017
   11.8249
   14.2632
   15.3967
   16.9005
   18.6497
   20.0351
   20.7616
   23.8019
   25.8188
   25.1758
   28.8326
   27.8088
   28.6979
   28.8685
   29.6585
   30.0359
   31.7280
   33.1982
   32.1932
   32.4184
   32.6358
   28.3539
   30.0743
   29.8125
   29.2249
   26.0836
   25.0992
   25.4522
   22.9465
   21.8685
   18.4648
   15.7670
   16.0112
   14.1754
   12.2392
    6.6034
    4.2418
    1.4742
    0.2142
   -3.1007
   -3.9481
   -9.5171
  -12.6135
  -13.4707
  -15.2702
  -20.0216
  -23.1951
  -24.7312
  -28.7995
  -29.6426
  -31.2319
  -34.1344
  -38.4331
  -39.1016
  -40.7666
  -40.4001
  -42.8884
  -45.2824
  -45.1633
  -48.5838
  -48.7672
  -47.6955
  -48.1003
  -49.1702
  -49.5092
  -50.4867
  -48.8578
  -49.9362
  -47.8445
  -47.2572
  -45.3334
  -45.6512
  -43.1671
  -41.4205
  -41.3630
  -38.4086
  -34.9266
  -34.2397
  -32.3689
  -29.2033
  -27.4381
  -24.1388
  -22.0642
  -19.2371
  -16.0023
  -12.3137
  -10.4192
   -6.4136
   -7.2906
   -2.9345
    0.4919
    2.1128
    4.3027
    8.7526
   11.2198
   13.2715
   15.6453
   16.5303
   18.9278
   21.2087
   22.3752
   24.9934
   28.4702
   26.9062
   29.1551
   28.4251
   31.5814
   29.8843
   31.5027
   30.9456
   32.1777
   31.6125
   31.3301
   33.9380
   29.8208
   29.7193
   31.6247
   26.8384
   27.4578
   24.6334
   25.4405
   23.3426
   22.1882
   19.7050
   18.6151
   18.1784
   12.7287
   11.6422
   11.9486
    9.1341
    7.7582
    4.8453
    3.7585
    2.6252
    0.7255
   -0.9268
   -1.9173
   -3.7872
   -2.7567
   -6.2378
   -4.4713
   -7.5859
   -9.4616
   -9.2979
   -8.2807
   -8.5583
   -9.7136
   -9.7047
   -9.3355
  -11.2619
  -10.0783
  -10.8818
   -8.9198
   -6.8085
   -6.2001
   -3.6676
   -4.7110
   -5.8481
   -0.7156
    0.2561
   -0.1471
    2.1931
    4.3478
    5.6033
    7.6062
    8.5181
   10.3309
   12.2028
   13.0641
   16.9976
   17.2718
   19.6005
   19.6537
   20.9625
   23.3989
   24.6015
   27.3152
   27.8842
   28.8586
   27.7866
   29.0426
   30.8489
   30.7867
   32.7577
   32.9821
   31.0697
   32.3681
   32.5615
   30.9896
   31.6234
   30.2234
   28.3671
   27.8555
   25.8358
   23.7308
   22.8552
   20.7371
   18.4005
   18.4685
   14.7278
   14.9322
    9.4973
    7.8565
    6.2920
    4.7861
   -0.3495
   -4.1978
   -5.3902
  -10.3179
  -12.0811
  -14.3358
  -15.8962
  -18.6908
  -22.8483
  -24.5269
  -28.3266
  -29.8103
  -30.9216
  -34.9332
  -37.5198
  -39.7143
  -40.3483
  -41.4244
  -42.1706
  -45.6068
  -46.6855
  -48.4860
  -47.0581
  -49.3701
  -50.1972
  -47.7716
  -49.1791
  -49.1069
  -50.4652
  -48.4658
  -47.6265
  -48.2963
  -46.3025
  -45.1753
  -42.7638
  -42.6549
  -38.7586
  -36.1148
  -36.1177
  -33.6096
  -30.7650
  -27.6345
  -25.7894
  -23.3080
  -21.5145
  -18.5360
  -14.9235
  -11.0595
   -9.3662
   -8.3331
   -3.9003
   -1.6590
    0.9153
    3.6131
    5.5600
    8.6487
   10.6256
   13.3855
   16.0977
   18.2645
   19.8551
   21.7615
   23.6464
   25.6185
   27.8325
   28.4000
   28.5570
   30.3372
   30.2192
   29.2385
   29.0556
   29.9030
   31.4253
   30.9237
   30.5428
   30.8669
   29.5796
   28.8760
   29.2467
   28.4206
   28.9554
   25.5901
   24.0133
   21.9568
   20.8310
   19.4016
   16.0645
   15.8848
   15.1795
   12.1249
   11.4456
   10.2005
    8.5579
    6.5551
    1.8533
    1.9323
    1.8410
   -0.1530
   -1.9503
   -2.8366
   -3.3640
   -5.4549
   -7.3687
   -7.6718
   -8.4553
   -7.9762
   -8.9513
   -9.1689
   -9.7811
  -10.3623
   -9.8678
   -9.4997
  -10.7617
   -8.6940
   -7.3200
   -7.6018
   -5.0377
   -5.0482
   -4.9144
   -3.4275
   -2.2304
   -0.3066
    1.6942
    2.2047
    4.5716
    7.5336
    8.4123
   10.0343
   10.1365
   12.1615
   14.6725
   16.0415
   16.1952
   17.9377
   22.0524
   21.7728
   26.0333
   23.0657
   26.9675
   27.6389
   27.8808
   29.9108
   29.4447
   31.6860
   31.3299
   29.9039
   29.2377
   31.3328
   32.5487
   31.2004
   30.5190
   30.4270
   27.4502
   29.2053
   25.6570
   25.1980
   23.2492
   22.0637
   18.1263
   19.6141
   16.5262
   15.7604
   12.8267
    8.9810
    5.5007
    2.0934
    1.1763
   -1.3477
   -3.2875
   -8.0780
   -9.1397
  -12.6709
  -16.3106
  -17.5304
  -20.7660
  -23.9402
  -24.4341
  -28.2285
  -31.3819
  -33.3235
  -35.7269
  -37.7261
  -39.3940
  -42.2515
  -44.0887
  -44.4097
  -44.1916
  -47.5109
  -49.1594
  -49.1383
  -49.9436
  -50.1506
  -49.5134
  -50.0858
  -50.3183
  -49.7384
  -49.9926
  -48.7128
  -48.2615
  -46.1768
  -45.3814
  -43.4688
  -41.3665
  -40.4147
  -37.2386
  -34.7495
  -33.8001
  -29.3575
  -29.5914
  -25.8426
  -24.3054
  -20.4726
  -18.7097
  -15.1825
  -12.5479
  -10.1830
   -8.2585
   -2.8425
    1.3471
    4.2802
    4.2172
    7.2462
    9.3277
   12.2778
   13.5878
   14.7780
   18.7287
   19.4757
   20.5943
   26.5199
   25.4081
   27.3826
   29.3455
   27.4762
   30.4131

我想用这个程序测试它的平稳性

http://www.spiderfinancial.com/support/documentation/numxl/users-guide/statistical-testing/stationary-test 但是当我做完所有事情,或者我按照该网站的说明进行操作时,我得到了以下结果

Stationary Test                 
Test         Stat       P-Value         C.V.          Stationary?   5.0%
ADF             
No Const    #NAME?     #NAME?            #NAME?        #NAME?   
Const-Only  #NAME?      #NAME?           #NAME?         #NAME?  
Const + Trend   #NAME?      #NAME?           #NAME?        #NAME?   


Const+Trend+Trend^2    #NAME?             #NAME?    #NAME?  

对这种糟糕的格式感到抱歉,但很简单,它无处不在#NAME?有什么问题?请帮助我

4

1 回答 1

1

名字?” value 表示 Excel 无法识别该函数。看起来 NumXL 未加载或许可证密钥已过期。

NumXL 将公式打印到输出单元格中。您可以检查表格中每个单元格中的公式。

通过关于框(在同一菜单和/或工具栏中)检查您的 NumXL 安装和/或许可证密钥

我希望你觉得这有帮助。

于 2013-05-12T13:02:33.457 回答