.

.
:

) (






) (

2004 :2000

2004 :2000

1000
900
800
700
600
C1

500
400
300
200
100
0
250

200

150

100

50

Index

20

C4

10

0
70

60

40

50

30

20

Index

10

Autocorrelation Function for C4

17

12

Lag Corr

Lag Corr

Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0

Lag Corr

LBQ

LBQ

LBQ

35.90
35.90

15 -0.09 -0.55
16 0.00 0.00

34.31
34.31

8 0.05 0.30
9 -0.01 -0.04

17.42
27.35

1 0.48 4.09
2 0.36 2.55

36.55
39.66

17 -0.08 -0.51
18 -0.18 -1.09

34.37
34.58

10 -0.03 -0.16
11 -0.05 -0.31

31.28
32.04

3 0.22 1.47
4 0.10 0.62

34.76
34.77

12 -0.04 -0.28
13 0.01 0.07

32.08
33.65

5 0.02 0.15
6 0.14 0.88

35.15

14 -0.06 -0.40

34.11

7 0.07 0.47

2.5
2.0
1.5
1.0
C6

0.5
0.0
-0.5
-1.0
-1.5
70

60

40

50

30

20

Index

10

ACF PACF
-:
)Zt =(1- B)et ARIMA(0,1,1) (B-1


Autocorrelation Function for C6

12

17

Lag Corr

Lag Corr

Lag Corr

LBQ

LBQ

LBQ

21.76
26.05

15 -0.17 -1.18
16 0.21 1.46

15.97
15.97

8 -0.11 -0.80
9 0.00 0.03

8.82
8.90

1 -0.34 -2.91
2 -0.03 -0.25

26.10
28.94

17 0.02 0.15
18 -0.17 -1.13

16.13
16.34

10 0.04 0.30
11 -0.05 -0.35

9.03
9.27

3 0.04 0.31
4 -0.06 -0.42

16.71
18.88

12 -0.06 -0.46
13 0.15 1.10

12.75
14.57

5 -0.21 -1.59
6 0.15 1.10

19.10

14 -0.05 -0.34

14.95

7 0.07 0.50

Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0


Partial Autocorrelation Function for C6

17

12

Partial Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0

Lag PAC

Lag PAC

Lag PAC

-1.72
0.51

15 -0.20
16 0.06

-0.53
-0.96

8 -0.06
9 -0.11

-2.91
-1.44

1 -0.34
2 -0.17

1.03
-0.69

17 0.12
18 -0.08

-0.54
-0.13

10 -0.06
11 -0.01

-0.30
-0.57

3 -0.04
4 -0.07

-0.82
0.26

12 -0.10
13 0.03

-2.47
-0.56

5 -0.29
6 -0.07

-0.02

14 -0.00

0.62

0.07

)ARMA(0,1,1
)Zt =(1- B)et (B-1

:
:
AR
: -:
=1>0.5171

t < 2

 )ARMA(0,1
Autocorrelation Function for RESI1

17

12

Lag Corr

Lag Corr

Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0

Lag Corr

LBQ

LBQ

LBQ

11.97
14.69

15 -0.10 -0.75
16 0.17 1.27

9.11
9.16

8 -0.11 -0.85
9 -0.02 -0.19

0.65
0.65

1 0.09 0.79
2 0.00 0.01

14.74
17.89

17 0.02 0.16
18 -0.18 -1.31

9.18
9.43

10 0.01 0.09
11 -0.05 -0.41

0.69
2.78

3 -0.02 -0.18
4 -0.16 -1.37

9.51
10.93

12 -0.03 -0.23
13 0.12 0.96

7.80
7.95

5 -0.25 -2.06
6 0.04 0.33

11.04

14 -0.03 -0.26

8.11

7 0.04 0.34

)ARMA(0,1
Partial Autocorrelation Function for RESI1

17

12

Partial Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0

Lag PAC

Lag PAC

Lag PAC

-0.95
1.43

15 -0.11
16 0.17

-1.36
-0.74

8 -0.16
9 -0.09

0.79
-0.06

1 0.09
2 -0.01

0.03
-1.72

17 0.00
18 -0.20

-0.13
-0.13

10 -0.02
11 -0.02

-0.18
-1.36

3 -0.02
4 -0.16

-0.53
0.42

12 -0.06
13 0.05

-1.95
0.71

5 -0.23
6 0.08

-0.58

14 -0.07

0.28

0.03

) ( ) (


% 95



)MA(1


Autocorrelation Function for C9

17

12

Lag Corr

Lag Corr

Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0

Lag Corr

LBQ

LBQ

LBQ

27.92
31.63

15 -0.17 -1.11
16 0.20 1.29

20.22
20.95

8 -0.17 -1.21
9 0.09 0.64

10.68
10.77

1 -0.38 -3.20
2 -0.03 -0.26

31.85
35.07

17 0.05 0.30
18 -0.18 -1.15

21.26
21.50

10 0.06 0.41
11 -0.05 -0.36

11.22
11.33

3 0.08 0.57
4 -0.04 -0.28

22.06
25.04

12 -0.08 -0.54
13 0.18 1.23

15.59
16.26

5 -0.23 -1.72
6 0.09 0.65

25.29

14 -0.05 -0.35

17.76

7 0.14 0.96

Partial Autocorrelation Function for C9

17

12

Lag PAC

Lag PAC

Lag PAC

-1.03
0.45

15 -0.12
16 0.05

-0.73
-0.34

8 -0.09
9 -0.04

-3.20
-1.75

1 -0.38
2 -0.21

17
18

-0.12
0.06

10 -0.01
11 0.01

-0.18
-0.18

3 -0.02
4 -0.02

-0.53
0.77

12 -0.06
13 0.09

-2.49
-1.52

5 -0.29
6 -0.18

1.55
0.05

0.18
0.01

0.73

0.09

14

Partial Autocorrelation

1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0

0.63

0.07

Ljung
Qk
48
40.3
46
0.709
55.758

36
34.9
34
424.
43.773

24
25.6
22
0.269
33.924

12
9.5
10
485.
16.919

Lag
Chi-sqare
DF
P-Value
2

 Qk > 2
,

prob > 0.05
) (

RESI1
0

-1
0.5

-0.5

0.0

-1.0

FITS1

-:

0.1154

-:





4.76546
4.81178
4.85832
4.90509
4.95207

0.35511
14.2135
0.49747
13.5559
0.67530
12.8634
0.89685
12.1276
1.17450
11.3361