clear;
%--------------------------------油價(jià)序列零均值化后的數(shù)據(jù)如下----------------------------------------%：
P=[?19.5900???14.9100???15.7400???15.4000???13.0600???19.0700???15.2800???15.8200???12.7700???12.0500...??
????11.6900???13.8500???13.8500???10.0700????9.1700???10.7900???13.4400???21.1700???18.6400???13.2100...??
????15.5400???21.9400???23.1100???18.6400???14.9400???16.9000???15.4600???11.1500???13.1300???12.4800...??
????12.9500???12.5900???10.5800???10.5800???12.3900???15.5300???13.0600???10.2200???16.3300???19.7200...
????21.3100???18.8400???24.8400???15.6700???15.5700???12.7300???13.5600???15.5400???17.2200???12.1400...
????11.0700???12.0200???11.5500????6.9200???10.3300???8.3800????12.1100???11.4600???12.7500???13.3200...
????13.0000???11.9000???11.7900???12.5500???11.8400???11.2500???11.1500???10.9900???11.7000???14.0100...
????17.5100???17.2700???16.9000???15.7900???15.4500???6.2400????16.7100???16.7700???16.6400???17.8000...
????16.8700???16.1300???15.7600???15.6600???15.5400???15.3000???15.0500???14.6900???14.3900???14.1800...
????13.70?????13.66?????13.27?????13.56?????13.14?????14.19?];
F=[?19.5900???14.9100???15.7400???15.4000???13.0600???19.0700???15.2800???15.8200???12.7700???12.0500...??
????11.6900???13.8500???13.8500???10.0700????9.1700???10.7900???13.4400???21.1700???18.6400???13.2100...
????15.5400???21.9400???23.1100???18.6400???14.9400???16.9000???15.4600???11.1500???13.1300???12.4800...
????12.9500???12.5900???10.5800???10.5800???12.3900???15.5300???13.0600???10.2200???16.3300???19.7200...
????21.3100???18.8400???24.8400???15.6700???15.5700???12.7300???13.5600???15.5400???17.2200???12.1400...
????11.0700???12.0200???11.5500????6.9200???10.3300???8.3800????12.1100???11.4600???12.7500???13.3200...
????13.0000???11.9000???11.7900???12.5500???11.8400???11.2500???11.1500???10.9900???11.7000???14.0100...
????17.5100???17.2700???16.9000???15.7900???15.4500???6.2400????16.7100???16.7700???16.6400???17.8000...
????16.8700???16.1300???15.7600???15.6600???15.5400???15.3000???15.0500???14.6900???14.3900???14.180];

%----------------------由于時(shí)間序列有不平穩(wěn)趨勢，進(jìn)行兩次差分運(yùn)算，消除趨勢性----------------------%
for?i=2:96
????Yt（i）=P（i）-P（i-1）;
end
for?i=3:96
????L（i）=Yt（i）-Yt（i-1）;
end
figure;
L=L（3:96）;
Y=L（1:88）;
plot（P）;
title（‘原數(shù)據(jù)序列圖‘）;
hold?on;
pause?
plot（Y‘r‘）;
title（‘兩次差分后的序列圖和原數(shù)對比圖‘）;
pause??
%--------------------------------------對數(shù)據(jù)標(biāo)準(zhǔn)化處理----------------------------------------------%
Ux=sum（Y）/88???????????????????????????%?求序列均值
yt=Y-Ux;
b=0;
for?i=1:88
???b=yt（i）^2/88+b;
end
v=sqrt（b）??????????????????????????????%?求序列方差
Y=（Y-Ux）/v;?????????????????????????????%?標(biāo)準(zhǔn)化處理公式
f=F（1:88）;
t=1:88;
figure;
plot（tftY‘r‘）
title（‘原始數(shù)據(jù)和標(biāo)準(zhǔn)化處理后對比圖‘）;
xlabel（‘時(shí)間t‘）ylabel（‘油價(jià)y‘）;
legend（‘原始數(shù)據(jù)?F?‘‘標(biāo)準(zhǔn)化后數(shù)據(jù)Y?‘）;
pause??
%--------------------------------------對數(shù)據(jù)標(biāo)準(zhǔn)化處理----------------------------------------------%


%------------------------檢驗(yàn)預(yù)處理后的數(shù)據(jù)是否符合AR建模要求，計(jì)算自相關(guān)和偏相關(guān)系數(shù)---------------%
???%---------------