中文摘要：

本文介绍了一元时间序列分析中常用的AR、MA、ARMA和ARIMA等经典模型,分析了这几个经典模型的理论要点以及单位根检验的方法和程序,总结了时间序列分析在预测等方面的优势及其在复杂科学管理中的应用,并以我国一月期国债回购利率和上证180月收益率为分析对象,介绍了一元线性回归分析的基本步骤。

英文摘要：

This paper introduces some classic models of univariate time series analysis including AR,MA,ARMA and ARIMA,analyzes theoretical essentials of these models and methods and steps of unit root test,summarizes advantages in forecast and applications in complexity science management of time series analysis,introduces basic steps of univariate time series analysis by analyzing one-month repo rate of national bond and return rate of SH180 index.