时间序列及其它预测案例

《时间序列及其它预测案例》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。

1、实用标准文案时间序列的分解方法时间序列的分解方法比较简单，下面用一个实例加以说明。表4-1是某商品销售额的12年的季度数据。时间序列的分解一般是先计算季节指数，然后计算长期趋势和周期变动。在本例介绍中，我们采用乘法模型，即Y=T×S×C×I，其中，Y代表表4-1中的实际销售额，当分解出T、S和C后，剩余部分即为I。某商品销售额的12年数据季度（1）t(2)销售额Y（3）四项平均（4）居中平均TC（5）Y/TC=SI（6）（%）长期趋势（7）周期变动C（8）（%）19921234199312341994123419951234199612341997123

2、41998123419991234200011234567891011121314151617181920212223242526272829303132333017.63043.542094.352809.843274.83163.282114.313024.573327.483493.482439.933490.793685.083661.232378.433459.553849.633701.182642.383585.524078.663907.062828.464089.54339.614148.62916.454084.644242.4239

3、97.582881.014036.234360.33－－2741.3332805.6332835.5682840.5582894.242907.412989.963071.3653187.923277.323319.2583303.8833296.0733337.213347.1983413.1853444.6783501.9353553.4053599.9253725.923791.1583851.5433873.543872.3253848.0283810.2733801.4133789.313818.7883909.525－－2773.483282

4、0.62838.0632867.3992900.8252984.6853030.6633129.6433232.623298.2893311.573299.9783316.6413342.2043380.1913428.9313473.3063527.673576.6653662.9233758.5393821.353862.5413872.9333860.1763829.153805.8433795.3613804.0493864.1563945.921－－75.5133799.61852115.3886110.318872.88651102.5735

5、109.7938111.625575.4784105.8364111.2789110.947171.71201103.511113.8879107.939876.07679101.6399114.0353106.665175.25425107.0172112.3512107.117875.55225106.6722111.4712105.328175.73536104.4531110.5022－－2852.9642891.9182930.8732969.8273008.7823047.7363086.693125.6453164.5993203.5533

6、242.5083281.4623320.4163359.3713398.3253437.2793476.2343515.1883554.1433593.0973632.0513671.0063709.963748.9143787.8693826.8233865.7773904.7323943.6863982.6414021.595－－97.2140797.5338796.8333696.5510396.4119596.7500298.18486100.1279102.1494102.9572102.1299100.564299.886399.488989

7、9.4663999.7571399.91578100.3551100.6337101.9433103.4825104.0955104.1127103.3081101.9089100.060898.449697.1990396.4592297.0249898.11832精彩文档实用标准文案2342001123420021234200312343435363738394041424344454647484360.533172.184223.764690.484694.483342.354577.634965.465026.053470.144525.9452

8、58.715189.583596.763881.63982.3184029.24