时间序列分析课后习题答案文档格式.docx

1、11.2251113.212.452002年14.614.77513.987517.516.57515.6751617.52517.0518.218.1517.83752003年18.418.37518.26252018.32518.3516.918（3）趋势剔出法季节比例计算表（一）时间序列号t预测 鲜蛋销售量趋势剔除值12345678915.091029411.0171076121317.010588241415上表中，其趋势拟合为直线方程趋势剔出法季节比例计算表（二） 季度年度1.4037191.3938740.7444360.7643150.9081920.9176790.736440

2、.7964481.0102981.1596291.0171081.111741.0816791.1331160.9239870.950864平 均1.1009721.1510750.8554930.9058424.013381季节比率%1.0973011.1472370.8526410.902822400000根据上表计算的季节比率，按照公式计算可得：2004年第一季度预测值：2004年第二季度预测值：2004年第三季度预测值：2004年第四季度预测值：9.1 （1）用原始资料法计算的各月季节比率为:月份1月2月3月4月5月6月季节比率0.91950.78680.99311.00291.028

3、81.06377月8月9月10月11月12月0.97220.98511.04071.03501.07651.0958平均法计算季节比率表： 年别平均4.78 5.18 6.46 6.82 5.808750.9195 3.97 4.61 5.62 5.68 4.970250.7868 5.07 5.69 6.96 7.38 6.27350.9931 5.12 5.71 7.12 7.40 6.335751.0029 5.27 5.90 7.23 7.60 6.499251.0288 5.45 6.05 7.43 7.95 6.71951.0637 4.95 5.65 6.78 7.19 6.14

4、150.9722 5.03 5.76 6.76 7.35 6.2230.9851 5.37 6.14 7.03 7.76 6.5741.0407 5.34 6.85 7.83 6.538251.0350 5.54 6.47 8.17 6.800251.0765 5.44 6.55 7.22 8.47 6.92251.0958 6.3172081.0000 季节比率的图形如下：（2）用移动平均法分析其长期趋势 年月序号工业总产值（亿元）移动平均移正平均Jan-00Feb-00Mar-00Apr-00May-00Jun-005.13 Jul-005.17 Aug-005.22 Sep-00Oct-

5、005.32 Nov-00Dec-005.11 5.43 Jan-015.14 5.49 Feb-015.20 5.55 Mar-015.25 Apr-015.30 May-01175.35 5.77 Jun-015.40 5.87 Jul-01195.46 5.97 Aug-015.52 6.06 Sep-01215.58 6.18 Oct-01226.29 Nov-01235.73 6.40 Dec-01245.82 6.51 Jan-02255.93 6.60 Feb-02266.01 6.68 Mar-02276.12 6.74 Apr-02286.23 6.80 May-02296.

6、35 Jun-02306.89 Jul-02316.91 Aug-02326.64 6.93 Sep-02336.71 Oct-02346.77 6.98 Nov-02357.02 Dec-02366.88 7.06 Jan-03377.10 Feb-03387.15 Mar-03396.94 Apr-03406.97 7.31 May-03417.00 7.41 Jun-03427.04 Jul-03437.08 Aug-0344Sep-0345Oct-03467.27 Nov-03477.36 Dec-03487.46 原时间序列与移动平均的趋势如下图所示：9.2 （1）采用线性趋势方程法

7、：剔除其长期趋势。趋势分析法剔除长期趋势表长期趋势值剔除长期趋势Jan-83477.9467.06721.023193Feb-83397.2474.07370.837844Mar-83507.3481.08021.054502Apr-83512.2488.08671.049404May-83527495.09321.064446Jun-83545502.09971.085442Jul-83494.7509.10620.971703Aug-83502.5516.11270.973625Sep-83536.5523.11921.025579Oct-83533.5530.12571.006365No

8、v-83553.6537.13221.030659Dec-83543.9544.13870.999561Jan-84518551.14520.939861Feb-84460.9558.15170.825761Mar-84568.7565.15821.006267Apr-84570.5572.16470.997091May-84590579.17121.018697Jun-84604.8586.17771.031769Jul-84564.9593.18420.952318Aug-84575.9600.19070.959528Sep-84613.9607.19721.011039Oct-84614

9、614.20370.999668Nov-84646.7621.21021.041032Dec-84655.3628.21671.043111Jan-85645.7635.22321.016493Feb-85562.4642.22970.875699Mar-85695.7649.23621.071567Apr-85712656.24271.084964May-85723.1663.24921.090239Jun-85743.2670.25571.108831Jul-85678677.26221.001089Aug-85676684.26870.987916Sep-85703691.27521.0

10、16961Oct-85685.3698.28170.981409Nov-85703.3705.28820.997181Dec-85722.4712.29471.014187Jan-86681.9719.30120.948003Feb-86567.6726.30770.781487Mar-86737.7733.31421.005981Apr-86739.6740.32070.999027May-86759.6747.32721.016422Jun-86794.8754.33371.053645Jul-86719761.34020.944387Aug-86734.8768.34670.956339Sep-86776.2775.35321.001092Oct-86782.5782.35971.000179Nov-86816.5789.36621.034374Dec-86847.4796.37271.064075剔除长期趋势后分析其季节变动情况表 年份1983年1984年1985年1986年0.9818880.8301981.0345791.0326221.0474511.0699220.9673740.9693521.0136680.9969051.0258121.030234（3）运用分解法可得到循环因素如下图：