统计学英文版课件：Chapter 5 Time Series Analysis.ppt

Chap.5 Time Series Analysis STAT The emphases 1、The horizontal and the speed analysis of time series； 2、The secular trend analysis of time series ； 3、The season fluctuation analysis of time series 。 The difficulties 1、The calculation of average rate of development and increase ； 2、the calculation of the chronological average。 Chap.5 Time Series Analysis STAT 5.1 The Horizontal and the Speed Analysis of Time Series 5.1.1、Concept 5.1.1.1 Definition：A set of observation measured at successive points in time or over successive period of time . 5.1.1.2 Composing : (1)time sequence (t) (2) dependent variable ( y or a ) Chap.5 Time Series Analysis STAT 5.2、Average Development （ chronological average 、static average）※ 5.2.1 Concept 5.2.1.1 Definition ：Average of impression on time。 Chap.5 Time Series Analysis STAT 5.2.2 The calculation of chronological average of absolute time series Chap.5 Time Series Analysis STAT 5.2.2.2、 Time Point Series 5.2.2.2.1 Equally Spaced Intervals Of Successive Time Point Series Chap.5 Time Series Analysis STAT 5.2.2.2.2 Unequally Spaced Intervals of Successive Time Point Series Chap.5 Time Series Analysis STAT 5.2.2.2.3 Equally Spaced Intervals of Discontinuous Time Point Series ※ ?the law of reduction by half at the beginning and the end n? the number of the observation n?1?the length of time Chap.5 Time Series Analysis STAT 5.2.2.2.4 Unequally Spaced Intervals of Discontinuous Time Point Series Chap.5 Time Series Analysis STAT [Calculation Formulas] Chap.5 Time Series Analysis STAT 5.2.3 The Calculation of the Chronological Average with the Relatives and the Mean of Time Series [Ex.] What’s the average extent of completed scheme? The data of the factory in Season Ⅱ is as follow: Chap.5 Time Series Analysis STAT 5.2.3Tempo and increment speed 5.2.3.1.Development speed 5.2.3.1.1、Definition：reporting period level/base period level Chap.5 Time Series Analysis STAT 5.2.3.1.2、Quantity relation （1）? chain tempo=fixed tempo