# Chapter 20 - Chapter 20 20.1 Time series Moving average 48...

This preview shows pages 1–6. Sign up to view the full content.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Chapter 20 20.1 Time series Moving average 48 41 (48+41+37)/3 = 42.00 37 (41+37+32)/3 = 36.67 32 (37+32+36)/3 = 35.00 36 (32+36+31)/3 = 33.00 31 (36+31+43)/3 = 36.67 43 (31+43+52)/3 = 42.00 52 (43+52+60)/3 = 51.67 60 (52+60+48)/3 = 53.33 48 (60+48+41)/3 = 49.67 41 (48+41+30)/3 = 39.67 30 20.2 Time series Moving average 48 41 37 (48 +41+37+32+36)/5 = 38.8 32 (41+37+32+36+31)/5 = 35.4 36 (37+32+36+31+43)/5 = 35.8 31 (32+36+31+43+52)/5 = 38.8 43 (36+31+43+52+60)/5 = 44.4 52 (31+43+52+60+48)/5 = 46.8 60 (43+52+60+48+41)/5 = 48.8 48 (52+60+48+41+30)/5 = 46.2 41 30 169 20.3 10 20 30 40 50 60 70 1 2 3 4 5 6 7 8 9 10 11 12 Series1 Series2 Series3 20.4 Time series Moving average 16 22 (16+22+19)/3 = 19.00 19 (22+19+24)/3 = 21.67 24 (19+24+30)/3 = 24.33 30 (24+30+26)/3 = 26.67 26 (30+26+24)/3 = 26.67 24 (26+24+29)/3 = 26.33 29 (24+29+21)/3 = 24.67 21 (29+21+23)/3 = 24.33 23 (21+23+19)/3 = 21.00 19 (23+19+15)/3 = 19.00 15 20.5 Time series Moving average 16 22 19 (16+22+19+24+30)/5 = 22.2 24 (22+19+24+30+26)/5 = 24.2 30 (19+24+30+26+24)/5 = 24.6 26 (24+30+26+24+29)/5 = 26.6 24 (30+26+24+29+21)/5 = 26.0 29 (26+24+29+21+23)/5 = 24.6 21 (24+29+21+23+19)/5 = 23.2 23 (29+21+23+19+15)/5 = 21.4 19 15 170 20.6 5 10 15 20 25 30 35 1 2 3 4 5 6 7 8 9 10 11 12 Series1 Series2 Series3 20.7 Time series Exponentially smoothed time series 12 12 18 .1(18) +. 9(12) = 12.60 16 .1(16) +. 9(12.60) = 12.94 24 .1(24) +. 9(12.94) = 14.05 17 .1(17) +. 9(14.05) = 14.34 16 .1(16) +. 9(14.34) = 14.51 25 .1(25) +. 9(14.51) = 15.56 21 .1(21) +. 9(15.56) = 16.10 23 .1(23) + .9(16.10) = 16.79 14 .1(14) + .9(16.79) = 16.51 20.8 Time series Exponentially smoothed time series 12 12 18 .8(18) +. 2(12) = 16.80 16 .8(16) +. 2(16.80) = 16.16 24 .8(24) +. 2(16.16) = 22.43 17 .8(17) +. 2(22.43) = 18.09 16 .8(16) +. 2(18.09) = 16.42 25 .8(25) +. 2(16.42) = 23.28 21 .8(21) +. 2(23.28) = 21.46 23 .8(23) + .2(21.46) = 22.69 14 .8(14) + .2(22.69) = 15.74 171 20.9 5 10 15 20 25 30 1 2 3 4 5 6 7 8 9 10 Series1 Series2 Series3 There appears to be a gradual upward trend. 20.10 Time series Exponentially smoothed time series 38 38 43 .1(43) +. 9(38) = 38.50 42 .1(42) +. 9(38.50) = 38.85 45 .1(45) +. 9(38.85) = 39.47 46 .1(46) +. 9(39.47) = 40.12 48 .1(48) +. 9(40.12) = 40.91 50 .1(50) +. 9(40.91) = 41.82 49 .1(49) +. 9(41.82) = 42.53 46 .1(46) + .9(42.53) = 42.88 45 .1(45) + .9(42.88) = 43.09 20.11 Time series Exponentially smoothed time series 38 38 43 .8(43) +. 2(38) = 42.00 42 .8(42) +. 2(42.00) = 42.00 45 .8(45) +. 2(42.00) = 44.40 46 .8(46) +. 2(44.40) = 45.68 48 .8(48) +. 2(45.68) = 47.54 50 .8(50) +. 2(47.54) = 49.51 49 .8(49) +. 2(49.51) = 49.10 46 .8(46) + .2(49.10) = 46.62 45 .8(45) + .2(46.62) = 45.32 172 20.12 30 35 40 45 50 55 1 2 3 4 5 6 7 8 9 10 Series1 Series2 Series3 There is a trend component....
View Full Document

## This note was uploaded on 09/28/2010 for the course FINOPMGT 250 taught by Professor Kumar during the Spring '10 term at University of Massachusetts Boston.

### Page1 / 21

Chapter 20 - Chapter 20 20.1 Time series Moving average 48...

This preview shows document pages 1 - 6. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online