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

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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....
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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.

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

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