TAILIEUCHUNG - Lecture Statistical techniques in business and economics - Chapter 18: Time series

Chapter 18 provides knowledge of time series. When you finish this chapter, you should be able to: Define the four components of a time series, determine a linear trend equation, compute a moving average, compute the trend equation for a nonlinear trend,. | Copyright © 2003 by The McGraw-Hill Companies, Inc. All rights reserved. TIME Series Chapter 18 Define the four components of a time series 1. Determine a linear trend equation 2. Compute a moving average 3. Compute the trend equation for a nonlinear trend 4. Use trend equations to forecast future time periods and to develop seasonally adjusted forecasts 5. Determine and interpret a set of seasonal indexes 6. Deseasonalize data using a seasonal index 8. When you have completed this chapter, you will be able to: Identify cyclical fluctuations 7. Compute and evaluate forecasts 9. TIME Series is a collection of data recorded over a period of time ( data may be recorded weekly, monthly, or quarterly) Components Secular Trend Cyclical Variation Seasonal Variation is the long run direction of the Time Series is the fluctuation above and below the trend line is the pattern in a time series; these patterns tend to repeat themselves from year to year .and Episodic variations are .

• Kinh tế học
• Statistical techniques
• Statistical techniques in business
• Statistical techniques in economics
• Descriptive statistics
• Time series
• Linear trend equation
• Statistical inference
• Independent samples
• Statistical process control
• Quality management
• Random observation
• Sampling methods
• Central limit theorem
• Confidence intervals
• Point estimator
• Confidence interval
• Hypothesis testing
• Alternative hypothesis
• Analysis of variance
• F distribution
• Linear regression
• Coefficient of correlation
• Multiple regression
• Multiple regression analysis
• Chi square applications
• Test of hypothesis
• Analysis of ranked data
• Kruskal Wallis test
• Index numbers
• Consumer price index
• Decision making
• Organize information
• The role of statistics
• Qualitative variable
• Describing data
• Frequency distribution
• Central tendency
• Standard deviation
• Ungrouped data
• Probability concepts
• Random experiment
• Discrete probability distributions
• Continuous random variables
• Decision theory
• Decision alternative
• Inferential statistics
• Frequency tables
• Numerical measures