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महाराष्ट्र राज्य शिक्षण मंडळएचएससी वाणिज्य (इंग्रजी माध्यम) इयत्ता १२ वी

Following table shows the all India infant mortality rates (per ‘000) for years 1980 to 2010 Year 1980 1985 1990 1995 IMR 10 7 5 4 Year 2000 2005 2010 IMR 3 1 0 Fit a trend line by the method of leas - Mathematics and Statistics

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प्रश्न

Following table shows the all India infant mortality rates (per ‘000) for years 1980 to 2010

Year 1980 1985 1990 1995
IMR 10 7 5 4
Year 2000 2005 2010  
IMR 3 1 0  

Fit a trend line by the method of least squares

Solution: Let us fit equation of trend line for above data.

Let the equation of trend line be y = a + bx   .....(i)

Here n = 7(odd), middle year is `square` and h = 5

Year IMR (y) x x2 x.y
1980 10 – 3 9 – 30
1985 7 – 2 4 – 14
1990 5 – 1 1 – 5
1995 4 0 0 0
2000 3 1 1 3
2005 1 2 4 2
2010 0 3 9 0
Total 30 0 28 – 44

The normal equations are

Σy = na + bΣx

As, Σx = 0, a = `square`

Also, Σxy = aΣx + bΣx2

As, Σx = 0, b =`square`

∴ The equation of trend line is y = `square`

तक्ता
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उत्तर

Let the equation of trend line be y = a + bx   .....(i)

Here n = 7(odd), middle year is 1995 and h = 5

x = `("t" - "middle year")/"h"`

= `("t" - 1995)/5`

We obtain the following table:

Year IMR (y) x x2 x.y
1980 10 – 3 9 – 30
1985 7 – 2 4 – 14
1990 5 – 1 1 – 5
1995 4 0 0 0
2000 3 1 1 3
2005 1 2 4 2
2010 0 3 9 0
Total 30 0 28 – 44

From the table, n = 7, Σyt = 30, Σx = 0, Σx2 = 28, Σxyt = – 44

The normal equations are

Σy = na + bΣx

∴ 30 = 7a + bΣx

As, Σx = 0, a = `30/7` = 4.2857

Also, Σxy = aΣx + bΣx

∴ – 44 = aΣx + b′(28)

As, Σx = 0, b =`(-44)/28` =  – 1.5714

∴ The equation of trend line is y = a + bx

∴ The equation of trend line is y = 4.2857 – 1.5714x

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Measurement of Secular Trend
  या प्रश्नात किंवा उत्तरात काही त्रुटी आहे का?
पाठ 2.4: Time Series - Q.5

संबंधित प्रश्‍न

The following table shows the production of gasoline in U.S.A. for the years 1962 to 1976.

Year 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976
Production
(Million Barrels)
0 0 1 1 2 3 4 5 6 7 8 9 8 9 10

i. Obtain trend values for the above data using 5-yearly moving averages.
ii. Plot the original time series and trend values obtained above on the same graph.


Choose the correct alternative :

Which of the following is a major problem for forecasting, especially when using the method of least squares?


The simplest method of measuring trend of time series is ______.


Fill in the blank :

The method of measuring trend of time series using only averages is _______


Fill in the blank :

The complicated but efficient method of measuring trend of time series is _______.


State whether the following is True or False :

Least squares method of finding trend is very simple and does not involve any calculations.


Solve the following problem :

The following table shows the production of pig-iron and ferro- alloys (‘000 metric tonnes)

Year 1974 1975 1976 1977 1978 1979 1980 1981 1982
Production 0 4 9 9 8 5 4 8 10

Fit a trend line to the above data by graphical method.


Fit a trend line to the following data by the method of least squares.

Year 1974 1975 1976 1977 1978 1979 1980 1981 1982
Production 0 4 9 9 8 5 4 8 10

Solve the following problem :

Fit a trend line to data in Problem 4 by the method of least squares.


Solve the following problem :

The percentage of girls’ enrollment in total enrollment for years 1960-2005 is shown in the following table.

Year 1960 1965 1970 1975 1980 1985 1990 1995 2000 2005
Percentage 0 3 3 4 4 5 6 8 8 10

Fit a trend line to the above data by graphical method.


Solve the following problem :

Obtain trend values for the data in Problem 7 using 4-yearly moving averages.


Following data shows the number of boxes of cereal sold in years 1977 to 1984.

Year 1977 1978 1979 1980 1981 1982 1983 1984
No. of boxes in ten thousand 1 0 3 8 10 4 5 8

Fit a trend line to the above data by graphical method.


Solve the following problem :

Obtain trend values for data in Problem 13 using 4-yearly moving averages.


Solve the following problem :

Following table shows the all India infant mortality rates (per ‘000) for years 1980 to 2010.

Year 1980 1985 1990 1995 2000 2005 2010
IMR 10 7 5 4 3 1 0

Fit a trend line to the above data by graphical method.


Solve the following problem :

Obtain trend values for data in Problem 16 using 3-yearly moving averages.


The complicated but efficient method of measuring trend of time series is ______


The method of measuring trend of time series using only averages is ______


State whether the following statement is True or False:

The secular trend component of time series represents irregular variations


Obtain trend values for data, using 4-yearly centred moving averages

Year 1971 1972 1973 1974 1975 1976
Production 1 0 1 2 3 2
Year 1977 1978 1979 1980 1981 1982
Production 4 6 5 1 4 10

Use the method of least squares to fit a trend line to the data given below. Also, obtain the trend value for the year 1975.

Year 1962 1963 1964 1965 1966 1967 1968 1969
Production
(million barrels)
0 0 1 1 2 3 4 5
Year 1970 1971 1972 1973 1974 1975 1976  
Production
(million barrels)
6 8 9 9 8 7 10  

Obtain trend values for data, using 3-yearly moving averages
Solution:

Year IMR 3 yearly
moving total
3-yearly moving
average

(trend value)
1980 10
1985 7 `square` 7.33
1990 5 16 `square`
1995 4 12 4
2000 3 8 `square`
2005 1 `square` 1.33
2010 0

Fit equation of trend line for the data given below.

Year Production (y) x x2 xy
2006 19 – 9 81 – 171
2007 20 – 7 49 – 140
2008 14 – 5 25 – 70
2009 16 – 3 9 – 48
2010 17 – 1 1 – 17
2011 16 1 1 16
2012 18 3 9 54
2013 17 5 25 85
2014 21 7 49 147
2015 19 9 81 171
Total 177 0 330 27

Let the equation of trend line be y = a + bx   .....(i)

Here n = `square` (even), two middle years are `square` and 2011, and h = `square`

The normal equations are Σy = na + bΣx

As Σx = 0, a = `square`

Also, Σxy = aΣx + bΣx2

As Σx = 0, b = `square`

Substitute values of a and b in equation (i) the equation of trend line is `square`

To find trend value for the year 2016, put x = `square` in the above equation.

y = `square`


Obtain the trend values for the following data using 5 yearly moving averages:

Year 2000 2001 2002 2003 2004
Production
xi
10 15 20 25 30
Year 2005 2006 2007 2008 2009
Production
xi
35 40 45 50 55

Following table shows the amount of sugar production (in lakh tonnes) for the years 1931 to 1941:

Year Production Year Production
1931 1 1937 8
1932 0 1938 6
1933 1 1939 5
1934 2 1940 1
1935 3 1941 4
1936 2    

Complete the following activity to fit a trend line by method of least squares:


Complete the following activity to fit a trend line to the following data by the method of least squares.

Year 1975 1976 1977 1978 1979 1980 1981 1982 1983
Number of deaths 0 6 3 8 2 9 4 5 10

Solution:

Here n = 9. We transform year t to u by taking u = t - 1979. We construct the following table for calculation :

Year t Number of deaths xt u = t - 1979 u2 uxt
1975 0 - 4 16 0
1976 6 - 3 9 - 18
1977 3 - 2 4 - 6
1978 8 - 1 1 - 8
1979 2 0 0 0
1980 9 1 1 9
1981 4 2 4 8
1982 5 3 9 15
1983 10 4 16 40
  `sumx_t` =47 `sumu`=0 `sumu^2=60` `square`

The equation of trend line is xt= a' + b'u.

The normal equations are,

`sumx_t = na^' + b^' sumu`              ...(1)

`sumux_t = a^'sumu + b^'sumu^2`      ...(2)

Here, n = 9, `sumx_t = 47, sumu= 0, sumu^2 = 60`

By putting these values in normal equations, we get

47 = 9a' + b' (0)       ...(3)

40 = a'(0) + b'(60)      ...(4)

From equation (3), we get a' = `square`

From equation (4), we get b' = `square`

∴ the equation of trend line is xt = `square`


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