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

The following table gives the production of steel (in millions of tons) for years 1976 to 1986. Year 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986

Advertisements
Advertisements

प्रश्न

The following table gives the production of steel (in millions of tons) for years 1976 to 1986.

Year 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986
Production 0 4 4 2 6 8 5 9 4 10 10

Obtain the trend value for the year 1990

तक्ता
बेरीज
Advertisements

उत्तर

In the given problem, n = 11 (odd), middle t- values is 1981, h = 1

u = `("t" - "middle t value")/"h"`

= `("t" - 1981)/1`

= t – 1981

We obtain the following table:

Year 

t

Production

yt

u = t − 1981 u2 uyt Trend Value
1976 0 − 5 25 0 1.6819
1977 4 − 4 16 − 16 2.4728
1978 4 − 3 9 − 12 3.2637
1979 2 − 2 4 − 4 4.0546
1980 6 − 1 1 − 6 4.8455
1981 8 0 0 0 5.6364
1982 5 1 1 5 6.4273
1983 9 2 4 18 7.2182
1984 4 3 9 12 8.0091
1985 10 4 16 40 8.8
1986 10 5 25 50 9.5909
Total 62 0 110 87 87

From the table, n = 11, ∑yt = 62, ∑u = 0, ∑u2 = 110, ∑uyt = 87

The two normal equations are:

∑yt = na' + b'∑u and ∑uyt = a'∑u + b'∑u2

∴ 62 = 11a' + b'(0)   .....(i)

and

87 = a'(0) + b'(110)  .....(ii)

From (i), a′ = `62/11` = 5.6364

From (ii), b′ = `87/110` = 0.7909

∴ The equation of the trend line is yt = a′ + b′u

i.e., yt = 5.6364+ 0.7909 u,

where u = t – 1981

Now, for t = 1990,

u = 1990 – 1981

= 9

∴ yt = 5.6364 + 0.7909 × 9

= 12.7545

shaalaa.com
Measurement of Secular Trend
  या प्रश्नात किंवा उत्तरात काही त्रुटी आहे का?
पाठ 2.4: Time Series - Q.4

संबंधित प्रश्‍न

Obtain the trend line for the above data using 5 yearly moving averages.


Fit a trend line to the data in Problem 4 above by the method of least squares. Also, obtain the trend value for the index of industrial production for the year 1987.


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

Year 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985
Index 0 2 3 3 2 4 5 6 7 10

Fit a trend line to the data in Problem 7 by the method of least squares. Also, obtain the trend value for the year 1990.


Obtain the trend values for the above data using 3-yearly moving averages.


Choose the correct alternative :

What is a disadvantage of the graphical method of determining a trend line?


Fill in the blank :

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


State whether the following is True or False :

Moving average method of finding trend is very complicated and involves several calculations.


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.


Solve the following problem :

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

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

Solve the following problem :

Following table shows the amount of sugar production (in lac tonnes) for the years 1971 to 1982.

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

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


Obtain trend values for the following data using 4-yearly centered moving averages.

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

Solve the following problem :

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


Solve the following problem :

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

Year 1977 1978 1979 1980 1981 1982 1983 1984
Number of boxes (in ten thousands) 1 0 3 8 10 4 5 8

Solve the following problem :

Following table shows the number of traffic fatalities (in a state) resulting from drunken driving for years 1975 to 1983.

Year 1975 1976 1977 1978 1979 1980 1981 1982 1983
No. of deaths 0 6 3 8 2 9 4 5 10

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.


Obtain trend values for data in Problem 19 using 3-yearly moving averages.


State whether the following statement is True or False:

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


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

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

Year 1976 1977 1978 1979 1980 1981
Production 0 4 4 2 6 8
Year 1982 1983 1984 1985 1986  
Production 5 9 4 10 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`


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


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`


Following table gives the number of road accidents (in thousands) due to overspeeding in Maharashtra for 9 years. Complete the following activity to find the trend by the method of least squares.

Year 2008 2009 2010 2011 2012 2013 2014 2015 2016
Number of accidents 39 18 21 28 27 27 23 25 22

Solution:

We take origin to 18, we get, the number of accidents as follows:

Year Number of accidents xt t u = t - 5 u2 u.xt
2008 21 1 -4 16 -84
2009 0 2 -3 9 0
2010 3 3 -2 4 -6
2011 10 4 -1 1 -10
2012 9 5 0 0 0
2013 9 6 1 1 9
2014 5 7 2 4 10
2015 7 8 3 9 21
2016 4 9 4 16 16
  `sumx_t=68` - `sumu=0` `sumu^2=60` `square`

The equation of trend 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=68,sumu=0,sumu^2=60,sumux_t=-44`

Putting these values in normal equations, we get

68 = 9a' + b'(0)     ...(3)

∴ a' = `square`

-44 = a'(0) + b'(60)          ...(4)

∴ b' = `square`

The equation of trend line is given by

xt = `square`


Share
Notifications

Englishहिंदीमराठी


      Forgot password?
Use app×