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

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Question

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

Sum
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Solution

Construct the following table to obtain 5 yearly moving averages in data of problem 1.

Year T Production yt
(in' 000 tonnes)
5 – yearly moving total 5 – yearly moving averages trend value
1962 0
1963 0
1964 1 6 1.2
1965 1 8 1.6
1966 4 12 2.4
1967 2 20 4
1968 4 26 5.2
1969 9 32 6.4
1970 7 38 7.6
1971 10
1972 8
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Measurement of Secular Trend
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Chapter 4: Time Series - Exercise 4.1 [Page 66]

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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`


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

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