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Solve the following problem : Obtain trend values for data in Problem 10 using 3-yearly moving averages. - Mathematics and Statistics

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Question

Solve the following problem :

Obtain trend values for data in Problem 10 using 3-yearly moving averages.

Sum
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Solution

Construct the following table for finding obtaining 3-yearly moving averages.

Year
t

Production
(in ten thousands) yt
3–moving total 3–yearly moving averages ten value
1997 1
1978 0 4 1.3333
1979 3 11 3.6667
1980 8 21 7
1981 10 22 7.3333
1982 4 19 6.3333
1983 5 17 5.6667
1984 8
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Measurement of Secular Trend
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Chapter 4: Time Series - Miscellaneous Exercise 4 [Page 70]

APPEARS IN

Balbharati Mathematics and Statistics 2 (Commerce) [English] Standard 12 Maharashtra State Board
Chapter 4 Time Series
Miscellaneous Exercise 4 | Q 4.12 | Page 70

RELATED QUESTIONS

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 ______.


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


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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
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Complete the table using 4 yearly moving average method.

Year Production 4 yearly
moving
total
4 yearly
centered
total
4 yearly centered
moving average
(trend values)
2006 19  
    `square`    
2007 20   `square`
    72    
2008 17   142 17.75
    70    
2009 16   `square` 17
    `square`    
2010 17   133 `square`
    67    
2011 16   `square` `square`
    `square`    
2012 18   140 17.5
    72    
2013 17   147 18.375
    75    
2014 21  
       
2015 19  

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

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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`


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