TIME SERIES ANALYSIS
TIME SERIES
A) Find the moving average of
1) 1, 0, -1, 0, 1,0, -1, 0,1 4yrs..
2) Year: 1 2 3 4 5 6 7 8 9 Sales: 36 43 43 34 44 54 34 24 15
4 years centred moving average.
3) 5 yrly moving average:
Year: 1 2 3 4 5 6 7 8 9 10
Sales:32 17 57 92 2 5 10 27 5 31
4) 3 year moving average:
Year: 1 2 3 4 5 6 7
Values: 2 4 5 7 8 10 13
5) Using 3-year moving average method determine the trend and short-term fluctuations::
Year: 1 2 3 4 5 6 7
Values: 21 30 40 25 40 55 70
6) Find the 3-year weighted moving average with weights 1,4,1 for the following series:
Year : 1 2 3 4 5 6 7
Values: 2 5 6 5 8 3 3
7) Year production ('0000 tonnes)
1995 506
1996 620
1997 1036
1998 673
1999 588
2000 699
2001 1116
2002 783
2003 663
2004 773
2005 1189
Find the 4 years moving average.
B) Use the method of least square
1) Year: 01 02 03 04 05
Prod: 10 12 8 10 14
Use the method of least squares to fit a straight line to the data. Also find the trend values for different years. 10.8+ 0.6x; 9.6, 10.2, 10.8, 11.4, 12.0
2) Year: 00 01 02 03 04
Insured: 11.3 13 9.7 10.6 10.7
Find the insuranced people in 1997? Y=11.06 - 0.4x; 8.18.
3) Yr: 1991 92 93 94 95 96 97
Sales:125 128 133 135 140 141 143
Find the trend values:. Y=135+ 3.107x, 125.679, 128.786, 131.893, 135, 138.107, 141.214, 144.321.
4) Yr: 1980 81 82 83 84 85 1986
Profit: 60 72 75 65 80 85 95
Estimate the profit for 1987. Y= 76+ 4.857x; 95.428 lacs.
5) Obtain the trend Equation and tabulate against each year after estimation of the trend and short-term fluctuations.
Year Value
1997 380
1998 400
1999 650
2000 720
2001 690
2002 620
2003 670
2004 950
2005 1040 y= 680 + 70.5x; -18.0, -68.5, 111.0, 110.5, 10.0, -130.5, - 151.0, 58.5, 78.0.
6) Determine the equation of a straight line which best fits the following data:
year:. 01 02 03 04 05
Sales: 35 56 79 80 40
Compute the trend values for all the years from 2001 to 2005. Y= 58 + 3.4x, 51.2, 54.6, 58.0, 61.4, 64.8
7) Fit a suitable straight line to the following data by the method of least squares and estimate the percentage of insured people in 1997:
Year: 1989 1990 1991 1992 1993
Ins: 11.3 13.0 9.7 10.6 10.7
Y= 11.06- 0.36x, 8.9
8) The following table gives the annual profits(in thousand ₹) in a factory:
Year profit ('000 ₹)
1991 60
1992 72
1993 75
1994 65
1995 80
1996 85
1997 90
a) fit a straight line trend by the method of least squares. Y=75.29 + 4.32x
b) find the gradient of the fitted trend line. 4.32
c) calculate the projected profit for 1998. 92570
C)
1) Year: 1994 95 96 97 98 99
Sale : 12 15 17 22 24 30
Estimate the volume of sale for 2000. Y=20+1.74x; 32.2 units.
2) yr: 1997 98 99 00 01 02
Price: 250 207 228 240 281 300
Find the trend value of 2004: y= 266.33 + 13.49x; 387.74.
3) Year. Value
1996 380
1997 400
1998 650
1999 720
2000 690
2001 600
2002 870
2003 930
Estimate the value of 2005. Y= 655+ 35.83x referred to midpoint of 1983-84 as origin and unit of x as 6 months; 1049.13.
4) Fit a straight line trend equation by the method of least squares and estimate the trend values:
Year values
1991 80
1992 90
1993 92
1994 83
1995 95
1996 99
1997 92
1998 104
Y= 91.75 + 1.25x, 83, 85.5, 88, 90.5, 93, 95.5, 98, 100.5
5) The weight of a calf taken at weekly intervals are given:
Age in weeks(x) Weight (y)
1 52.5
2 58.7
3 65
4 70.2
5 75.4
6 81.1
7 87.2
8 95.5
9 102.2
10 108.4 Fit a straight line using the method of least squares and estimate the average rate of growth per week. Y= 45.73 + 6.162x, 6.162.
D)
1) year: 2005 10 15 20 25 2030
Profit: 10 13 15 20 22 28
Find the profit for 2035. Y= 18.1.743x; x=2.5yrs; 30.20 lakh.
2) Yr: 1995 97 99 2001 2003
Sales: 18 21 23 27 16
Estimate the sales in 2000, and 2005. Y= 21+ 0.1x; 21000, 21600
E) Find the Seasonal indices and seasonal Index of following using the method of average:
1) Year: Quarters
I II III IV
2003 37 38 37 40
2004 41 34 25 31
2005 35 37 35 41
1.75, 0.42, -3.59, 1.42
2) Year: Quarters
I II III IV
2002 39 21 52 81
2003 45 23 63 76
2004 44 26 69 75
2005 53 23 64 84
86.4, 44.4, 118.4, 150.8
3) year I II III IV
2001 72 68 80 70
2002 76 70 82 74
2003 74 66 84 80
2004 76 74 84 78
2005 78 74 86 82
96.4, 92.1, 106.9 100.5
4) Year 1st 2nd 3rd 4th
2002 16.00 13.50 14.70 17.00
2003 15.90 12.20 15.60 18.10
2004 16.30 11.90 16.90 19.20
2005 17.10 13.20 15.00 18.70
0.77, -3.31, 0.11, 2.43
5) Year I II III IV
2001 71 68 79 71
2002 76 69 82 74
2003 74 66 84 80
2004 76 73 84 78
2005 78 74 86 82
-1.25, -6.25, 6.75, 0.75
6) year. I II III IV
2000 75 60 54 59
2001 86 65 63 80
2002 90 72 66 85
2003 100 78 72 93
117.20, 91.82, 85.14, 105.84
F) Find the seasonal Indices by the method of moving averages from the following:
1) Year: Quarters
I II III IV
2002 97 100 106 110
2003 88 93 96 101
2004 76 79 83 88
2005 94 98 103 106
10.12,0.13, -14.08, 3.83
2) Year: Quarters
I II III IV
1990 34 32 31 36
1991 37 34 33 41
1992 43 40 38 48
33.625, 34.25, 34.75, 35.625, 37, 38.5, 39.875, 41.375
3) Year: Quarters
I II III IV
2002 101 93 79 98
2003 106 96 83 103
2004 110 101 88 106
110.9,99.9, 84.9, 104.3
4) Year: Quarters
I II III IV
2002 65 58 56 61
2003 58 63 63 67
2004 70 59 56 52
2005 60 55 51 58
2.83, - 0.50, -2.17, -0.17
5) Year: Quarters
I II III IV
2002 75 60 54 59
2003 86 65 63 80
2004 90 72 66 85
2005 100 78 72 93
122.36, 92.43, 84.70, 100.51
G) 1) A company estimates it's average monthly sales in a particular year to be ₹200000. The seasonal Indices (SI) of the sales data are as follows:
Month SI
Jan 76
Feb 77
Mar 98
Apr 128
May 137
June. 122
2) A company estimates it's average monthly sales in a particular year to be ₹2000000. The seasonal Indices (SI) of the sales data are as follows:
Month SI
Jan 78
Feb 75
Mar 100
Apr 126
May 138
June. 121
July 101
Aug 104
Sept. 99
Oct 103
Nov 80
Dec 75
Ignoring the possibile existence of a trend, use the above information to draw up a monthly sales budget for the company. 15.6, 15.0, 20.0, 25.2, 27.6, 24.2, 20.2, 20.8, 19.8, 20.6, 16.0, 15.0
3) A company estimates its average monthly sales in a particular year to be ₹2000000. The seasonal Indices (SI) of the sales data are as follows:
Month SI
Jan 76
Feb 77
Mar 98
Apr 128
May 137
June. 122
July 101
Aug 104
Sept. 100
Oct 102
Nov 82
Dec 73
Using this information, draw up a monthly sales budget for the company. (Assume that there is no trend) 152000, 154000, 196000, 256000, 274000, 244000, 202000, 208000, 200000, 204000, 164000, 146000.