0% found this document useful (0 votes)
24 views

Seasonal Sequence

The document contains time series data with values for y(t) and lags of y(t) over multiple time periods. It also includes regression coefficients and graphs plotting the data and fitted linear, exponential, logarithmic, and power models.

Uploaded by

Lily Asatryan
Copyright
© © All Rights Reserved
Available Formats
Download as ODS, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
24 views

Seasonal Sequence

The document contains time series data with values for y(t) and lags of y(t) over multiple time periods. It also includes regression coefficients and graphs plotting the data and fitted linear, exponential, logarithmic, and power models.

Uploaded by

Lily Asatryan
Copyright
© © All Rights Reserved
Available Formats
Download as ODS, PDF, TXT or read online on Scribd
You are on page 1/ 12

Sheet1

t y y(t-1) y(t-2) y(t-3) y(t-4)


1 6
2 4.4 6
3 5 6.1 4.4 6
4 9 6.4 5 4.4 6
5 7.2 6.5 9 5 4.4 6
6 4.8 6.75 7.2 9 5 4.4
7 6 7 4.8 7.2 9 5
8 10 7.2 6 4.8 7.2 9
9 8 7.4 10 6 4.8 7.2
10 5.6 7.5 8 10 6 4.8
11 6.4 7.75 5.6 8 10 6
12 11 8 6.4 5.6 8 10
13 9 8.25 11 6.4 5.6 8
14 6.6 8.4 9 11 6.4 5.6
15 7 8.35 6.6 9 11 6.4
16 10.8 6.1 7 6.6 9 11

r1 0.165154757 1.5
r2 -0.56687342
r3 0.113558147 1
r4 0.983025204
r5 0.118711263
0.5
r6 -0.72204626
r7 -0.00336759 Column B
r8 0.973848135 0
r9 0.097126409 0 2 4 6 8 10 12 14
r10 -0.79984983 -0.5
r11 -0.082592
r12 0.966416583
-1

Page 1
Sheet1

y(t-5) y(t-6) y(t-7) y(t-8) y(t-8) y(t-9) y(t-10)

6
4.4 6
5 4.4 6
9 5 4.4 6
7.2 9 5 4.4 6
4.8 7.2 9 5 4.4 6
6 4.8 7.2 9 5 4.4 6
10 6 4.8 7.2 9 5 4.4
8 10 6 4.8 7.2 9 5
5.6 8 10 6 4.8 7.2 9
6.4 5.6 8 10 6 4.8 7.2

Column B

12 14

Page 2
Sheet1

y(t-11)

12

10

6 y

2
6
4.4 0
5 0 2 4 6 8 10 12 14 16 18
9

Page 3
Sheet2

month yt y(t-1) y(t-2) y(t-3) y(t-4)


Jan 1 82.9
Feb 2 87.3 82.9
March 3 99.4 87.3 82.9
April 4 104.8 99.4 87.3 82.9
May 5 107.2 104.8 99.4 87.3 82.9
June 6 121.6 107.2 104.8 99.4 87.3
July 7 118.6 121.6 107.2 104.8 99.4
Aug 8 114.1 118.6 121.6 107.2 104.8
September 9 123 114.1 118.6 121.6 107.2
October 10 127.3 123 114.1 118.6 121.6

r1 0.901366972
r2 0.805409982
r3 0.884784518
r4 0.705700837
r5 0.367313511
r6 0.868870494

140

R² = 0.887257448168395
120

100

80
yt
Linear (yt)
60 Exponentia

40
f(x) = 83.9559197304803 exp( 0.0451321504208482 x )
R² = 0.871843650270405
20

0
0 2 4 6 8 10 12

Page 4
Sheet2

y(t-5) y(t-6)
140

120

82.9 100
87.3 82.9
99.4 87.3 80
104.8 99.4
107.2 104.8
60

40

20

0
0 2 4 6

140

120

100

80
yt
Linear (yt)
60
Exponential (yt)
f(x) = 19.8913282447639 ln(x) + 78.5753171564616
R² = 0.923672502180378
40
0.0451321504208482 x )
20

0
10 12 0 2 4 6 8 10 12

Page 5
Sheet2

yt

4 6 8 10 12

0.9

0.8

0.7

0.6
yt
0.5
Logarithmic (yt)
78.5753171564616 0.4

0.3

0.2

0.1

8 10 12 0
0 1 2 3 4 5 6

Page 6
Sheet2

140

120 f(x) = 80.3437018915473 x^0.193456724126366


R² = 0.93898575532485
100

80

Column C 60

40

20

0
0 2 4 6 8 10
3 4 5 6 7

Page 7
Sheet2

5473 x^0.193456724126366
2485

yt
Power (yt)

6 8 10 12

Page 8
Sheet3

t y 4th mean 2th mean seasonal component


1 6
2 4.4
3 5 6.1 6.25 -1.25
4 9 6.4 6.45 2.55
5 7.2 6.5 6.625 0.575
6 4.8 6.75 6.875 -2.075
7 6 7 7.1 -1.1
8 10 7.2 7.3 2.7
9 8 7.4 7.45 0.55
10 5.6 7.5 7.625 -2.025
11 6.4 7.75 7.875 -1.475
12 11 8 8.125 2.875
13 9 8.25 8.325 0.675000000000001
14 6.6 8.4 8.375 -1.775
15 7 8.35
16 10.8

t y si T+E T(t) T(t)+si


1 6 0.58125 5.41875 5.91 6.49125
2 4.4 -1.97708 6.37708 6.1 4.12292
3 5 -1.294 6.294 6.29 4.996
4 9 2.689 6.311 6.48 9.169
5 7.2 0.58125 6.61875 6.67 7.25125
6 4.8 -1.97708 6.77708 6.86 4.88292
7 6 -1.294 7.294 7.05 5.756
8 10 2.689 7.311 7.24 9.929
9 8 0.58125 7.41875 7.43 8.01125
10 5.6 -1.97708 7.57708 7.62 5.64292
11 6.4 -1.294 7.694 7.81 6.516
12 11 2.689 8.311 8 10.689
13 9 0.58125 8.41875 8.19 8.77125
14 6.6 -1.97708 8.57708 8.38 6.40292
15 7 -1.294 8.294 8.57 7.276
16 10.8 2.689 8.111 8.76 11.449

MEAN Y 7.3

Page 9
Sheet3

1 season 2 season 3 season 4 season


-1.25 2.55
0.575 -2.075 -1.1 2.7
0.55 -2.025 -1.475 2.875
0.675 -1.775

SI MEAN 0.6 -1.95833333 -1.275 2.708333333


CORRECTED SI 0.58125 -1.97708 -1.294 2.689

sum 0.075

epsileon ESS square TSS square ESS 1.121445956


-0.49125 0.2413265625 1.69 TSS 67.12
0.27708 0.0767733264 8.41 R 0.983291926
0.004 1.6E-05 5.29
-0.169 0.028561 2.89
-0.05125 0.0026265625 0.01
-0.08292 0.0068757264 6.25
0.244 0.059536 1.69
0.071 0.005041 7.29
-0.01125 0.0001265625 0.49
-0.04292 0.0018421264 2.89
-0.116 0.013456 0.81
0.311 0.096721 13.69
0.22875 0.0523265625 2.89
0.19708 0.0388405264 0.49
-0.276 0.076176 0.09
-0.649 0.421201 12.25

Page 10
Sheet3

10

9
f(x) = 0.186433352941176 x + 5.715524
8 R² = 0.915003495645295
7

5 T+E
Linear (T+E)
4

0
0 2 4 6 8 10 12 14 16 18

Page 11
Sheet3

T+E
Linear (T+E)

16 18

Page 12

You might also like