Временной ряд 2
|
Анализ временного ряда | ||||
|
Исходные данные | ||||
|
квартал |
2001 |
2002 |
2003 |
2004 |
|
1 |
|
1435 |
1161 |
891 |
|
2 |
|
1527 |
1213 |
913 |
|
3 |
2250 |
1866 |
1476 |
1086 |
|
4 |
1329 |
1093 |
853 |
598 |
|
время |
временной ряд |
Скользящая средняя |
Центрированная скользящая средняя |
Оценка сезонной компоненты |
|
1 |
=B5 |
|
|
|
|
2 |
=B6 |
|
|
|
|
3 |
=B7 |
|
|
|
|
4 |
=B8 |
=СРЗНАЧ(B12:B15) |
=СРЗНАЧ(C14:C15) |
=B14/D14 |
|
5 |
=C5 |
=СРЗНАЧ(B13:B16) |
=СРЗНАЧ(C15:C16) |
=B15/D15 |
|
6 |
=C6 |
=СРЗНАЧ(B14:B17) |
=СРЗНАЧ(C16:C17) |
=B16/D16 |
|
7 |
=C7 |
=СРЗНАЧ(B15:B18) |
=СРЗНАЧ(C17:C18) |
=B17/D17 |
|
8 |
=C8 |
=СРЗНАЧ(B16:B19) |
=СРЗНАЧ(C18:C19) |
=B18/D18 |
|
9 |
=D5 |
=СРЗНАЧ(B17:B20) |
=СРЗНАЧ(C19:C20) |
=B19/D19 |
|
10 |
=D6 |
=СРЗНАЧ(B18:B21) |
=СРЗНАЧ(C20:C21) |
=B20/D20 |
|
11 |
=D7 |
=СРЗНАЧ(B19:B22) |
=СРЗНАЧ(C21:C22) |
=B21/D21 |
|
12 |
=D8 |
=СРЗНАЧ(B20:B23) |
=СРЗНАЧ(C22:C23) |
=B22/D22 |
|
13 |
=E5 |
=СРЗНАЧ(B21:B24) |
=СРЗНАЧ(C23:C24) |
=B23/D23 |
|
14 |
=E6 |
=СРЗНАЧ(B22:B25) |
=СРЗНАЧ(C24:C25) |
=B24/D24 |
|
15 |
=E7 |
=СРЗНАЧ(B23:B26) |
=СРЗНАЧ(C25:C26) |
=B25/D25 |
|
16 |
=E8 |
=СРЗНАЧ(B24:B27) |
=СРЗНАЧ(C26:C27) |
=B26/D26 |
|
среднее значение |
=СРЗНАЧ(B11:B26) |
|
|
|
|
S |
y/S |
T |
TS |
E=y-(TS) |
y-yср |
|
0,9 |
|
|
|
|
=B11-B27 |
|
0,68 |
=B12/F12 |
=$E$37*A12+$F$37 |
=F12*H12 |
=B12-I12 |
=B12-B27 |
|
1 |
=B13/F13 |
=$E$37*A13+$F$37 |
=F13*H13 |
=B13-I13 |
=B13-B27 |
|
1,43 |
=B14/F14 |
=$E$37*A14+$F$37 |
=F14*H14 |
=B14-I14 |
=B14-B27 |
|
0,9 |
=B15/F15 |
=$E$37*A15+$F$37 |
=F15*H15 |
=B15-I15 |
=B15-B27 |
|
0,68 |
=B16/F16 |
=$E$37*A16+$F$37 |
=F16*H16 |
=B16-I16 |
=B16-B27 |
|
1 |
=B17/F17 |
=$E$37*A17+$F$37 |
=F17*H17 |
=B17-I17 |
=B17-B27 |
|
1,43 |
=B18/F18 |
=$E$37*A18+$F$37 |
=F18*H18 |
=B18-I18 |
=B18-B27 |
|
0,9 |
=B19/F19 |
=$E$37*A19+$F$37 |
=F19*H19 |
=B19-I19 |
=B19-B27 |
|
0,68 |
=B20/F20 |
=$E$37*A20+$F$37 |
=F20*H20 |
=B20-I20 |
=B20-B27 |
|
1 |
=B21/F21 |
=$E$37*A21+$F$37 |
=F21*H21 |
=B21-I21 |
=B21-B27 |
|
1,43 |
=B22/F22 |
=$E$37*A22+$F$37 |
=F22*H22 |
=B22-I22 |
=B22-B27 |
|
0,9 |
=B23/F23 |
=$E$37*A23+$F$37 |
=F23*H23 |
=B23-I23 |
=B23-B27 |
|
0,68 |
=B24/F24 |
=$E$37*A24+$F$37 |
=F24*H24 |
=B24-I24 |
=B24-B27 |
|
1 |
=B25/F25 |
=$E$37*A25+$F$37 |
=F25*H25 |
=B25-I25 |
=B25-B27 |
|
|
|
1 |
2 |
3 |
4 |
|
|
|
|
2001 |
|
|
|
=E14 |
|
|
|
|
2002 |
=E15 |
=E16 |
=E17 |
=E18 |
|
|
|
|
2003 |
=E19 |
=E20 |
=E21 |
=E22 |
|
|
|
|
2004 |
=E23 |
|
|
|
|
|
|
средняя оценка сезонной компоненты Scp |
|
=СРЗНАЧ (C30:C33) |
=СРЗНАЧ (D30:D33) |
=СРЗНАЧ (E30:E33) |
=СРЗНАЧ (F30:F33) |
=СУММ(C34:F34) |
сумма |
|
скорректированная сезоннная компонента Sck |
|
=C34*$L$32 |
=D34*$L$32 |
=E34*$L$32 |
=F34*$L$32 |
=СУММ(C35:F35) |
сумма |
|
|
|
|
|
|
|
|
|
|
|
|
|
b |
=НАКЛОН (G12:G25;A12:A25) |
=ОТРЕЗОК
(G12:G25;A12:A25) |
a |
|
|
|
T |
S |
F |
|
16 |
=$F$37+$E$37*B40 |
=F35 |
=C40*D40 |
|
17 |
=$F$37+$E$37*B41 |
=C35 |
=C41*D41 |
|
k - корректирующий коэффициент |
|
|
k=4/сумма |
=4/G34 |
|
Sск=Sср*k |
|
|
|
=СУММКВ(J12:J25) |
|
|
=СУММКВ(K12:K25) |
|
ошибка |
=J39/J40*100 |
