Time Series Analysis Smoothing By StagesPDF电子书下载

CHAPTER Ⅰ．INTRODUCTION 1

Sketch a,Smoothing lines and cycle． 2

Table A,San Francisco real estate activity 1920 to 1929．The annual cycle． 4

Chart 1,San Francisco real estate activity 1920 to 1929．Application of moving average and trend;the annual cycle． 7

The plan of procedure． 8

A simplified freehand procedure with no objective checks． 8

CHAPTER Ⅱ．THE SMOOTHING LINES 10

Section 1:Locating Smoothing Line A 10

Section 2:Devices to Aid the Smoothing process 11

Moving Averages 11

Sketch b,Dotted ends of moving average line． 12

The moving cyclical average． 13

Sketch c,Correct and incorrect lengths for moving average． 14

Sketch d,Tentative smoothing line and phase points． 14

Sketch d2,same,with extended time scale． 14

Tentative Smoothing line and phase points． 15

Section 3:Locating Smoothing Line B 16

Table B,A suggested arrangement of the calculations for locating the smoothing lines． 18

The moving geometric mean． 19

Section 4:Locating Smoothing Line M 19

Sketch e,Correcting for curvature． 20

Curvature:A systematic error in moving averages;its correction by reiteration of the moving average． 21

Use of Smoothing Line M as a guide to a mathematically fitted trend． 22

Section 5:Illustration:San Francisco real estate activity,1867 to 1940;two stages of smoothing． 22

Table Ca,Locating SL B． 25

Table Cb,Locating SL M;first part of calculation． 28

Table Cc,Locating SL M,continued,correction for curvature． 31

Chart 2,San Francisco real estate activity,1867 to 1940;first stage of smoothing． 32

Chart 3,San Francisco real estate activity,second stage of smoothing． 33

CHAPTER Ⅲ．THE CYCLES 34

Section 1:Characteristics of the cycles 34

Measures of the annual cycle． 34

Measures of the short business cycle． 35

Measures of the major cycle． 35

Table D;Arrangement for the calculation of the measures of the several orders of cycles． 36

Da,The seasonal or annual cycle． 36

Db,The short business cycle． 37

Dc,The major cycle． 38

Explanation of a use of straight lines． 39

Section 2:Illustration:San Francisco real estate activity;Calculation of the measures of the cycles,from the record 1867 to 1940． 39

Table Ea,Measures of the short business cycle． 40

Table Eb,Measures of the Major cycle． 42

Chart 4,Cycles based on the record 1867 to 1940． 44

Chart 5,Standard or typical cycles based on the record 1867 to 1940． 45

CHAPTER Ⅳ．APPLICATION TO CORRELATION AND FORECASTING 46

Section 1:Comparison of time series;correlation 46

Section 2:Forecasting 46

San Francisco real estate activity based on the record 1867 to 1940． 47

Chart 6,A forecast． 50

CHAPTER Ⅴ．ANALYSIS OF SEVEN SERIES 51

Section 1:Wheat prices 52

Table F 54

Charts 7,8,9,10 59

Table G 63

Section 2:Wheat production 66

Table H 68

Charts 11,12,13,14,15 75

Table J 80

Section 3:Cotton production 83

Table K 85

Charts 16,17,18,19 90

Table L 94

Section 4:Crude petroleum output 97

Table M 99

Charts 20,21,22,23 104

Section 5:Pig iron production 111

Table P 113

Charts 24,25,26,27 120

Table Q 124

Section 6:Portland cement production 127

Table R 129

Charts 28,29,30 132

Section 7:Erie Canal freight 138

Table T 141

Charts 31,32,33,34 146

Table U 150