मराठी
महाराष्ट्र राज्य शिक्षण मंडळएचएससी वाणिज्य (इंग्रजी माध्यम) इयत्ता १२ वी

Following table shows the amount of sugar production (in lac tons) for the years 1971 to 1982 Year 1971 1972 1973 197 1975 1976 Production 1 0 1 2 3 2 Year 1977 1978 1979 1980 1981 1982 Production 4 - Mathematics and Statistics

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प्रश्न

Following table shows the amount of sugar production (in lac tons) for the years 1971 to 1982

Year 1971 1972 1973 1974 1975 1976
Production 1 0 1 2 3 2
Year 1977 1978 1979 1980 1981 1982
Production 4 6 5 1 4 10

Fit a trend line by the method of least squares

तक्ता
बेरीज

उत्तर

In the given problem, n = 12 (even), two middle t − values are 1976 and 1977, h = 1

u = `("t" - "mean of two middle values")/("h"/2)`

= `("t" - 1976.5)/(1/2)`

= 2(t − 1976.5)

We obtain the following table:

Year 

t

Poduction

yt

u = 2(t − 1976.5  u2 uyt Trend
Value
1971 1 – 11 121 – 11 0.1535
1972 0 – 9 81 – 0 0.7165
1973 1 – 7 49 – 7 1.2795
1974 2 – 5 25 – 10 1.8425
1975 3 – 3 9 – 9 2.4055
1976 2 – 1 1 – 2 2.9685
1977 4 1 1 4 3.5315
1978 6 3 9 18 4.0945
1979 5 5 25 25 4.6575
1980 1 7 49 7 5.2205
1981 4 9 81 36 5.7835
1982 10 11 121 110 6.3465
Total 39 0 572 161  

From the table, n = 12, ∑yt = 39, ∑u = 0, ∑u2 = 572, ∑uyt = 161

The two normal equations are: 

∑yt = na' + b'∑u and ∑uyt = a'∑u + b'∑u2

∴ 39 = 12a' + b'(0)   ......(i)

and 161 = a'(0) + b'(572)    ......(ii)

From (i), a′ = `39/12` = 3.25

From (ii), b′ = `161/572` = 0.2815

∴ The equation of the trend line is yt = a′ + b′u

i.e., yt = 3.25+ 0.2815 u,

where u = 2(t − 1976.5)

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Measurement of Secular Trend
  या प्रश्नात किंवा उत्तरात काही त्रुटी आहे का?
पाठ 2.4: Time Series - Q.4

संबंधित प्रश्‍न

Choose the correct alternative :

Which of the following is a major problem for forecasting, especially when using the method of least squares?


Choose the correct alternative :

What is a disadvantage of the graphical method of determining a trend line?


Fill in the blank :

The complicated but efficient method of measuring trend of time series is _______.


State whether the following is True or False :

Least squares method of finding trend is very simple and does not involve any calculations.


Fit a trend line to the following data by the method of least squares.

Year 1974 1975 1976 1977 1978 1979 1980 1981 1982
Production 0 4 9 9 8 5 4 8 10

Solve the following problem :

The percentage of girls’ enrollment in total enrollment for years 1960-2005 is shown in the following table.

Year 1960 1965 1970 1975 1980 1985 1990 1995 2000 2005
Percentage 0 3 3 4 4 5 6 8 8 10

Fit a trend line to the above data by graphical method.


Solve the following problem :

Fit a trend line to the data in Problem 7 by the method of least squares.


Solve the following problem :

Following data shows the number of boxes of cereal sold in years 1977 to 1984.

Year 1977 1978 1979 1980 1981 1982 1983 1984
No. of boxes in ten thousand 1 0 3 8 10 4 5 8

Fit a trend line to the above data by graphical method.


Solve the following problem :

Fit a trend line to data by the method of least squares.

Year 1977 1978 1979 1980 1981 1982 1983 1984
Number of boxes (in ten thousands) 1 0 3 8 10 4 5 8

Solve the following problem :

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


Solve the following problem :

Following table shows the number of traffic fatalities (in a state) resulting from drunken driving for years 1975 to 1983.

Year 1975 1976 1977 1978 1979 1980 1981 1982 1983
No. of deaths 0 6 3 8 2 9 4 5 10

Fit a trend line to the above data by graphical method.


Solve the following problem :

Fit a trend line to data in Problem 13 by the method of least squares.


Solve the following problem :

Obtain trend values for data in Problem 13 using 4-yearly moving averages.


Solve the following problem :

Following table shows the all India infant mortality rates (per ‘000) for years 1980 to 2010.

Year 1980 1985 1990 1995 2000 2005 2010
IMR 10 7 5 4 3 1 0

Fit a trend line to the above data by graphical method.


Solve the following problem :

Obtain trend values for data in Problem 16 using 3-yearly moving averages.


Obtain trend values for data in Problem 19 using 3-yearly moving averages.


The complicated but efficient method of measuring trend of time series is ______


State whether the following statement is True or False:

The secular trend component of time series represents irregular variations


Obtain trend values for data, using 4-yearly centred moving averages

Year 1971 1972 1973 1974 1975 1976
Production 1 0 1 2 3 2
Year 1977 1978 1979 1980 1981 1982
Production 4 6 5 1 4 10

Obtain trend values for data, using 3-yearly moving averages
Solution:

Year IMR 3 yearly
moving total
3-yearly moving
average

(trend value)
1980 10
1985 7 `square` 7.33
1990 5 16 `square`
1995 4 12 4
2000 3 8 `square`
2005 1 `square` 1.33
2010 0

Fit equation of trend line for the data given below.

Year Production (y) x x2 xy
2006 19 – 9 81 – 171
2007 20 – 7 49 – 140
2008 14 – 5 25 – 70
2009 16 – 3 9 – 48
2010 17 – 1 1 – 17
2011 16 1 1 16
2012 18 3 9 54
2013 17 5 25 85
2014 21 7 49 147
2015 19 9 81 171
Total 177 0 330 27

Let the equation of trend line be y = a + bx   .....(i)

Here n = `square` (even), two middle years are `square` and 2011, and h = `square`

The normal equations are Σy = na + bΣx

As Σx = 0, a = `square`

Also, Σxy = aΣx + bΣx2

As Σx = 0, b = `square`

Substitute values of a and b in equation (i) the equation of trend line is `square`

To find trend value for the year 2016, put x = `square` in the above equation.

y = `square`


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  

Following table shows the amount of sugar production (in lakh tonnes) for the years 1931 to 1941:

Year Production Year Production
1931 1 1937 8
1932 0 1938 6
1933 1 1939 5
1934 2 1940 1
1935 3 1941 4
1936 2    

Complete the following activity to fit a trend line by method of least squares:


Following table gives the number of road accidents (in thousands) due to overspeeding in Maharashtra for 9 years. Complete the following activity to find the trend by the method of least squares.

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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