ppt课件-usingacenteredmovingaveragetoextracttheseasonal.pptVIP

Using a Centered Moving Average to Extract the Seasonal Component of a Time Series We can correct this problem with a centered moving average Example: Quarterly product sales * * If we are forecasting with say, quarterly time series data, a 4-period moving average should be free of seasonality since it always includes one observation for each quarter of the year Suppose we have a quarterly time series X1, X2, X3, . . . , Xn The first value that can be calculated for this series by a 4-period MA process would use observations X1, X2, X3, and X4. Notice that our first 4-period average has a ce