统计学itimeseriesanalysisexercise1.5时间序列作业.docx

Time series exercise I. Fill in the blank Time series has two elements : 1. 2. In a time series, we call the first appearanee of the value ,the latest numerical value . Time series can be divided into three kinds of time series, time series , time series, time series. Among them Is the most basic seque nee. Absolute number time series can be divided into two kinds , mong them, the nu merical sum of differe nt time in the seque nee has practical sig ni fica nee is called , the nu merical sum of differe nt time in the seque nee has no practical sig ni fica nee is called . Known that in 1995 a oilfield s the total crude oil production of 200 million tons, in 2000 the TOC \o 1-5 \h \z total output of crude oil is 459 million tons.During the Ninth Five Year Plan ,the formula of the average ann ual growth rate of the crude oil in the oilfield product ion is . Because the base is differe nt, the developme nt speed can be divided into two kin ds, And .The relation between them can be expressed as . Suppose i=1, 3, 2,..., N, Ai is the economic level of the first I period , then ai/a0 is called ( (developme nt of speed), ai/ai-1 is called the developme nt speed). The com mon method for calculat ing the average developme nt speed is the equatio n method and . The product ion of a product in 1995 is in creas ing by 105% compari ng with that 1990, and the product ion in 2000 in creased by 306 . 8% compari ng with that in 1990, the growth rate of the product in 2000 based on 1995 is If the length of moving time is appropriate, the moving average method can effectively TOC \o 1-5 \h \z elimi nate the cyclic variati on and . The volatility of the time series can be decomposed into the Ion g-term trend, , the fluctuation of the cycle and the irregular fluctuation. Using the least square method to test the Iong-term tendency, the standard equation set is . II. single-choice questions 1 Time series and variable seque nee ( ) A are arran ged accord ing to the time o