詹姆斯·R·埃文斯-数据、模型与决策（第4版）evans_sda4_ppt_07.pptVIP

Chapter 7: Forecasting7-1Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Forecasting TechniquesQualitative and judgmentalStatistical time series modelsExplanatory/causal models7-2Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Qualitative and Judgmental MethodsHistorical analogy – comparative analysis with a previous situationDelphi Method – response to a sequence of questionnaires by a panel of experts7-3Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Indicators and IndexesIndicators – measures believed to influence the behavior of a variable we wish to forecastLeading indicatorsLagging indicatorsIndex – a weighted combination of indicatorsIndicators and indexes are often used in economic forecasting7-4Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Time SeriesA time series is a stream of historical dataComponents of time seriesTrendShort-term seasonal effectsLonger-term cyclical effects7-5Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Examples of Time Series7-6Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Statistical Forecasting MethodsMoving averageExponential smoothingRegression analysis7-7Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Simple Moving AverageAverage random fluctuations in a time series to infer short-term changes in directionAssumption: future observations will be similar to recent pastMoving average for next period = average of most recent k observations7-8Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Example: Moving Average Forecast With k = 37-9Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Time Series Data and Moving Averages 7-10Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall Excel Tool: Moving AveragesTools Data Analysis Moving AverageEnter range of dataEnter value of kSelect output optionsSelect options7-11Copyright