vaqt seriyali modelni tuzish

DOCX 7 pages 32.7 KB Free download

Page preview (5 pages)

Scroll down 👇
1 / 7
аддитивная модель временного ряда o‘zbekiston respublikasi oliy va o‘rta maxsus ta’lim vazirligi toshkent moliya instituti ekonometrika fanidan laboratoriya ishi - 3 bajardi: st-50 talabasi saidov oybek qabul qildi:_________________________ t yillar belarus tashqi savdo balansi 1 2000 y. 11 934,7 2 2001 y. 6 551,2 3 2002 y. 3 502,0 4 2003 y. 3 993,1 5 2004 y. 5 747,5 6 2005 y. 7 123,8 7 2006 y. 9 666,5 8 2007 y. 10 616,4 9 2008 y. 20 385,3 10 2009 y. 12 332,8 11 2010 y. 25 807,4 12 2011 y. 22 018,8 13 2012 y. 20 401,9 14 2013 y. 19 649,8 15 2014 y. 24 726,7 16 2015 y. 20 077,0 17 2016 y. 18 221,5 18 2017 y. 27 404,0 19 2018 y. 41 347,7 20 2019 y. 48 879,4 21 2020 y. 42560,7 vaqt seriyasining additiv modelini qurish. qo'shimchalar modelining umumiy ko'rinishi quyidagicha: y = …
2 / 7
5 13 20401.9 21699.3 21834.39 -1432.49 14 19649.8 21213.85 21456.58 -1806.78 15 24726.7 20668.75 20941.3 3785.4 16 20077 22607.3 21638.03 -1561.03 17 18221.5 26762.55 24684.93 -6463.43 18 27404 33963.15 30362.85 -2958.85 19 41347.7 40047.95 37005.55 4342.15 20 48879.4 - - - 21 42560.7 - - - 2-qadam. keling, seriyaning haqiqiy darajalari bilan markazlashgan harakatlanuvchi o'rtacha (gr. 5 jadval) o'rtasidagi farq sifatida mavsumiy komponentning hisob-kitoblarini topaylik. biz ushbu hisob-kitoblardan s.ning mavsumiy komponenti qiymatlarini hisoblash uchun foydalanamiz. buning uchun mavsumiy komponent si ning har chorak (barcha yillar uchun) hisob-kitoblari uchun o'rtacha ko'rsatkichni topamiz. mavsumiy komponentga ega bo'lgan modellarda mavsumiy ta'sirlar bir muddat davomida o'zaro bekor qilinadi, deb taxmin qilinadi. qo'shimcha modelda bu barcha choraklar uchun mavsumiy komponentaning qiymatlari yig'indisi nolga teng bo'lishi kerakligi bilan ifodalanadi. ko’rsatkichlar 1 2 3 4 1 - - -2219.85 -1026.925 2 -114.663 -336.838 -451.775 -1982.725 3 5117.438 -6377.975 5669.25 963.95 4 -1432.488 -1806.775 3785.4 -1561.025 5 -6463.425 …
3 / 7
si: a0n + a1∑t = ∑y a0∑t + a1∑t2 = ∑y*t ma'lumotlarimiz uchun tenglamalar sistemasi shakldan: 21a0 + 231a1 = 403103.97 231a0 + 3311a1 = 5814827.48 birinchi tenglamadan a0 ifodalaymiz va ikkinchi tenglamaga almashtiramiz a1 = 417.005, a0 = 14608.372 o’rtacha t y t2 y2 t*y y(t) (y-y(t))2 1 12090.474 1 146179570.613 12090.474 15025.377 50480356.794 8613654.385 2 8853.799 4 78389763.373 17707.599 15442.382 106949269.198 43409423.422 3 709.455 9 503326.397 2128.365 15859.387 341731173.769 229520445.724 4 4327.271 16 18725276.471 17309.085 16276.392 221062065.849 142781491.971 5 5903.274 25 34848648.347 29516.372 16693.397 176681330.742 116426751.426 6 9426.399 36 88857005.177 56558.396 17110.402 95433907.6 59043900.305 7 6873.955 49 47251257.342 48117.685 17527.407 151818680.901 113496045.409 8 10950.571 64 119915010.701 87604.57 17944.412 67977652.129 48913812.566 9 20541.074 81 421935736.479 184869.669 18361.417 1810765.913 4750904.904 10 14635.399 100 214194914.866 146353.994 18778.422 20793855.144 17164639.227 11 23014.855 121 529683550.671 253163.405 19195.427 14588027.564 14588027.564 12 22352.971 144 499655323.703 268235.655 19612.432 9970083.473 7510553.354 13 20557.674 169 422617975.709 267249.767 20029.437 …
4 / 7
omponentini aniqlaylik. buning uchun chiziqli trend yordamida seriyaning analitik tekisligini (t + e) o'tkazamiz. analitik tekislik natijalari quyidagicha: t = 14608.372 + 417.005t ushbu tenglamaga t = 1,...,21 qiymatlarini almashtirib, har bir nuqta uchun t darajalarini vaqt ichida topamiz. t yt si yt - si t t + si e = yt - (t + si) e2 e/yt |e|/yt 1 11934.7 -155.774 12090.474 15025.377 14869.603 -2934.903 8613654.385 -0.246 0.246 2 6551.2 -2302.599 8853.799 15442.382 13139.783 -6588.583 43409423.422 -1.006 1.006 3 3502 2792.545 709.455 15859.387 18651.932 -15149.932 229520445.724 -4.326 4.326 4 3993.1 -334.171 4327.271 16276.392 15942.221 -11949.121 142781491.971 -2.992 2.992 5 5747.5 -155.774 5903.274 16693.397 16537.623 -10790.123 116426751.426 -1.877 1.877 6 7123.8 -2302.599 9426.399 17110.402 14807.803 -7684.003 59043900.305 -1.079 1.079 7 9666.5 2792.545 6873.955 17527.407 20319.952 -10653.452 113496045.409 -1.102 1.102 8 10616.4 -334.171 10950.571 17944.412 17610.241 -6993.841 48913812.566 -0.659 0.659 9 20385.3 -155.774 20541.074 18361.417 18205.643 2179.657 4750904.904 0.107 0.107 10 …
5 / 7
01 26265.099 689855411.346 0.537 0.537 21 42560.7 -155.774 42716.474 23365.478 23209.703 19350.997 374461078.597 0.455 0.455 0 2200407864.837 -11.667 16.03 5-qadam. keling, qo'shimcha modeldan olingan seriyali darajalarning qiymatlarini topaylik. buning uchun t darajalariga tegishli kvartiralar uchun mavsumiy komponentning qiymatlarini qo'shing (6 jadval). keling, natijaviy modelning sifatini tekshirib ko'raylik. keling, o'rtacha foizdagi xatoni hisoblaylik. 5% dan ortiq bo'lgan. keling, o'rtacha mutlaq foiz xatosini hisoblab chiqaylik. mape 50% > beri model qoniqarsiz aniqlik bilan jihozlangan. o'rtacha xato. konstruktsiyalangan modelning sifatini baholash uchun olingan absolyut xatolar kvadratlarining yig'indisini qo'llaymiz. determinatsiya koeffitsienti. o’rtacha t y 1 11934.7 52610499.048 2 6551.2 159688954.941 3 3502 246050894.781 4 3993.1 230885275.437 5 5747.5 180647296.26 6 7123.8 145545151.434 7 9666.5 90659143.612 8 10616.4 73472489.829 9 20385.3 1433504.484 10 12332.8 46993897.615 11 25807.4 43816330.276 12 22018.8 8013374.72 13 20401.9 1473530.088 14 19649.8 213250.444 15 24726.7 30677092.191 16 20077 790304.067 17 18221.5 934140.66 18 27404 67502499.505 19 41347.7 491051882.001 20 48879.4 881578668.41 …

Want to read more?

Download all 7 pages for free via Telegram.

Download full file

About "vaqt seriyali modelni tuzish"

аддитивная модель временного ряда o‘zbekiston respublikasi oliy va o‘rta maxsus ta’lim vazirligi toshkent moliya instituti ekonometrika fanidan laboratoriya ishi - 3 bajardi: st-50 talabasi saidov oybek qabul qildi:_________________________ t yillar belarus tashqi savdo balansi 1 2000 y. 11 934,7 2 2001 y. 6 551,2 3 2002 y. 3 502,0 4 2003 y. 3 993,1 5 2004 y. 5 747,5 6 2005 y. 7 123,8 7 2006 y. 9 666,5 8 2007 y. 10 616,4 9 2008 y. 20 385,3 10 2009 y. 12 332,8 11 2010 y. 25 807,4 12 2011 y. 22 018,8 13 2012 y. 20 401,9 14 2013 y. 19 649,8 15 2014 y. 24 726,7 16 2015 y. 20 077,0 17 2016 y. 18 221,5 18 …

This file contains 7 pages in DOCX format (32.7 KB). To download "vaqt seriyali modelni tuzish", click the Telegram button on the left.

Tags: vaqt seriyali modelni tuzish DOCX 7 pages Free download Telegram