时间序列预测习题答案VIP专享VIP免费

第10章时间序列预测教材习题答案10.1下表是1981年一1999年国家财政用于农业的支出额数据年份支出额（亿元）年份支出额（亿元）1981110.211991347.571982120.491992376.021983132.871993440.451984141.291994532.981985153.621995574.931986184.21996700.431987195.721997766.391988214.0719981154.761989265.9419991085.761990307.84（1）绘制时间序列图描述其形态。（2）计算年平均增长率。（3）根据年平均增长率预测2000年的支出额详细答案：（1）时间序列图如下：从时间序列图可以看出，国家财政用于农业的支出额大体上呈指数上升趋势。（2）年平均增长率为：。（3）P祖厂10皈7弘（1+135^殉=12辽貉。10.2下表是1981年一2000年我国油彩油菜籽单位面积产量数据（单位：kg/hm2）年份单位面积产量年份单位面积产量19811451199112151982137219921281198311681993130919841232199412961985124519951416198612001996136719871260199714791988102019981272^200119891095199914691990126020001519(1)绘制时间序列图描述其形态。(2)用5期移动平均法预测2001年的单位面积产量。(3)采用指数平滑法，分别用平滑系数a=0.3和a=0.5预测2001年的单位面积产量，分析预测误差，说明用哪一个平滑系数预测更合适？详细答案:(1)时间序列图如下:(2)2001年的预测值为:1367+1479+1272+m9+1519=7106=I42r2(3)由Excel输出的指数平滑预测值如下表:指数平滑预测指数平滑预测年份单位面积产量误差平方误差平方a=0.3a=0.519811451198213721451.06241.01451.06241.0198311681427.367236.51411.559292.3198412321349.513808.61289.83335.1198512451314.34796.51260.9252.0198612001293.58738.51252.92802.4198712601265.429.51226.51124.3198810201263.859441.01243.249833.6198910951190.79151.51131.61340.8199012601162.09611.01113.321518.4199112151191.4558.11186.7803.5199212811198.56812.41200.86427.7199313091223.27357.61240.94635.8199412961249.02213.11275.0442.8199514161263.123387.71285.517035.9199613671308.93369.91350.7264.4199714791326.423297.71358.914431.3199812721372.210031.01418.921589.8199914691342.116101.51345.515260.3200015191380.219272.11407.212491.7合计291455.2—239123.02001年a=0.3时的预测值为:a=0.5时的预测值为：F20O1=+=0.5x15+0.5）x1407.1=1463.1比较误差平方可知，a=0.5更合适。10.3下面是一家旅馆过去18个月的营业额数据月份营业额（万元）月份营业额（万元）129510473228311470332212481435513449528614544637915601738116587843117644942418660（1）用3期移动平均法预测第19个月的营业额。（2）采用指数平滑法，分别用平滑系数a=0.3、a=0.4和a=0.5预测各月的营业额，分析预测误差，说明用哪一个平滑系数预测更合适？（3）建立一个趋势方程预测各月的营业额，计算出估计标准误差。详细答案：(1)第19个月的3期移动平均预测值为:口587+644+6601891“门*戸叮===630.331933(2)月份营业额预测a=0・3误差平方预测a=0.4误差平方预测a=0・5误差平方12952283295.0144.0295.0144.0295.0144.03322291.4936.4290.21011.2289.01089.04355300.62961.5302.92712.3305.52450.35286316.9955.2323.81425.2330.31958.16379307.65093.1308.74949.0308.15023.37381329.02699.4336.81954.5343.61401.68431344.67459.6354.55856.2362.34722.39424370.52857.8385.11514.4396.6748.510473386.67468.6400.75234.4410.33928.711470412.53305.6429.61632.9441.7803.112481429.82626.2445.81242.3455.8633.513449445.115.0459.9117.8468.4376.914544446.39547.4455.57830.2458.77274.815601475.615724.5490.912120.5501.49929.416587513.25443.2534.92709.8551.21283.317644535.411803.7555.87785.2569.15611.718660567.98473.4591.14752.7606.52857.5合计——87514.7—62992.5—50236由Excel输出的指数平滑预测值如下表：a=0.3时的预测值:,误差均方=87514.7。a=0.4时的预测值：,误差均方=629925。a=0.5时的预测值：血二03汉⑹+60"二6333，误差均方=50236。比较各误差平方可知，a=0.5更...