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PHNG PHP LM MN D LIU PHNG PHP D BO N GIN PHN TCH CHUI THI GIAN
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trong , k c gi l h s trt.
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trong , k c gi l h s trt. 2. Trung bnh trt trung tm CMA(k) Trng hp k l 1 CMA (k) = k
(k1)/2
Yt+j
j=(k1)/2
(2)
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Chng hn vi k = 4 p dng (3) ta tnh CMA(4) nh sau: CMA (4) = 1 2 Y1 + 2Y2 + 2Y3 + 2Y4 + Y5 4 (4)
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1 k
MA(k)t + + MA(k)tk+1
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[MA(k)t MA(k) t ]
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[MA(k)t MA(k) t ]
Vi m l giai on d bo.
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(6)
(6)
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(7)
Yt )/n n
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;
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(7)
Yt )/n n
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; b0 = Y b1 t
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V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt )
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V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt ) Tt = CMA (k)
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V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt ) Tt = CMA (k) k = 4 cho chui qu, k = 12 cho chui thng
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V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt ) Tt = CMA (k) k = 4 cho chui qu, k = 12 cho chui thng B2: Loi b thnh phn xu th.
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V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt ) Tt = CMA (k) k = 4 cho chui qu, k = 12 cho chui thng B2: Loi b thnh phn xu th. Yt Tt = St + It cho m hnh (8)
Nguyn Vn Phong (BMT - TK) Forecasting UFM - 2013 9 / 14
V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt ) Tt = CMA (k) k = 4 cho chui qu, k = 12 cho chui thng B2: Loi b thnh phn xu th. Yt Tt = St + It cho m hnh (8) Yt /Tt = St It cho m hnh (9)
Nguyn Vn Phong (BMT - TK) Forecasting UFM - 2013 9 / 14
V thc hin phn tch theo cc bc sau: B1: c lng thnh phn xu th (Tt ) Tt = CMA (k) k = 4 cho chui qu, k = 12 cho chui thng B2: Loi b thnh phn xu th. Yt Tt = St + It cho m hnh (8) Yt /Tt = St It cho m hnh (9)
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+ St = Si SIndex tho
t=1
St = 0, cho m
hnh (8)
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+ St = Si SIndex tho
t=1
St = 0, cho m
k
St = k, cho m
hnh (9)
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UFM - 2013
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+ St = Si SIndex tho
t=1
St = 0, cho m
k
St = k, cho m
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UFM - 2013
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+ St = Si SIndex tho
t=1
St = 0, cho m
k
St = k, cho m
hnh (9) B4: c lng thnh phn nhiu (It ) + Et = Yt St Tt , cho m hnh (8)
Nguyn Vn Phong (BMT - TK) Forecasting UFM - 2013 11 / 14
+ St = Si SIndex tho
t=1
St = 0, cho m
k
St = k, cho m
hnh (9) B4: c lng thnh phn nhiu (It ) + Et = Yt St Tt , cho m hnh (8) + Et = Yt /St Tt , cho m hnh (9)
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V d
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V d
S liu v doanh thu ca mt cng ty.
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V d
S liu v doanh thu ca mt cng ty.
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V d
S liu v doanh thu ca mt cng ty.
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V d
S liu v doanh thu ca mt cng ty.
a) Dng cc phng php n gin d bo doanh thu ca cng ty trong qu 1 2005. b) Vi = 0.8 dng phng php san m n gin d bo doanh thu ca cng ty trong qu 1 2005.
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V d
S liu v doanh thu ca mt cng ty.
a) Dng cc phng php n gin d bo doanh thu ca cng ty trong qu 1 2005. b) Vi = 0.8 dng phng php san m n gin d bo doanh thu ca cng ty trong qu 1 2005. c) nh gi sai s v la chn m hnh d bo tt nht
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V d
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V d
Nm Qu Yt 2001 1 18.598 2 17.826 3 16.94 4 18.266 2002 1 25.414 2 24.685 3 21.836 4 22.91 2003 1 31.767 2 30.475 3 27.126 4 29.448
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