Capitolul IX

$1$/,=$ 67$7,67,&
&XQRDWHUHD
HFRQRPLF

QLYHOXOXL

GHVI XUDW

HYROX LHL

SERIILOR CRONOLOGICE

vQ

WLPS

XQRU

LQGLFDWRUL

HYROX LD SURILWXOXL FRVWXULORU SURGXFWLYLW

UHIHULWRUL

OD

DFWLYLWDWHD

LL HWF FRQVWLWXLH R EXQ

ED]

pentru fundamentarea viitoarelor afaceri economice.

9.1. CONCEPTUL DE SE5,( &5212/2*,&

2

VHULH

FURQRORJLF

VH

SUH]LQW

VXE

IRUPD

LU

XQXL

6&5 3$57,&8/$5,7
VLVWHPDWL]DW

GH

YDORUL

DOH

,
XQHL

caracteristici, realizate la momente sau intervale de timp succesive. Exemple de serii

FURQRORJLFH

SRW

IL

HYROX LD

FRPHUFLDO  HYROX LD OXQDU

OXQDU

H[SRUWXULORU

VDX

LPSRUWXULORU

UHDOL]DWH

GH

D VWRFXULORU GH P UIXUL GLQWU XQ GHSR]LW HYROX LD DQXDO

afaceri, a profitului brut etc. realizate de o sRFLHWDWH

cursului valutar etc.

VRFLHWDWH

D FLIUHL GH

FRPHUFLDO  HYROX LD GREkQ]LORU EDQFDUH VDX D

'HILQL LD L H[HPSOHOH GH PDL VXV LPSXQ XQHOH REVHUYD LL FXP DU IL

{
8QLW

&XUJHUHD

WLPSXOXL

VH

VRDU

vQ

VXFFHVLXQH

FX

DMXWRUXO

XQHL

VFDOH

GH

LQWHUYDO

LOH GH WLPS IUHFYHQW XWLOL]DWH VXQW DQXO WULPHVWUXO OXQD V SW PkQD ]LXD

VHULH

FURQRORJLF

LQGLYLGXDOH VH IRUPHD]

SRDWH

IL

SULYLW

FD

YDULDELO

DOHDWRDUH

, deoarece valorile

FD XUPDUH D DF LXQLL OD PRPHQWH VDX LQWHUYDOH GH WLPS GLIHULWH XQXL

ansamblu diferit de factori comuni sau VSHFLILFL HVHQ LDOL sau QHHVHQ LDOL HWF
{ &DUDFWHUL]DUHD HYROX LHL vQ WLPS D XQXL IHQRPHQ FX DMXWRUXO 6&5 VSHFLILFH SUHVXSXQH ca
WLPSXO V
ILH YDULDELO LDU VSD LXO L VWUXFWXUD RUJDQL]DWRULF
V
ILH FRQVWDQWH Prin urmare, ntro SCR variabila y este OHJDW IXQF LRQDO GH YDULDELOD WLPS (fiecare moment sau interval de timp
corespunde unei valori individuale a caracteristicii y), GDU QX L LQYHUV DFHHDL YDORDUH LQGLYLGXDO
SRDWH IL vQUHJLVWUDW

vQ PDL PXOWH PRPHQWH VDX LQWHUYDOH GH WLPS 'HFL R 6&5 SRDWH IL VFULV

y=f(t)

DVWIHO

(9.1)

unde:
- variabila "timp" t, ia valorile ti (cu i = 1, n L QX WUHEXLH LQWHUSUHWDW
al variabilei y.
- variabila "y" ia valorile individuale yi .

FD IDFWRU GH LQIOXHQ

$QDOL]D 6&5 VH GHRVHEHWH GH DQDOL]D VHULLORU GH UHSDUWL LH VDX D VHULLORU WHULWRULDOH GHRDUHFH

vQ

DQDOL]D

SHUPDQHQ

ORU

VH

SUHVXSXQH

DQXPLW

VWDELOLWDWH

VWUXFWXUDO

GLVWULEX LLORU

DQXPLW

D LQWHUGHSHQGHQ HORU GLQWUH YDULDELOH

{ 2 VHULH FURQRORJLF SRDWH IL FRQVLGHUDW

stohastic, RUGRQDW GXS YDULDELOD WLPS  t = 1, T ).

XQ

HDQWLRQ

DO

UHDOL]

6HULD FURQRORJLF  VSUH GHRVHELUH GH RULFDUH DOW WLS GH VHULH VWDWLVWLF

SDUWLFXODULW

ULORU

XQXL

SUH]LQW

SURFHV

R VHULH GH

L GLQWUH FDUH SUHFL] P XUP WRDUHOH

a) Variabilitatea termenilor unei SCR,

RJOLQGHWH SURFHVXO GH VFKLPEDUH GH WUDQVIRUPDUH

L GH GH]YROWDUH vQ WLPS D XQXL IHQRPHQ

b)

2PRJHQLWDWHD

FRPSDUDELOLWDWHD

2PRJHQLWDWHD WHUPHQLORU GLVSHUVLD PLQLP

WHUPHQLL DX DFHHDL HVHQ

VXQW

SDUWLFXODULW

LOH

LQWHUFRQGL LRQDWH

DOH

6&5

D WHUPHQLORU SUHVXSXQH H[LVWHQ D vQ SHULRDGD DQDOL]DW

FDOLWDWLY  $VLJXUDUHD RPRJHQLW

LL WHUPHQLORU GHWHUPLQ

vQ PRG LPSOLFLW

comparabilitatea acestora.
F $VLJXUDUHD RPRJHQLW

LL WHUPHQLORU XQHL 6&5 vQ FDGUXO XQXL LQWHUYDO GH WLPS LPSOLF

particularitate: LQWHUGHSHQGHQ D vQ WLPS D WHUPHQLORU 0

P VXU

PDL PDUH VDX PDL PLF

L R DOW

ULPHD ILHF UXL WHUPHQ DO 6&5 GHSLQGH vQWU

-o

GH YDORULOH LQGLYLGXDOH DOH DFHOHLDL FDUDFWHULVWLFL UHDOL]DWH DQWHULRU

,QWHUGHSHQGHQ D GLQWUH WHUPHQLL XQHL 6&5 QHFHVLW

DQDOL]D DXWRFRUHOD LHL D WHQGLQ HORU GH PDQLIHVWDUH vQ

WLPS D IHQRPHQHORU HWF Q IXQF LH GH QDWXUD FDUDFWHULVWLFLORU GH VWRF VDX GH IOX[ REVHUYDUHD VWDWLVWLF

face continuu, n decursul unui anumit interval, sau la momente de timp distincte. 'LQ DFHDVW

se

FDX]

vQ SUDFWLF

H[LVW

SCR de momente sau

'HRVHELUHD GLQWUH FHOH GRX

P ULPL GH VWRF L

VHULL HVWH HVHQ LDO

SCR de intervale sau

P ULPL GH IOX[

L DUH LPSOLFD LL DVXSUD PHWRGRORJLHL VWDWLVWLFH GH DQDOL] 

Astfel:
- Termenii unei serii cronologice de momente nu sunt nsumabili HL FRQ LQ DFHOH HOHPHQWH
DOH VWRFXOXL FDUH FRH[LVW  vQ PRG UHSHWDW vQ PRPHQWH GLIHULWH GH WLPS 'H H[HPSOX VWRFXO GH
SURGXVH ILQLWH GLQ GHSR]LWHOH XQHL VRFLHW
OXQDU

D FDSLWDO

IRUPHD]

L FRPHUFLDOH OD GLIHULWH PRPHQWH GH WLPS YDORDUHD PHGLH

ului fix etc.

7HUPHQLL XQHL VHULL GH LQWHUYDOH VXQW P

ULPL GH IOX[

Ei sunt nsumabili deoarece se

SULQ FXPXODUH FRQWLQX  SH P VXUD FXUJHULL WLPSXOXL 8Q IOX[ HVWH GHFL XQ HYHQLPHQW

produs ntr-R SHULRDG

GH WLPS GH H[HPSOX GH]YROWDUHD XQXL SDUF GH DXWRPRELOH vQWUH  L 

VDX PRGLILFDUHD QXP UXOXL SRSXOD LHL vQWUH GRX

WRWDO GH H[HPSOX IRUPDUHD EUXW

'LIHUHQ D GLQWUH IOX[ L VWRF SRDWH IL VHVL]DW

y2

y1

t1

)LHFDUH YDORDUH LQGLYLGXDO

UDSRUWHD]

y
y3
y2

y1

t3

t2
VH

FDSLWDO IL[ 

t1 t2 t3
)LHFDUH YDORDUH LQGLYLGXDO

OD XQ PRPHQW GH WLPS

VWRFXO

L GLQ ILJ 

y3

UHFHQV PLQWH 'LIHULWH IOX[XUL SRW IRUPD XQ VWRF

D FDSLWDOXOXL IL[ HVWH XQ IOX[ FDUH DIHFWHD]

UDSRUWHD]

VH

OD XQ LQWHUYDO GH WLPS

)LJXUD  'LIHUHQ D GLQWUH IOX[ L VWRF

Q IXQF LH GH QXP UXO WHUPHQLORU VHULLOH FURQRORJLFH DX OXQJLPH PLF
'DF

VHULLOH GH OXQJLPH PLF

LQWHUHV 6&5 GH OXQJLPH PHGLH L PDUH 3H ED]D DFHVWRU WLSXUL GH

SCR, OHJHD QXPHUHORU PDUL DYkQG FkPS GH DF LXQH VH GHVSULQG OHJLW

UHSUH]HQW UL

XQXL

JUDILFH

LOH GH HYROX LH FRPSRQHQWHOH

YDULDQWH GH SURJQR] 

 5(35(=(17
(YROX LD

DX PDL PXOW FDUDFWHU GH LQIRUPDUH GH SRSXODUL]DUH GLQ SXQFWXO GH

YHGHUH DO DQDOL]HL VWDWLVWLFH SUH]LQW

DFHVWRUD VH HODERUHD]

 PHGLH VDX PDUH

5, *5

IHQRPHQ

WUDVDWH

AFICE ALE SCR

SUH]HQWDW

vQWU R

- 6&5 SRDWH IL YL]XDOL]DW vQ WUHL WLSXUL Ge

n axe ortogonale; n diagrame semilogaritmice; n coordonate

polare.
a) Grafice trasate n coordonate rectangulare. Ele sunt elaborate n baza unor norme cum
ar fi:
{

WLPSXO

VH

LD

vQ

FRQVLGHUD LH

SH

D[D

DEVFLVHORU

LDU

YDORU

ile variabilei y pe axa

ordonatelor;
{
{

SXQFWHOH VXQW OHJDWH SULQ VHJPHQWH GH GUHDSW

L QLFLRGDW

YDULD LHL 'H P ULPHD VF ULL GH UHSUH]HQWDUH GHSLQGH

SULQ FXUEH

DIODUHD VF ULL GH UHSUH]HQWDUH D GDWHORU SH D[D RUGRQDWHORU vQ IXQF LH GH DPSOLWXGLQHD

WUHEXLH HIHFWXDW

vQWUHUXSHUHD D[HL 

DSODWL]

area" graficului;

SHQWUX D HYLWD GHSODVDUHD JUDILFXOXL L LPSOLFLW

H[DJHU ULOH GH LQWHUSUHWDUH

Q JUDILFXO GLQ ILJXUD  VH YL]XODOL]HD]

comerciale:

HYROX LD WULPHVWULDO

vQ PLL OHL D XQHL VRFLHW

(mil. lei)
140
130
120
110
100

.. .
. .

I II III IV I II III IV I II III IV I II III IV

1998

1999

2001

2000

)LJ  (YROX LD SURGXF LHL WULPHVWULDOH PLO OHL D XQHL

VRFLHW

L FRPHUFLDOH

'LQ JUDILFXO GH PDL VXV VH GLVWLQJH XRU WHQGLQ D JHQHUDO

vQ FHL SDWUX DQL LDU IOXFWXD LLOH ID

de aceasta sunt destul de ample.

b) Grafice semilongitudinale. $FHVWH WLSXUL GH JUDILFH XWLOL]HD] VF UL GH UHSUH]HQWDUH
logaritmice atunci cnd:
{ H[LVW PDUL GLIHUHQ H vQWUH YDORULOH YDULDELOHL DQDOL]DWH SHQWUX D HYLWD LHVLUHD
graficului din axele carteziene
{ VH GRUHWH V VH SXQ vQ HYLGHQ DSDUL LD YDULD LLORU UHODWLYH
{ VH XUP UHWH OLQLDUL]DUHD XQHL HYROX LL H[SRQHQ LDOH ILJ  HWF
'H H[HPSOX HYROX LD XQXL IHQRPHQ y FDUH SUH]LQW
XQ ULWP FRQVWDQW GH FUHWHUH VH
YL]XDOL]HD]

vQ ILJXUD  XWLOL]kQG DWkW FRRUGRQDWH UHFWDQJXODUH KkUWLH DULWPHWLF  FkW L VFDUD GH

UHSUH]HQWDUH ORJDULWPLF

KkUWLH VHPLORJDULWPLF 

Re\ a
ea ritmetic
(de exemplu, mm)

Re\ semi loga

ea
ritmi c

y
) y^
y

Ec
hiva nt
le
) y^
y

1 2 3 4 5 6 7 8

1 2 3 4 5 6 7 8

)LJ  (YROX LD XQXL IHQRPHQ vQ UH HOH DULWPHWLFH L VHPLORJDULWPLFH

$FHVWH JUDILFH VXQW HODERUDWH DWXQFL FkQG VH GRUHWH HYLGHQ LHUHD YDULD LLORU VH]RQLHUH GLQ
HYROX LD XQXL IHQRPHQ
3ULQFLSLXO JHQHUDO GH HODERUDUH D DFHVWRU JUDILFH HVWH XUP WRUXO VH WUDVHD]
GHVS U LWH

GH

XQJKLXUL

HJDOH

FX



(300=3600

)LHFDUH

FRUHVSXQGH XQHL OXQL 3ULQ XQLUHD SXQFWHORU GH SH ILHFDUH D[

IXQF LH GH P ULPHD WHUPHQLORU OXQDUL VH YL]XDOL]HD]

D[

JUDGDW

vQ

 D[H JUDGDWH
VFDU

GHS UWDWH GLIHULW ID

DULWPHWLF

GH FHQWUX vQ

YDULD LD VH]RQLHU  FLFOLF  FRUHVSXQ] WRDUH

'H H[HPSOX VH FXQRVF XUP WRDUHOH GDWH GHVSUH QXP UXO OXQDU DO WXULWLORU vQ PLL GLQWU
VWD LXQH

Yt
2000
2001

I
10
11

F
8
10

M
7
9

A
10
9

M
3
2

I
2
1

I
6
7

A
7
9

S
7
10

O
2
3

N
3
1

D
9
10

-o

*UDILFXO FRUHVSXQ] WRU GDWHORU SUH]HQWDWH PDL VXV HVWH XUP WRUXO ILJ 

)LJXUD  (YROX LD QXP

UXOXL vQ PLL GH WXULWL

9.3. SISTEMUL DE INDICATORI STATISTICI AI SERIILOR

CRONOLOGICE
3HQWUX FDUDFWHUL]DUHD HYROX LHL XQXL IHQRPHQ GH PDV  vQ FRPSOH[LWDWHD VD GLQ WHUPHQLL XQHL
6&5 VH FDOFXOHD]
FDOFXO

GH

XQ VLVWHP GH LQGLFDWRUL VWDWLVWLFL DQDOLWLFL L VLQWHWLFL Q IXQF LH GH PRGXO GH

H[SULPDUH

LQGLFDWRULL

GLQ

VLVWHP

VXQW

VWUXFWXUD L

vQ

LQGLFDWRUL

DEVROX L

, indicatori

relativi L indicatori medii.

 ,QGLFDWRUL H[SULPD L SULQ P
,QGLFDWRULL DEVROX L H[SULP

ULPL DEVROXWH

VWDUHD IHQRPHQXOXL LQYHVWLJDW GLQWU R SHULRDG

WLPS VDX PRGLILF ULOH DS UXWH VXFFHVLY vQ WLPS Q P ULPL DEVROXWH vQ XQLW
OHL P NJ HWF DOH FDUDFWHULVWLFLORU XUP ULWH VH FDOFXOHD]

L VH DQDOL]HD]

VDX PRPHQW GH

LOH FRQFUHWH GH P VXU

LQGLFDWRUL VWDWLVWLFL FDUH

UHGDX QLYHOXO YROXPXO DJUHJDW WRWDOXO PRGLILF ULOH FUHWHULOH VDX GHVFUHWHULOH ID
SHULRDGH GH UHIHULQ

GH GLIHULWH

 'LQ FDWHJRULD DFHVWRU LQGLFDWRUL IDF SDUWH

 9DORULOH LQGLYLGXDOH DOH FDUDFWHULVWLFLL LQGLFDWRUL GH QLYHO FRUHVSXQ] WRDUH FRQGL LLORU
VSHFLILFH GH SURGXFHUH L UHSURGXFHUH DOH IHQRPHQXOXL XUP ULW

Yt

= 1, T
T

2) Volumul agregat sau suma termenilor SCR de intervale.(t Y t ). Acest indicator se

=1

FDOFXOHD]

FX SUHFDX LH GHRDUHFH QX WRDWH FDUDFWHULVWLFLOH DX YDULDQWHOH vQVXPDELOH

 0RGLILFDUHD DEVROXW
XQLW

L GH P VXU

FRPSDUD LH IL[

GLQWU R SHULRDG

VDX PRELO  3ULQ XUPDUH VH FDOFXOHD] 

PRGLILFDUH DEVROXW

Y
t /0

VSRUXO DEVROXW FUHWHUHD VDX GHVFUHWHUHD DEVROXW  H[SULP

V D PRGLILFDW YDORDUHD LQGLYLGXDO

FX ED]

IL[ 

= Y t Y 0 ; cu (t = 1, T )

PRGLILFDUHD DEVROXW

Y
t /t1

FX ED]

(9.2)

PRELO 

= Y t Y t1 ; (t = 1, T )

(9.3)

ID

GH R SHULRDG

FX FkWH
ED]

GH

&RQ LQXW L UHOD LLOH GH FDOFXO DOH PRGLILF ULL DEVROXWH QHFHVLW

- ED]
QX WUHEXLH V

IL[

GH FRPSDUD LH SRDWH IL RULFDUH WHUPHQ DO VHULHL $OHJHUHD ED]HL IL[H GH FRPSDUD LH

DIHFWH]H FRPSDUDELOLWDWHD WHUPHQLORU

WUHFHUHD GH

UHDOL]HD]

XUP WRDUHOH REVHUYD LL

OD

PRGLILF ULOH DEVROXWH FX ED]

IL[

OD FHOH FX ED]

PRELO

LQYHUV VH

FX DMXWRUXO UHOD LLORU XUP WRDUH

Y
t/ 0

= Y t1/ 0 Y t/ t1 ; cu (t = 1, T )

Y
t / t1

(9.4)

y
t / t 1

t+1

(9.5)

5HOD LLOH GH WUHFHUH GH OD R ED]

OD DOWD 

 VH XWLOL]HD]

vQ PRG IUHFHYHQW SHQWUX

reconstituirea SCR de GDWH DEVROXWH DWXQFL FkQG QX VH GLVSXQH GH VHULD WHUPHQLORU LQL LDOL
$SOLFD LD



0RGLILF ULOH

DEVROXWH

DOH

UXODMXOXL

"ANDMIR" S.A., n perioada 1998 -  VH SUH]LQW

GH

P UIXUL

OD

VRFLHWDWHD

FRPHUFLDO

vQ FRORDQHOH  L  GLQ WDEHOXO 

Tabelul 9.1.
0RGLILF

UL DEVROXWH

DOH UXODMXOXL GH P

UIXUL

(mil. lei) la "ANDMIR"S.A.

P

(mil.lei) Y
1998
1999
2000
2001
TOTAL

1998 

500
480
510
540
2030

ULOH DEVROXWH DOH UXODMXOXL GH

UIXUL ID

UIXUL

GH QLYHOXO DQXOXL

Precedent 
-20
30
30
40

-20
10
40
-

0RGLILF

Rulajul de

Anii

- Q FD]XO vQ FDUH 6&5 VXQW SHULRGL]DWH ED]D GH FRPSDUD LH VH LD GH UHJXO SULPXO WHUPHQ DO
subperioadei analizate sau ultimul termen al subperioadei precedente.
- 0RGLILF ULOH DEVROXWH SRW DYHD VHPQLILFD LD HFRQRPLHL VDX D SLHUGHULORU DEVROXWH
$FHWL LQGLFDWRUL QX SRW IL XWLOL]D L vQ FRPSDUDUHD HYROX LHL PDL PXOWRU IHQRPHQH GH PDV 

 ,QGLFDWRUL H[SULPD L SULQ P

ULPL UHODWLYH

,QGLFDWRULL H[SULPD L SULQ P ULPL UHODWLYH VSUH GHRVHELUH GH LQGLFDWRULL DEVROX L SRW IL XWLOL]D L
vQ DQDOL]D FRPSDUDWLY

D HYROX LHL PDL PXOWRU IHQRPHQH (L UHGDX SURSRU LD VDX

GHFDODMXO

GLQ

nivelurile realizate ale unei caracteristici n perioade distincte. Prin urmare, indicatorii relativi
H[SULP  GH FkWH RUL YDORDUHD XQHL YDULDELOH HVWH PDL PDUH VDX PDL PLF
GH FRPSDUD LH FX FkW OD VXW
GLQ SHULRDGD GH UHIHULQ
Q DFHDVW

1)
VHPQLILF
ED]

ID

FD ED]
GH FHD

ED]D GH UDSR

rtare).

,QGLFHOH GH GLQDPLF

 $FHVWD VH H[SULP

GH FkWH RUL GH FkW OD VXW

VDX PRELO

SHQWUX LQGLFHOH GH GLQDPLF

I Y/ 0 =
t
{

GH FHD DOHDV

FDWHJRULH GH LQGLFDWRUL VH GLVWLQJ

GH FRPSDUD LH IL[

ID

V D PRGLILFDW YDORDUHD FDUDFWHULVWLFLL vQ SHULRDGD UDSRUWDW

Yt
Y0

Yt
Y0

GH FRHILFLHQW VDX vQ SURFHQWH L

 5HOD LLOH VDOH GH FDOFXO VXQW

FX ED]

IL[ 

100 ; (t = (1, T )

SHQWUX LQGLFHOH GH GLQDPLF

I Y/ 0 =
t

VXE IRUP

 V D PRGLILFDW YDORDUHD FDUDFWHULVWLFLL ID

FX ED]

100 ; (t = 1, T )

(9.6)
PRELO 

(9.7)

GH SHULRDGD

2EVHUYD LL

$FHWL LQGLFL GH GLQDPLF  GDF

VXQW VXSUDXQLWDUL VDX VXEXQLWDUL GHVHPQHD]

FUHWHUL VDX

GHVFUHWHUL

7UHFHUHD GH OD LQGLFL GH GLQDPLF

FX ED]

PRELO

OD DFHLD FX ED]

IL[

VH UHDOL]HD]

FX

DMXWRUXO XUP WRDUHORU UHOD LL

T
t =1

T Y/ t1 = I Y / 0 cu (t = 1, T )
t
T

I t/ 0
I Y1/ 0
t

(9.8)

= I Y/ t1
t

(9.9)

([HPSOLILFDUHD PRGXOXL GH FDOFXO D LQGLFLORU GH GLQDPLF

2)
$FHVW

5LWPXO PRGLILF

LQGLFDWRU

DQDOL]DW

H[SULP

HVWH HIHFWXDW vn $SOLFD LD 

sau ritmul (rata) sporului este un alt indicator relativ.
VXW
V-a modificat nivelul nregistrat, de caracteristica
ID
GH QLYHOXO GLQ SHULRDGD ED]
GH FRPSDUD LH Ritmul

ULORU UHODWLYH
FX

 vQWU R DQXPLW

FkW

OD

SHULRDG

PRGLILF ULL UHODWLYH VH FDOFXOHD] 

ILH FD UDSRUW vQWUH PRGLILFDUHD DEVROXW

GLQ SHULRDGD ED]

GH FRPSDUD LH IL[

- fie ca raport ntre modificarea absoluW

GLQ SHULRDGD ED]

ILH

GH FRPSDUD LH IL[

SULQ

GLIHUHQ D

GLQWUH

FX ED]

IL[

VDX PRELO  L P ULPHD WHUPHQXOXL

IL[

VDX PRELO  L P ULPHD WHUPHQXOXL

VDX PRELO 
FX ED]

VDX PRELO 

LQGLFHOH

GH

GLQDPLF

FX

ED]

IL[

VDX

PRELO 

H[SULPDW

vQ

SURFHQWH L 

Prin urmare:
- ULWPXO FX ED]

R Y/ 0 =
t

Y
t/ 0

IL[ 

100 = I Y/ 0 100 100 cu (t = 1, T )

t

Y0

- ULWPXO FX ED]

3)

R Y/ t1 =
t

PRELO 

Y
t/ t1

100 = I Y/ t1 100 100 cu (t = 1, T )

t

Y0

9DORDUHD DEVROXW

D XQXL SURFHQW GH FUHWHUH

H[SULPDUH GDU FD PRG GH FDOFXO SULQ UDSRUWDUH VH GHWHUPLQ

IL[

Acest indicator absolut ca mod de

AY/ 0 =
t

IL[

VDX PRELO  3ULQ XUPDUH

D XQXL SURFHQW GH FUHWHUH VH FDOFXOHD] 

IL[ 

- FX ED]

(9.11)

FRPSDUkQG PRGLILF ULOH DEVROXWH FX

VDX PRELO  FX ULWPXO PRGLILF ULORU UHODWLYH FX ED]

YDORDUHD DEVROXW

Y
t/ 0
Y 1 00
R t/ 0

ED]

(9.10)

- FX ED]

Y
t / t1
Y
R t/ t1 100

pentr u or i ce (t = 1, T )

(9.12)

PRELO 

AY/ t1 =
t

Y0
100

Y t1
10 0

pentr u or i ce (t = 1, T )

(9.13)

5D LRQDPHQWXO GHWHUPLQ ULL YDORULL DEVROXWH D XQXL SURFHQW GH FUHWHUH GXS

OD ED]

UHSDUWL]DUHD XQLIRUP

'LQ DFHDVW

FDX]

HO H[SULP

2 SUREOHP
WHUPHQXOXL

ED]

FkWH XQLW

GHRVHELW
GH

 VDX  DUH

D PRGLILF ULL DEVROXWH   SH SURFHQWHOH ULWPXOXL GH PRGLILFDUH UHODWLY

L GH P VXU

UHYLQ XQHL FUHWHUL GH XQ SURFHQW

SHQWUX FDOFXOXO LQGLFDWRULORU UHODWLYL L DEVROX L R UHSUH]LQW

FRPSDUD LH

$FHDVWD

5

WUHEXLH

ILH

VXERUGRQDW

FHULQ HL

GH

DOHJHUHD

DVLJXUDUH

FRPSDUDELOLW

seVL]HD]

LL WHUPHQLORU GLQ 6&5 &X FkW ED]D GH FRPSDUD LH HVWH PDL ELQD DOHDV

FX DWkW VH

PDL ELQH UHJXODULWDWHD PLF ULL vQ WLPS D IHQRPHQXOXL DQDOL]DW

$SOLFD LD  &DOFXOXO LQGLFDWRULORU UHODWLYL UHIHULWRUL OD UXODMXO GH P UIXUL OD

6$ 7DEHOXO  VH SUH]LQW

$1'0,5

vQ WDEHOXO 

Tabelul 9.2.
InGLFL GH GLQDPLF
(%)

5LWPXO PRGLILF

FX ED]

FX ED]

FX ED]

FX ED]

FUHWHUH

IL[

PRELO

IL[

PRELO

100
96
102
108

Anii

96
106,25
105,88

-4
2
8

-4
6,25
5,88

(mil. lei)
5
4,8
5,1

1998
1999
2000
2001
9DORDUHD DEVROXW

D XQXL

ULL

9DORDUHD DEVROXW

relative (%)

a unui procent de

GLQ FUHWHUH D UXODMXOXL GH P UIXUL OD

$1'0,5

6$ ID

GH

1998 este de 5 milioane lei.

9.3.3. Indicatori medii ai SCR

3HQWUX FDUDFWHUL]DUHD WHQGLQ HL FHQWUDOH vQ VHULLOH FURQRORJLFH GH WHUPHQL DEVROX L L

relativi eVWH QHFHVDU V

DEVROXW

VH FDOFXOH]H LQGLFDWRUL PHGLL VSHFLILFL QLYHOXO PHGLX PRGLILFDUHD PHGLH

 LQGLFHOH PHGLX GH GLQDPLF

 ULWPXO PHGLX DO PRGLILF

ULL UHODWLYH

1) Nivelul mediu al termenilor dintr-o SCR. Calculul acestui indicator VH MXVWLILF

GDF

WHUPHQLL 6&5 VXQW RPRJHQL DGLF

RVFLOD LL IRDUWH DPSOH 1LYHOXO PHGLX VH FDOFXOHD]

pentru SCR de momente (de stoc):

{ pentru SCR de intervale (termeniL
mediei aritmetice simple:
T

Y=

t =1
T

QXPDL

vQ RUL]RQWXO GH WLPS DQDOL]DW WHUPHQLL 6&5 QX SUH]LQW

GLIHUHQ LDW SHQWUX 6&5 GH LQWHUYDOH IOX[ L

ILLQG vQVXPDELOL QLYHOXO PHGLX VH FDOFXOHD]

FX DMXWRUXO

Yt

(9.14)

{ pentru SCR de momente GH VWRF QLYHOXO PHGLX VH FDOFXOHD] FX DMXWRUXO

- mediei cronologice simple GDF PRPHQWHOH VXQW HFKLGLVWDQWH

Y CR =

Y1
2

+Y 2 +.. .+Y T 1 +
T 1

YT
2

(9.15)

- mediei cronologice ponderate GDF

P1
2

P +P

+Y 2 1 2 2 +. ..+Y T +
P 1 +P 2 +. ..+P T

Y1

unde: P 1 (cu t = 1, T )
succesive.
'XS

Y CR =

PRPHPWHOH VXQW LQHJDO GLVWDQ DWH

PT
2

(9.16)

VHPQLILF

UHOD LD  VH FDOFXOHD]

OXQJLPHD

vQ

XQLW

GH

WLPS

GLQWUH

GRX

PRPHQWH

YDORULOH PHGLL WULPHVWULDOH VDX DQXDOH DOH FDSLWDOXO

ui fix,

QXP UXO GH VDODULD L HWF SHQWUX D IDFLOLWD FRPSDUD LLOH FX LQGLFDWRUL GH IOX[  GH H[HPSOX SURGXF LD
RE LQX L

vQ

SURGXFWLYLW

SHULRDGD

$SOLFD LD
SUH]LQW

UHVSHFWLY 

'LQ

DFHVWH

LL PXQFLL HILFLHQ D FDSLWDOXOXL I

DVWIHO



(YROX LD

VWRFXOXL

FRPSDUD LL

VH

RE LQ

LQGLFDWRUL

FDOLILFDWLYL

QLYHOXO

ix etc.

GH

P UIXUL

GLQ

GHSR]LWHOH

XQHL

VRFLHW

FRPHUFLDOH

VH

Tabelul 9.3.
6WRFXO GH P

Data
1.01.2000
1.02.2000
1.03.2000
1.04.2000
1.06.2000
1.10.2000
1.01.2001

UIXUL VXWH OHL

50850
48950
49370
53410
50630
55100
40400

6WRFXO DQXDO GH P UIXUL GLQ GHSR]LWHOH VRFLHW

LL FRPHUFLDOH

$1'0,5

6$ VH FDOFXOHD]

astfel:
5 0 85 0

Y CR =

+
2)
DEVROXWH

55100
30
2

60
2

30
2

+4 8 9 5 0

30+30
+4 9 3 7 0 30+30 +5 3 4 10 30+60
2
2
2
30 60 60 90 180
210 90
2 + 2 + 2 + 2 + 2 + 2 + 2

120+90
+4 0 4 00 90
2
2
90 180
+ 2 + 2 + 210 + 90
2
2

60
2

= 50767

0RGLILFDUHD PHGLH DEVROXW

FX

ED]

PRELO 

SH

sute lei/an.

 VH FDOFXOHD]

GHWHUPLQDWH

60+120
2

+5 0 6 3 0

FD PHGLH DULWPHWLF

RUL]RQWXO

GH

WLPS

DO

6&5

VLPSO
5HOD LD

D PRGLILF ULO
GH

FDOFXO

or

HVWH

XUP WRDUHD

Y
t / t 1

t=2
T 1

unde T-1 = QXP

Y
T/1

T 1

(9.17)

UXO PRGLILF ULORU DEVROXWH FX ED]

PRELO 

5HSUH]HQWDWLYLWDWHD PRGLILF ULL PHGLL DEVROXWH VSRUXO PHGLX VDX UHGXFHUHD PHGLH DEVROXW 
HVWH DVLJXUDW
&RQGL LD

QXPDL GDF

YDULD LHL

UHVSHFWDW

PRGLILF ULOH DEVROXWH FX ED]

PLQLPH

PRGLILF ULORU

XOWLPXO WHUPHQ 6&5  I U

PDQLIHVW

,QGLFHOH PHGLX GH GLQDPLF

are

PRELO

WUHEXLH

FX

DWkW

PDL

PXOW

L SH ED]D UHOD LHL GLQWUH SULPXO L

WHUPHQLL LQWHUPHGLDUL Q FD]XO vQ FDUH LUXO

XQRU WHQGLQ H RSXVH GH H[HPSOX R HYROX LH DSUR[LPDWLY

YDORDUHD WLSLF
VH FDOFXOHD]

SHQWUX vQWUHDJD 6&5

FD PHGLH JHRPHWULF

D LQGLFLORU GH GLQDPLF

PRELO 

I =

T 1

IY
t =2 t / t1

unde: T-1
IDSWXO F
VXW

ED]

VXQW RPRJHQH DSUR[LPDWLY HJDOH

VH SHULRGL]H]H 6&5 6H YRU FDOFXOD PRGLILF ULOH PHGLL DEVROXWH SDU LDOH

LDU DSRL SH ED]D DFHVWRUD VH FDOFXOHD]

FX ED]

FX

VH FDOFXOHD]

VH LD vQ FRQVLGHU

R UHJXODULWDWH OLQLDU  GDWRULW

SDUDEROLF  HVWH QHFHVDU V

3)

DEVROXWH

FX FkW PRGLILFDUHD PHGLH DEVROXW

PRELO

GDF

YT
Y1

(9.18)

QXP UXO GH LQGLFL GH GLQDPLF

LQGLFHOH PHGLX GH GLQDPLF

VH H[SULP

vQ SURFHQ

DUDW

FX ED]

GH FkWH RUL GDF

PRELO  5HOD LD  SXQH vQ HYLGHQ

VH H[SULP

vQ FRHILFLHQW VDX GH FkW OD

te) s-a modificat fenomenul analizat, n medie, n cadrul orizontului

de timp al SCR.
1LYHOXO LQGLFHOXL PHGLX GH GLQDPLF

FDOFXODW GXS

HYROX LD IHQRPHQXOXL SUH]HQWDW vQ FDGUXO 6&5 QXPDL GDF

DSUR[LPDWLY HJDOL $FHDVW

FHULQ

UHOD LD  HVWH UHSUH]HQWDWLY SHQWUX

LQGLFLL GH GLQDPLF

HVWH FX DWkW PDL LPSRUWDQW

 VH SRDWH FDOFXOD L vQ IXQF LH QXPDL GH WHUPHQL H[WUHPL DL 6&5 I U

termenii intermediari. n cazul n care seULD GH LQGLFL FX ED]

FX ED]

PRELO

VXQW

FX FkW LQGLFHOH PHGLX GH GLQDPLF

PRELO

LD vQ FRQVLGHUDUH

QX HVWH RPRJHQ

HVWH QHFHVDU

SHULRGL]DUHD 6&5 vQ

SH RUL]RQWXO GH WLPS

vQ IXQF LH GH LQGLFLL PHGLL GH GLQDPLF  FRUHVSXQ] WRUL FHORU

DO 6&5 VH FDOFXOHD]
GXS

LQWHUYDOH GH WLPS $WXQFL LQGLFHOH PHGLX GH GLQDPLF

LQWHUYDOH

UHOD LD XUP WRDUH

K 1

I =

j =2

k 1

 tj

Tj

Ij

j =2

(9.19)

unde: I j = LQGLFHOH PHGLX SDU LDO GH GLQDPLF

Tj QXP UXO GH LQGLFL FX ED] PRELO
PHGLX SDU LDO 

SHQWUX LQWHUYDOXO

M 

vQ IXQF LH GH FDUH VH FDOFXOHD]

ILHFDUH LQGLFH

I j );

K = QXP

UXO GH LQWHUYDOH GH WLPS RPRJ

ene n care s-a periodizat orizontul de timp al

SCR.
4) Ritmul mediu al dinamicii (R  VDX UDWD PHGLH GH FUHWHUH VDX GHVFUHWHUH - un alt
indicator mediu - H[SULP FX FkWH SURFHQWH IHQRPHQXO DQDOL]DW V-a modificat n medie de la un
interval/moment de timp OD DOWXO (O VH FDOFXOHD] SH ED]D LQGLFHOXL PHGLX DO GLQDPLFLL GXS UHOD LD
(9.20):
Y

R =I

100 100

(9.20)

3ULQ XUPDUH DQDOL]D VWDWLVWLF

PHGLL vQWUH FDUH H[LVW

D 6&5 SUHVXSXQH FDOFXOXO LQGLFDWRULORU DEVROX L UHODWLYL L

UHOD LL GH VLVWHP 6LVWHPXO GH LQGLFDWRUL DL 6&5 RIHU

DQDOLWLFH GHVSUH HYROX LD XQXL IHQRPHQ GH PDV

SHUPLW

HYDOXDUHD

DF LRQHD]

FRPSRQHQWHORU

GHWHUPLQDWH

-un orizont de timp. Cu toate acestea ei nu

LQIOXHQ D

IDFWRULORU

VSHFLILFL

JHQHUDOL

FDUH

vQ VXESHULR

adele orizontului de timp al SCR.

9.4. ANALIZA STATIST,&

$ &20321(17(/25

(YROX LD XQXL IHQRPHQ GH PDV

LQIOXHQ

vQWU

GH

LQIRUPD LL VLQWHWLFH L

RJOLQGHWH

suficient de mare
LGHQWLILF

VFKLPEDUHD

vQWU R 6&5 FD XUPDUH D GLYHULORU IDFWRUL GH

WUDQVIRUPDUHD

FD XUPDUH D DF LX

nilor factorilRU

PDL PXOWH FRPSRQHQWH GH P

VHULLORU FURQRORJLFH HVWH SUHFHGDW

SUH]HQWDW

SCR

GH]YROWDUHD

GH LQIOXHQ

QWU

 vQ

-o SCR de lungime
HYROX LD XQXL IHQRPHQ se

ULPL GLIHULWH ,GHQWLILFDUHD L HYDOXDUHD FRPSRQHQWHORU

GH YHULILFDUHD RPRJHQLW

LL L FRPSDUDELOLW

LL WHUPHQLORU

SCR, de analiza sistemului de indicatori prezentat.

9.4.1. Definirea componentelor seriilor cronologice

'LQ

JUDILFXO

WLS

ILJ



DO

XQHL

VHULL

FURQRORJLFH

VXILFLHQW

GH

PDUH

VH

REVHUY

XUP WRDUHOH

1) Pe ntregul orizont al SCR fHQRPHQXO

WHQGLQ

JHQHUDO

perioadei.
UHJXODW

HVWH

UHSUH]HQWDW

SULQ

WUHQGXO

&RPSRQHQWD WUHQG VLQWHWL]HD]

GHVI

XUDW

DQDOL]DW SUH]LQW
PDQLIHVWDW

GH

R HYROX LH FUHVF WRDUH $FHDVW

IHQRPHQXO

GH LQIOXHQ D IDFWRULORU HVHQ LDOL FDUH DF LRQHD]

Va \ se
ria ii zonie
re

c lu
ic
t1... t5...

GH

YDULD LLOH VLVWHPDWLFH OHQWH L VHPQLILF

GH IHQRPHQXO DQDOL]DW SH vQWUHJXO RUL]RQW DO 6&5 0

WUHQG HVWH GHWHUPLQDW

XUP ULW

n
T re d

t30...

PLFDUHD

ULPHD FRPSRQHQWHL

vQ vQWUHDJD SHULRDG

Va \ a c
ria ie c identa
l
t15... t20...

-a lungul

Fig. 9.5. Graficul "tip" al unei serii cronologice

(VWLPDUHD

WHQGLQ HL

JHQHUDOH

VDX

DMXVWDUHD

WUHQGXOXL

VH

HIHFWXHD]

SULQ

GLIHULWH

PHWRGH

FRUHVSXQ] WRDUH IRUPHL PDQLIHVWDWH GH DFHVWD OLQLDU SDUDEROLF H[SRQHQ LDO ORJLVWLF KLSHUEROLF HWF

2) ntr-R
WUHQG

VH

VHULH FURQRORJLF

vQWkOQHVF

IDFWRULORU GH LQIOXHQ

RVFLOD LL

ILJ  GH OXQJLPH VXILFLHQW GH PDUH ID

VDX

YDULD LL

FDUH GHWHUPLQ

UHSHWDELOLWDWHD DFHVWRUD VH LGHQWLILF

SHULRGLFH

VLVWHPDWLF

GH WHQGLQ D FHQWUDO

UHSHWDELOH

IXQF LH

GH

QDWXUD

DFHVWH RVFLOD LL GH P ULPHD SHULRDGHORU OD FDUH VH PDQLIHVW

YDULD LL RVFLOD LL FLFOLFH VDX VH]RQLHUH

2VFLOD LLOH FLFOLFH VXQW IOXFWXD LL vQ MXUXO WUHQGXOXL GH WLS VLQXVRLGDO UHSHWDELOH OD SHULRDGH

de timp mai mari de un an. Un ciclu (fig. 9.6) cuprinde mai multe faze: H[SDQVLXQH FUL]  UHFHVLXQH
relansare.
CiclicitDWHD HVWH GHWHUPLQDW GH IDFWRUL GH QDWXU GLYHUV FDUH DF LRQHD] DVXSUD IHQRPHQXOXL
XQLL FHUFHW WRUL QX VXQW GH DFRUG FX H[LVWHQ D FLFOXULORU LDU DO LL OH

DQDOL]DW Q WHRULD HFRQRPLF

DSURIXQGHD]

GLQ SXQFW GH YHGHUH PHWRGRORJLF L OH FODVLILF

vQ FLF

luri lungi de tip Kondratiev (cu

SHULRGLFLWDWH GH  GH DQL FLFOXUL GH WLS MXJXODU FX SHULRGLFLWDWH GH DSUR[  DQL FLFOXUL .LWFLQ L

cicluri politico-economice etc.

yt

ne
si u
ce
Re

E xpa
nsi un
e

Cri z

Rel a re
nsa
t

Fig.9.6. Fazele unui ciclu

2 FDUDFWHULVWLF

D RVFLOD LLORU VH]RQLHUH 6t

SHULRGLFLWDWH FRQVWDQW  $VWIHO GDF

) o repre]LQW

- trimestriale: S1=S5=S9=...H S t = S t+4

- lunare:

IDSWXO F

DFHVWHD VH SURGXF FX R

GDWHOH VXQW

(9.20)

S t S t+12

(9.21)

n general, pentru o periodicitate "p" avem:

S t = S t+p = S t+2 p = ...

(9.22)

&XQRDWHUHD FRPSRQHQWHL VH]RQLHUH D SHULRGLFLW

LL DFHVWRU RVFLOD LL SUH]LQW

PDUH LPSRUWDQ

pentru planificare, pentru fundamentarea deciziilor.

3) n graficul din fig.9.5 se pot observa anumite YDULD LL UH]LGXDOH ( t ), DFFLGHQWDOH ID GH
trend. Ele sunt GHWHUPLQDWH GH IDFWRUL vQWkPSO WRUL QHSUHY ]X L FUL]H LQWHUQD LRQDOH JUHYH
UHYROX LL FXWUHPXUH LQXQGD LL HWF 9DULD LLOH DFFLGHQWDOH VH PDQLIHVW

VXE IRUPD XQRU DEDWHUL PDUL

LPSUHYL]LELOH GH OD FHHD FH HVWH VLVWHPDWLF vQ HYROX LD IHQRPHQXOXL DQDOL]DW

Q FDGUXO DFHOHLDL 6&5 de lungime mare componentele prezentate sunt combinate aditiv,
multiplicativ sau mixt. 'HRDUHFH LQIOXHQ D WXWXURU IDFWRULORU VH PDQLIHVW VLPXOWDQ vQ IRUPDUHD
termenilor SCR, separarea componentelor se face pe baza unor ipoteze simplificatoare, pe baza unor
DEVWUDFWL] UL 1X H[LVW

R PHWRG

GH VHSDUDUH LGHDO

D FRPSRQHQWHORU XQHL 6&5

 'HWHUPLQDUHD WUHQGXOXL GLQ HYROX LD IHQRPHQHORU

3UREOHPD SULQFLSDO
JHQHUDOH D HYROX LHL

vQ DQDOL]D 6&5 R UHSUH]LQW

XQXi fenomen (Y t , t = 1, T )

GHWHUPLQDUHD WUHQGXOXL HVWLPDUHD WHQGLQ HL

Q DFHVW VFRS VH HOLPLQ

RVFLOD LLOH VH]RQLHUH

FLFOLFH L DFFLGHQWDOH L VH vQORFXLHVF WHUPHQLL UHDOL Y t (t = 1, T ) cu termenii Y t (t = 1, T ) care

Y t VH HIHFWXHD] SULQ RSHUD LL GH

H[SULP WUHQGXO (VWLPDUHD WHQGLQ HL JHQHUDOH DIODUHD WHUPHQLORU

ajustare a SCR. AjXVWDUHD VH HIHFWXHD] SULQ metode mecanice L SULQ metode analitice.
a) Metode mecanice de ajustare a SCR utilizate frecvent sunt: metoda mediilor mobile
(MMM) PHWRGD JUDILF  PHWRGD VSRUXOXL PHGLX (MSM); metoda indicelui mediu (MIM).
1) Metoda mediilor mobile 000 FD PHWRG GH DMXVWDUH SUHVXSXQH vQORFXLUHD
WHUPHQLORU UHDOL DL 6&5 FX PHGLLOH ORU PRELOH JOLVDQWH VDX DOXQHF WRDUH 3ULQ DFHDVW
vQO WXU
GH

LQIOXHQ D IDFWRULORU FDUH SURYRDF

PHGLH

VH

RE LQH

QRX

6&5

RSHUD LH VH

RVFLOD LLOH SHULRGLFH DUH ORF FRPSHQVDUHD DEDWHULORU ID

FDUH

HYLGHQ LD]

PLFDUHD

ODUJ 

FRQWLQX

GLQ

HYROX LD

fenomenului analizat.
0HGLLOH PRELOH 00 VXQW PHGLL DULWPHWLFH SDU LDOH FDOFXODWH GLQ GRL WUHL VDX PDL
PXO L WHUPHQL VXFFHVLYL DL 6&5 1XP

UXO WHUPHQLORU GLQ FDUH VH FDOFXOHD]

IXQF LH GH SHULRGLFLWDWHD RVFLOD LLORU GLQ 6&5

yt

00 HVWH VWDELOLW vQ

(fig. 9.7).

Fig. 10.7. Evolu\ unui fe

ia
nome c va \ c lic
n u ria ie ic
&X FkW HVWH PDL PDUH QXP UXO GH WHUPHQL GLQ FDUH VH FDOFXOHD]
PDL SURQXQ DW  FX DWkW HVWH PDL OLQ JUDILFXO RE LQXW SULQ XQLUHD P

FD]XO FkQG 00 VH FDOFXOHD]

GLQWU XQ QXP

3URFHGXUD GH DIODUH D WHUPHQLORU FDUH HVWLPHD]

- VH FDOFXOHD]
termenul Y2.
- VH FDOFXOHD]

SULPD PHGLD PRELO

D GRXD PHGLH PRELO

00 FX DWkW DMXVWDUHD HVWH

ediilor mobile succcesive.

(de exemplu, p=3).

U LPSDU GH WHUPHQL

WUHQGXO HVWH XUP WRDUHD

GLQ SULPLL WUHL WHUPHQL <1

,Y2,Y3) care va nlocui

GLQ <2

,Y3,Y4 care va nlocui termenul Y3 DPG

Tabelul 9.4.

1
2
3
4
5
6

Y1
Y1
Y2
Y3
Y4
Y5
Y6

Medii mobile (MM)

Valorile ajustate

Y 1 = (Y 1 + Y 2 + Y 3 )/ 3
Y 2 = (Y 2 + Y 3 + Y 4 )/ 3
Y 3 = (Y 3 + Y 4 + Y 5 )/ 3

= Y1

= Y2

= Y3

&kQG QXP UXO GH WHUPHQL GLQ FDUH VH FDOFXOHD]

00 HVWH LPSDU REVHUY P F  QXP

UXO GH

medii mobile calculare este T-(p-1); valorile ajustate coincid cu mediile mobile calculate;
QXP UXO GH WHUPHQL UHDOL FDUH VH SLHUG SULQ DMXVWDUH HVWH (p+1)/2 WUHQGXO GLQ HYROX LD

fenomenului analizat este pULQ QRXO LU GH YDORUL {Y t }t .

{ FD]XO FkQG PHGLLOH PRELOH VH FDOFXOHD] GLQtr-XQ QXP U SDU GH WHUPHQL (p=4). n
DFHDVW

VLWXD LH SURFHGXUD GH GHWHUPLQDUH D WUHQGXOXL HVWH XUP WRDUHD

VH FDOFXOHD]

00 GXS

SURFHGHXO GHVFULV FkQG

SURYL]RULL GHRDUHFH VH SODVHD]

p este impar). Aceste medii mobile

vQWUH WHUPHQLL UHDOL LDU DFHWLD QX SRW IL vQORFXL L 3H

ED]D 00 SURYL]RULL VH FDOFXOHD]

00 ILQDOH GLQ GRL WHUPHQL VXFFHVLYL

LDU DFHWLD

coincid cu valorile ajustate (MM finale plasndu-se n dreptul termenilor reali i va

vQORFXL SH DFHWLD - (fig.9.8).

t1

Yt

MM provizorii

MM finale
(valori ajustate)

1
2
3
4
5
6

Y1
Y2
Y3
Y4
Y5
Y6

Y 1 = ( Y 1 + Y 2 + Y 3 + Y 4 )/ 4
Y 2 = ( Y 2 + Y 3 + Y 4 + Y 5 )/ 4
Y 3 = ( Y 3 + Y 4 + Y 5 + Y 6 )/ 4

Y = (Y 1 + Y 2 ) = Y 1

Y 2 = (Y 2 + Y 3 ) = Y 2
Figura 9.8. Ajustarea SCR prin metoda MMM (cnd p este par)
Q FD]XO vQ FDUH vQ DMXVWDUHD 00 VH FDOFXOHD]
VH SLHUG XQ QXP U

GLQWU XQ QXP

r par de tHUPHQL VH FRQVWDW

p de termeni.

3ULQ XUPDUH FD PHWRG

VH]RQLHUL 000 SUH]LQW

GH HVWLPDUH D WHQGLQ HL FHQWUDOH vQ JHQHUDO vQ 6&5 DIHFWDWH GH IDFWRUL

GH]DYDQWDMXO F

QXP UXO GH WHUPHQL GLQ FDUH VH FDOFXOHD]

SLHUGH LQIRUPD LL UHDOH 'H DVHPHQHD QX vQWRWGHDXQD

VH VWDELOHWH vQ XUPD XQHL DQDOL]H FDOLWDWLYH

$OJRULWPXO DSOLF ULL 000 SHQWUX GHWHUPLQDUHD WUHQGXOXL DMXVWDW VH SUH]LQW

P
este
pa
r
Afla anumre
rului de te ni
rme
din c re se c lc
a
a ule z MM
a
(ordi n de fi ltra
j)

Ca
lculul
unei a doua
sume mobile
de ordinul 2

vQ ILJXUD 

Diviza
rea
pri n 2p

Afla va
rea lorilor
a
justa ]i ob\
te
inerea trendului
pe gra
fic

Ca
lculul
sumelor
mobile

Diviza
rea
pri n 2p

P este
i mpa
r

Fig. 10.9. MMM - re

guli de a a
plic re
. Despre consumul de gaz metan (mil. m3 VH FXQRVF XUP

$SOLFD LD 

WRDUHOH GDWH

Tabelul 9.5.
ANUL/TRIM.
1998
1999
2000
2001
3ULQ 000 S

I
7397
7468
7639
7793

II
5512
5604
5664
5694

III
5406
5433
5453
5473

IV
7686
7795
7940
8040

 WUHQGXO DMXVWDW GLQ HYROX LD FRQVXPXOXL GH JD] PHWDQ HVWH

GDW GH

GDWHOH

prezentate n tabelul 9.6.

Tabelul 9.6.
Aplicarea MMM (p=4)
ANUL/TRIM.
1998
1999
2000
2001

I
6544,1
6648,8
6732,5

II
6561,3
6669,4
6737,5

III
6508,9
6603,1
6700
-

IV
6529,3
6638,8
6716,3
-

2) PHWRGD JUDILF GH DMXVWDUH D WUHQGXOXL SRDWH IL XWLOL]DW vQ GRX YDULDQWH

{ Varianta I FRQVW vQ XQLUHD SXQFWHORU PHGLDQH GH SH SURLHF LLOH YkUIXULORU
FXUEHL 6&5 SH VHJPHQWHOH GH GUHDSW

GLQWUH YkUIXULOH JUDILFXOXL 6&5 GH GDWH UHDOH

SLVFXULORU

.. .. .
...

T rendul e
volu\ va bilei y
iei ria

yt

Fi g. 10.10. Determi na trendul ui pri n metoda gra c (va I )

rea
fi
r.
'HWHUPLQDUHD

WUHQGXOXL SULQ

PHWRGD

JUDILF

YDULDQWD , HVWH VLPSO

L UDSLG 

&X WRDWH

DFHVWHD YDULDQWD GH PDL VXV SUH]LQW

R VHULH GH GH]DYDQWDMH

HOH H[LVW  WUHQGXO GHWHUPLQDW DVWIHO

LQH VHDPD QXPDL GH YDORULOH H[WUHPH vQUHJLVWUDWH GH YDULDELOD

Y; depindH GH FDOLWDWHD UHSUH]HQW ULL JUDILFH HWF

{ Varianta II DUH OD ED] LSRWH]D DF LXQLL
IDFWRULORU GH LQIOXHQ
FRQVW

LQH VHDPD GH YDORULOH DEHUDQWH GDF

FRQVWDQWH

 $SOLFDUHD PHWRGHL JUDILFH vQ YDULDQWD

SH

vQWUHJXO

RUL]RQW

DO

VHULHL

,, SHQWUX GHWHUPLQDUHD WUHQGXOXL

vQ WUDVDUHD SH JUDILFXO 6&5 D OLQLHL GUHSWH VDX FXUEH FDUH XQHWH SXQFWHOH H[WUHPH vQ DD IHO

vQFkW DEDWHULOH ID
DSOLFDW

GH SXQFWHOH UHDOH V

DUH DYDQWDMXO F

ILH PLQLPH Q DFHDVW

YDULDQW

PHWRGD JUDILF  ULJXURV

SHUPLWH LGHQWLILFDUHD IXQF LHL DQDOLWLFH FDUH HVWLPHD]

WHQGLQ D JHQHUDO

GLQ

HYROX LD IHQRPHQXOXL

3) 0HWRGD PRGLILF

ULL DEVROXWH PHGLL

(metoda sporului mediu - 060 HVWH R DOW

DWXQFL FkQG PRGLILF

GH GHWHUPLQDUH D WUHQGXOXL DMXVWDW (D VH UHFRPDQG

moELO

VXQW DSUR[LPDWLY HJDOH VDX FkQG LUXO WHUPHQLORU 6&5 VH DVHDP

DULWPHWLF

FX UDWD HJDO

FX PRGLILFDUHD DEVROXW

PHWRG

ULOH DEVROXWH FX ED]

Q

FX R SURJUHVLH

PHGLH

'HWHUPLQDUHD WUHQGXOXLDMXVWDW SULQ 060 DUH OD ED]

XUP WRDUHD UHOD LH

Y t = Y 1 + (t 1 ) , t = 1 , T

(9.23)

Analiza rela LHL  FD L D 060 vQ JHQHUDO QHFHVLW XQHOH REVHUYD LL

- primul termen ajustat (Y 1 ) este identic cu primul termen real al SCR (Y1);

- ultimul termen ajustat (Y T ) este egal cu ultimul termen al SCR (YT);

- ED]D GH DMXVWDUH HVWH GH UHJXO  SULPXO WHUPHQ DO VHULHL W  'XS QDWXUD OXQJLPHD 6&5
ED]

GH DMXVWDUH SRDWH IL RULFDUH WHUPHQ GLQ FDGUXO VHULHL FX FRQGL LD FD HO V

ILH FHO PDL DSURSLDW GH

OLQLD FDUH XQHWH SXQFWHOH H[WUHPH DOH 6&5

$SOLFD LD  'HVSUH IHQRPHQXO < VH FXQRVF XUP WRDUHOH GDWH

Tabelul 9.7.
ANII
YT
(mii u.m.)

1995
40

1996
42

3H ED]D GDWHORU GH PDL VXV VH GHWHUPLQ

ANII
1995
1996
1997
1998
1999
2000
2001

Yt
40
42
44
46
47
50
52

1997
44

1998
46

1999
47

2000
50

2001
52

Y t ) n tabelul de mai jos:

WUHQGXO 

t-1
0
1
2
3
4
5
6

Tabelul 9.8.

Y t = 40 + (t 1)
40
42
44
46
48
50
52

0HWRGD

4)

DVHP Q WRDUH

FX

LQGLFHOXL

060

GH

GLQDPLF

0HWRGD

0,0

LQGLFHOXL

PHGLX

de determinare a trendului ajustat este

GH

GLQDPLF

aproximativi egali,
UD LD HJDO

VDX GDF

VH

UHFRPDQG

LQGLFLL GH GLQDPLF

WHQGLQ HL FHQWUDOH GLQ HYROX LD IHQRPHQXOXL VWXGLDW GDF

SHQWUX

FX ED]

HVWLPDUHD

PRELO

VXQW

LUXO WHUPHQLORU 6&5 HVWH DVHP Q WRU XQHL SURJUHVLL JHRPHWULFH FX

FX LQGLFHOH PHGLX GH GLQDPLF 

3RWULYLW 0,0 GH DMXVWDUH UHOD LD GXS

Yt = Y1 I

(t1 )

FDUH VH RE LQ YDORULOH FDUH HVWLPHD]

, t = 1, T

WUHQGXO HVWH

(9.24)

2EVHUYD LL

- primul termen ajustat (Y 1  L XOWLPXO WHUPHQ DMXVWDW Y T  VXQW HJDOL FX SULPXO L XOWLPXO
termen real al SCR;
- REVHUYD LD FX SULYLUH OD ED]D GH DMXVWDUH HIHFWXDW OD 060 HVWH YDODELO L SHQWUX 0,0
- GDF SH JUDILF VH WUDVHD] OLQLD FDUH XQHWH SXQFWHOH H[WUHPH SULQ SXQFWHOH FDUH UHSUH]LQW
YDORULOH DMXVWDWH VH RE LQH WHQGLQ D JHQHUDO
'LQ

DQDOL]D

FRPSDUDWLY

GH HYROX LH VXE IRUPD XQHL FXUEH H[SRQHQ LDOH

PHWRGHORU

SUH]HQWDWH

PHWRGD LQGLFHOXL PHGLX GH GLQDPLF  PHWRGD JUDILF

FRQVWDW P

PHWRGD

YDULDQWD ,, ID

VSRUXOXL

PHGLX

GH 000 VH ED]HD]

vQ

GHWHUPLQDUHD WUHQGXOXL DMXVWDW QXPDL SH ED]D SULPXOXL L XOWLPXOXL WHUPHQ DO 6&5 'LQ DFHDVW
FDX]

HOH DX XQ FDUDFWHU

PHFDQLF  GDU SRW RIHUL LQIRUPD LL XWLOH GHVSUH WHQGLQ D GH HYROX LH D XQXL

IHQRPHQ vQ P VXUD vQ FDUH FRQGL LLOH GH RPRJHQLWDWH D WHUPHQLORU 6&5 D PRGLILF ULORU DEVROXWH VDX
D LQGLFLORU GH GLQDPLF

FX ED]

PRELO

HVWH VDWLVI FXW 

2

b) Metode analitice de determinare a trendului.

HVWLPDUH

PDL

H[DFW

WHQGLQ HL

JHQHUDOH GLQ HYROX LD XQXL IHQRPHQ R SXWHP RE LQH SULQ PHWRGH DQDOLWLFH FDUH LDX vQ FRQVLGHUDUH WR L

Y t = f (t)

WHUPHQLL 6&5 0HWRGHOH DQDOLWLFH VH ED]HD]

ajustare

SH IXQF LL PDWHPDWLFH 

D WUHQGXOXL GH HVWLPDUH D WHQGLQ HL FHQWUDOH $FHDVW

DMXVWDUH UHSUH]LQW

vQ FHOH GLQ XUP

WRW R LSRWH]  GHRDUHFH vQ UHDOLWDWH HYROX LD IHQRPHQXOXL QX

depinde de succesiunea timpului, ci de ansamblul factorilor generDOL

P ULPHD

ILHF UXL

WHUPHQ

DO

6&5

DQDOLWLFH YDULDELOD WLPS HVWH OXDW

QXPLWH L IXQF LL GH

HVWLPDUH D WHQGLQ HL FX R IXQF LH GH

IDFWRUL

FDUH

DFWLYHD]

SH

VFDOD

L VSHFLILFL FDUH GHWHUPLQ

WLPSXOXL

vQ FRQVLGHUDUH QX FD IDFWRU GH LQIOXHQ

'HFL

OD

PHWRGHOH

 FL HVWH XWLOL]DW

QXPDL

pentru ordonarea termenilor SCR.

)XQF LLOH GH DMXVWDUH VXQW IXQF LLOH PDWHPDWLFH X]XDOH IXQF LD GH JUDGXO XQX L GRL KLSHUEROD
H[SRQHQ LDOD ORJLVWLFD HWF $FHVWH IXQF LL VH VWDELOHVF vQ UDSRUW FX WUDLHFWRULLOH UHDOH DOH HYROX LHL vQ WLPS
D IHQRPHQHORU FX DQDOL]D WHRUHWLF  FDOLWDWLY  FRPSOH[
FX DQDOL]D PRGLILF ULORU DEVROXWH VDX UHODWLYH FX ED]

D IHQRPHQXOXL FX UHSUH]HQWDUHD JUDILF

PRELO

$VWIHO SH ED]D JUDILFXOXL 6&5 L D DOWRU FULWHULL WHQGLQ D JHQHUDO

ntr-un orizont de timp, esWH

prezentate n figura 9.11.

HVWLPDW

SULQWU R DQXPLW

T re linia
nd
r

y=a
+bt

GH HYROX LH D XQXL IHQRPHQ

IXQF LH ([HPSOH GH IXQF LH GH DMXVWDUH VXQW

T re e
nd xpone ia
n\ l

A
y=ka
T re pa bolic
nd ra

D 6&5

HWF

T re logistic
nd

k
y= 1+e t
b-a
T re hipe
nd
rbolic
A

A
y= k
t

A
y=a
+bt+a2
t

)LJ  ([HPSOH GH IXQF LL GH DMXVWDUH

'XS

DOHJHUHD

estimarea parametriloU

IXQF LLORU

GH

DMXVWDUH

vQ

ED]D

XQRU

FULWHULL

IXQGDPHQWDOH

(VWLPDUHD SDUDPHWULORU IXQF LLORU GH UHJUHVLH VH HIHFWXHD]

HVWH

QHFHVDU

SULQ PDL PXOWH

PHWRGH GLQ FDUH FHD PDL XWLOL]DW

GDWRULW

FDOLW

LORU VDOH HVWH PHWRGD FHORU PDL PLFL S WUDWH

PLQLPL]DUHD VXPHL S

(MCMMP )XQF LD RELHFWLY D 0&003 R UHSUH]LQW

valorilor ajustate (de trend) de la termenii reali.
Deci,

mi n

(Y t Y t ) 2

0&003
HVWLPDUHD

VH

vQ DFHVW FRQWH[W

PRGHOHORU

GH

vQ

UHJUHVLH

PRG

DVHP Q WRU FX

'HRVHELULOH

YDULDELOHORU H[RJHQH FDX]DOH VH LD YDULDELOD WLPS

P VRDU

FDUH

DOJRULWPXO

DSDU

SUH]HQWDW

IDSWXO

YL]HD]

FX DMXWRUXO VFDOHL GH LQWHUYDO SXQFWXO GH RULJLQH W

SHQWUX

vQ

OR

cul

FDUH VH

 DO VFDOHL L XQLWDWHD GH P VXU

variabilei timp "t" se aleg n mod convenabil. Pentru rH]ROYDUHD

ti = 0

W  'HRDUHFH WLPSXO HVWH R YDULDELO

VLVWHPXOXL GH HFXD LL GHGXV SULQ

0&003 VH SRDWH DSHOD OD R VLPSOLILFDUH LPSRUWDQW  VH VWDELOHVF YDORULOH YDULDELOHL

rilor

(9.25)

DSOLF

SDUDPHWULORU

WUDWHORU DEDWH

DVWIHO vQFkW

$FHDVW

GDF

PHGLDQ

VLPSOLILFDUH SRDWH IL HIHFWXDW

6&5 HVWH IRUPDW

UHVWXO

WHUPHQLORU

vQ IHOXO XUP WRU

GLQWU XQ QXP U LPSDU GH

VXQW

SODVD L

VLPHWULF

termeni ca origine (t=0) se ia termenul

FUHVF WRU

GHVFUHVF WRU

ID

GH

RULJLQH

'H

exemplu:
1997
-2
IRUPDW

1998
-1

2000

1999
0

GLQWU XQ QXP U SDU GH WHUPHQL RULJLQHD W

WHUPHQLORU VXQW SODVD L VLPHWULF ID

1996
-3

-2

t
2 Et=0

 VH LD vQWUH

- GDF 6&5 HVWH

termenii mediani, iar apoi restul

GH RULJLQH OD GLVWDQ H HJDOH 'H H[HPSOX

1998

1997

2001

1999

-1

2000

2001

t
2
Et=0

$SOLFkQG 0&003 FX VLPSOLILFDUHD GH PDL VXV SHQWUX GHWHUPLQDUHD SDUDPHWULORU IXQF LHL
OLQLDUH FX FDUH VH HVWLPHD]

WHQGLQ D JHQHUDO

GH HYROX LH D XQXL IHQRPHQ VH RE LQH XUP WRUXO VLVWHP

GH HFXD LL

T a =  Yt t

b  t2 =  Y t t
t
t

'XS

GHWHUPLQDUHD

SDUDPHWULORU

IXQF LLORU

GH

DMXVWDUH

VH

Y t = a + bt lundu-se n considerare valorile acordate variabilei timp.

Determinarea treQGXOXL

YDORULOH

DMXVWDWH

DMXVWDW SULQ PHWRGH DQDOLWLFH SULQ IXQF LL PDWHPDWLFH GH DMXVWDUH VH

ED]HD]  vQV  SH R VHULH GH LSRWH]H FDUH WUHEXLH YHULILFDWH

 $QDOL]D FDOLW

GHWHUPLQ

LL HVWLP

a posteriori.

ULL WHQGLQ HL JHQHUDOH GH HYROX LH D XQXL

fenomen
3HQWUX DFHHDL 6&5 GHWHUPLQDUHD WUHQGXOXL DMXVWDW VH HIHFWXHD]
PHFDQLFH

VDX DQDOLWLFH 'LQ DFHDVW

FDX]

HVWH QHFHVDU

DSUHFLHUHD

SULQ PDL PXOWH PHWRGH

ILGHOLW

LL

DMXVW ULL WUHQGXOXL

n SCR.
$SUHFLHUHD FDOLW

LL DMXVW ULL SULQ DQXPLWH PHWRGH HVWH R SUREOHP

GH GHFL]LH VWDWLVWLF

FDUH

SUHVXSXQH XWLOL]DUHD XQRU WHKQLFL RELHFWLYH 'LQWUH DFHVWHD FHOH PDL X]XDOH DSOLFDELOH VLPSOX L
UDSLG SUH]HQW P XUP WRDUHOH

{ SH JUDILF VH FRPSDU YL]XDO vQ DFHODL VLVWHP GH D[H FXUED GUHDSWD FDUH XQHWH YDORULOH
reale cu cea corespun] WRDUH YDORULORU DMXVWDWH FDOFXODWH 8UP ULQGX-se curbele trasate se va alege
DFHD PHWRG

FDUH FRQGXFH OD FHOH PDL DSURSLDWH YDORUL DMXVWDWH GH YDORULOH UHDOH

FDOLWDWHD DMXVW ULL VH SRDWH DSUHFLD FRPSDUkQG VXPD YDORULORU HPSLULFH 

Y t ) cu suma

Y
t
valorilor ajustate ( t  'XS DFHVW SURFHGHX VH YD DOHJH DFHD PHWRG GH HVWLPDUH D WHQGLQ HL FHQWUDOH
care conduce la cea mai mare apropiere a sumei valorilor ajustate de suma valorilor empirice (reale).
5D LRQDPHQWXO XWLOL] ULL DFHVWXL FULWHULX DUH OD ED]
WHUPHQLL UHDOL HPSLULFL WUHEXLH V
R DOW

IDSWXO F

VXPD DEDWHULORU WHUPHQLORU DMXVWD L ID

GH

ILH QXO 

PRGDOLWDWH GH DOHJHUH D PHWRGHL FDUH HVWLPHD]

FHO PDL ELQH WHQGLQ D JHQHUDO

GH

HYROX LH D XQXL IHQRPHQ HVWH

mi n

(Y t Y t ) 2

(9.26)

{ n mod frecvent, pentru aprecierHD

DEDWHUH PHGLH S WUDWLF

mi n

2
 (Y t Y t )

D WHUPHQLORU UHDOL ID
1
2

FDOLW

LL DMXVW ULL XQ DOW FULWHULX HVWH FHD PDL PLF

GH WHUPHQLL DMXVWD L DL WUHQGXOXL

(9.27)

Q OLWHUDWXUD GH VSHFLDOLWDWH vQGHRVHEL vQ OXFU ULOH OXL &UR[WRQ VH SUH]LQW

PDL PXOW WHVWH ULJXURDVH GDU PDL JUHX XWLOL]DELOH GXS
PHWRG

FDUH V

VH GHFLG

PDL PXOWH FULWHULL

FDUH HVWH FHD PDL EXQ

GH GHWHUPLQDUH D WUHQGXOXL GH HVWLPDUH D WHQGLQ HL JHQHUDOH GLQ HYROX LD XQXL IHQRPHQ GH

PDV 

9.5. ANALIZA STATIST,&

$ 26&,/$

,,/25 3

ERIODICE NTR-O SERIE

&5212/2*,&

n paragraful 9.4.1. s-D DU

LPSULP

WHQGLQ D JHQHUDO

WDW F

DVXSUD WHUPHQLORU XQHL 6&5 DF LRQHD]

L IDFWRULL GH LQIOXHQ

FDUH GHWHUPLQ

vQ DIDUD IDFWRULORU FDUH

YDULD LL SHULRGLFH DOH WHUPHQLORU ID

WHQGLQ D SH RUL]RQWXO GH WLPS DQDOL]DW Q IXQF LH GH SHULRGLFLWDWHD ORU RVFLOD LLOH VH FODVLILF

GH

vQ RVFLOD LL

VH]RQLHUH L RVFLOD LL FLFOLFH 3ULQ XUPDUH GLQ SXQFWXO GH YHGHUH DO PRGHO ULL VWDWLVWLFH VH SXQH SUREOHPD
GHWHUPLQ ULL
SUH]LQW

RVFLOD LLORU

FRPSRQHQWHL

VH]RQLHUH

RVFLOD L

ilor (componentei) ciclice pe care le

6&5 Q FRQWLQXDUH QH YRP RFXSD GH GHWHUPLQDUHD FRPSRQHQWHL VH]RQLHUH

&RPSRQHQWD VH]RQLHU

HVWH OHJDW

 GH UHJXO

asupra termenilor unei SCR. $FHDVWD vQVHDPQ

 GH LQIOXHQ D PRGLILF

HVWH QHFHVDU V

ULL DQRWLPSXULORU

VH GHWHUPLQH P VXUD L GLUHF LD

vQ FDUH VH]RQDOLWDWHD FRQGXFH OD DEDWHUL DOH WHUPHQLORU XQHL 6&5 GH OD WHQGLQ D FHQWUDO

vQ GLIHULWH

faze ale perioadei, de obicei ale anului.

3HQWUX D SXQH vQ HYLGHQ
6&5 QHVWD LRQDU  WUHEXLH V
WUHQGXO
QHFHVLW
RIHU

DEDWHULOH

LQIOXHQ D IDFWRULORU VH]RQLHUL DVXSUD HYROX LHL IHQRPHQXOXL vQWU

DOHDWRDUH

FD]XO

VHULLORU

VWD LRQDUH

GHWHUPLQDUHD

HOLPLQDUHD QXPDL D DEDWHULORU DOHDWRDUH &RPSRQHQ D VH]RQLHU

LQIRUPD LL XWLOH vQ XQHOH DFWLYLW

HQHUJLH HOHFWULF

VH]RQDOLW

QXPDL WUHQGXO L DEDWHULOH vQWkPSO WRDUH Q HVHQ

PRGHOXOXL

DGLWLY

VDX

LL

DVWIHO vQ HYLGHQ

L GLQ LQGXVWULD FRQVHUYHORU LQGXVWULD ]DK UXOXL FRQVXPXO GH

FRQWURO GH DWHQXDUH L FKLDU GH vQO WXUDUH D IDFWRULORU FX LQIOXHQ

VWDELOLUHD

HIHFWXOXL

SXV

L JD]H QDWXUDOHWXULVP HWF SHQWUX OXDUHD GH P VXUL GH SUHYHGHUH GH

HODERUDWH VHULL FURQRORJLFH FRUHFWDWH GLQ FDUH VH HOLPLQ

GXS

-o

VH HOLPLQH GLQ DFHDVWD LQIOXHQ D FHORUODOWH FRPSRQHQWH GH H[HPSOX

VXE

FDUH

VH

e sub

VH]RQLHU  Q DFHVW VFRS VXQW

FRPSRQHQWD VH]RQLHU

 DQDOL]D VH]RQDOLW

PXOWLSOLFDWLY

LQHU

LL vQWU

L FDUH FRQ LQH

-o SCR presupune ca

PDQLIHVW

LQIOXHQ D

IDFWRUXOXL

sau Sj* (cu j = 1, m SULQ GHWHUPLQDUHD YDULD LLORU

(abaterilor) Sj sau a indicilor de sezonalitate Sj  'HWHUPLQDUHD YDULD LLORU VH]RQLHUH vQWU-o SCR

VH]RQLHU V

QHVWD LRQDU

VH HVWLPH]H YDORULOH FRPSRQHQWHORU 6j

QHFHVLW

GHWHUPLQDUHD SUHDODELO

D WUHQGXOXL FX XQ PRGHO DQDOLWLF VDX FX 000 3HQWUX

determinarea trendului ntr-R 6&5 DIHFWDW GH

mobile (MMM).
n cazul n care s-D VWDELOLW F LQIOXHQ D

LQIOXHQ H VH]RQLHUH VH UHFRPDQG

IDFWRUXOXL VH]RQLHU VH PDQLIHVW

metoda mediilor

DGLWLY PHWRGRORJLD

GH GHWHUPLQDUH D FRPSRQHQWHL VH]RQLHUH SUHVXSXQH XQ DOJRULWP GHVI XUDW vQ XUP WRULL SDL

6H

FDOFXOHD]

GLIHUHQ HOH

GLQWUH

ILHFDUH

WHUPHQ

DO

6&5

YDORULOH

FRUHVSXQ] WRDUH

GLIHUHQ HOH

WUHQGXOXL 'HFL SH ED]D LSRWH]HL IRUPXODWH VH FDOFXOHD]

Y ij Y ij = (Y ij + S j +  ij ) Y ij = S j +  ij
cu:
i = 1, n - UHSUH]LQW

(9.28)

QXP UXO FXUHQW DO SHULRDGHL DQXOXL

j = 1, m - UHSUH]LQW

QXP UXO GH RUGLQH DO VXESHULRDGHL GH H[HPSOX O

$FHVWH GLIHUHQ H FDOFXODWH FRQ LQ QXPDL FRPSRQHQWD VH]RQLHU

una, trimestrul etc.)

L FRPSRQHQWD DOHDWRDUH

 3H ED]D GLIHUHQ HORU UHIHULWRDUH OD DFHODL VH]RQ - WULPHVWUX VDX OXQ  VH FDOFXOHD]
SDU LDOH SHQWUX ILHFDUH VH]RQ SHQWUX D vQO WXUD

Sj =

1
n

i =1

(Y ij Y ij ) =

1
n

i =1

PHGLL

componenta aleatoare:
n

(S j +  ij ) = S j +

ij

i =1
n

Sj

(9.29)

$FHWLD VXQW HVWLPDWRUL DL FRPSRQHQWHL VH]RQLHUH Q FD]XO vQ FDUH WUHQGXO D IRVW GHWHUPLQDW
FX 0&003 VXPD DEDWHULORU VH]RQLHUH HVWH QXO

Y ij =

n m

vQWRWGHDXQD L vQ FRQVHFLQ

j =1

Sj /m

SULQ 000 DFHDVW

Sj = 0

SH

ED]D

HVWLP ULORU

6
j

pentru a evalua abaterile de la valoarea

m

GLIHUHQ HOH GLQWUH HVWLPDWRULL 6

j L PHGLLOH

Cele m

Sj = Sj

Sj

j =1
m

j =1

(Y ij Y ij )

Sj /m

DQWHULRU

WHRUHWLF

$SRL

VH

PHGLLOH

FDOFXOHD]

(9.31)

de la valoarea de trend Y ij 

componenta VH]RQLHU VH DEDWH FX S j

depinde, n mod evident, de semnul estimatorului Sj.
6&5 FRUHFWDW

GHWHUPLQ

DEDWHULOH VH]RQLHUH FRUHFWDWH

DEDWHUL VH]RQLHUH FDOFXODWH SULQ UHOD LD  VHPQLILF

 6H GHWHUPLQ

VH

VFRQWDW 

FDUH UHSUH]LQW

Sj
j =1
m


j =1

FDOFXODWH

FRPSHQVDUH D DEDWHULORU VH]RQLHUH QX DUH ORF

VH WUHFH OD SDVXO XUP WRU

"

j =1

3) n cazul

 L GHFL PHGLD ORU HVWH QXO  GHRDUHFH

(9.30)

'DF  vQV  WUHQGXO VH GHWHUPLQ

Sj = 0

Y ij

i =1 j =1

n m

i =1 j =1

j =1

IRUPDW

IDSWXO F

vQ ILHFDUH VH]RQ M

'LUHF LD DEDWHULORU VH]RQLHUH

GLQ GLIHUHQ HOH GLQWUH WR L WHUPHQLL

Yij

L DEDWHULOH

sezoniere Sj.
Yij-Sj

j = 1, m

cu

n ipoteza sj=Sj
abaterea aleatoare:

GDWHOH

FRUHFWDWH

(9.32)
SULQ

H[FOXGHUHD

Y ij S j = Y ij +  ij (j = 1, m)
'XS

DOHJHUHD DOJRULWPXOXL SULQ FDUH VH GHWHUPLQ

UHOD LD  FRPSRQHQWD DOH

atoare.

VH]RQDOLW

LL



FRQ LQ

WUHQGXO

(9.33)
FRPSRQHQWD VH]RQLHU

VH GHWHUPLQ

GLQ

$SOLFD LD  0HWRGRORJLD GH GHWHUPLQDUH D FRPSRQHQWHL VH]RQLHUH HVWH DSOLFDW

UHIHULWRDUH OD FRQVXPXO GH JD] PHWDQ 7HQGLQ D

FURQRORJLF

GH HYROX LH V

-a determinat prin MM

calculate prin patru termeni, datele fiind trimestriale. n tabelul 9.9 s-DX
DEDWHULOH YDORULORU UHDOH DOH WHUPHQLORU ID

FDOFXODW FX UHOD LD 

GH YDORULOH DMXVWDWH

0HWRGRORJLD GH FDOFXO D LQGLFDWRULORU SUH]HQWD L vQ WDEHOXO  D IRVW H[SOLFDW

SULQ UHOD LLOH

(9.28) - (9.33).
Tabelul 9.9.
Consumul de gaz metan (mil. m.c.)
Anul
i=1988 Trim
.
-1991 j =1,4

0
1
9
9
8
1
9
9
9
2
0
0
0
2
0
0
1

1
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV

ConSuma
sumul
PRELO
din
de gaz
metan
patru
(mil. m3) termeni
(Yij)

2
7397
5512
5406
7686
7468
5604
5433
7795
7693
5664
5453
7940
7793
5694
5473
8040

3
26000
26071
26163
26120
26300
26525
26585
26605
26750
26850
26880
26900
27000
-

Te d ta
n in
p
rin
MM
M

Yij

Aa re
bte a

Yij Y

4
6508,9
6529,3
6544,1
6561,3
6603,1
6638,8
6648,8
6669,4
6700
6716,3
6732,5
6737,5
-

5
-1102,9
+1156,7
+923, 9
-857,3
-1170,1
+1156, 2
+1044, 2
-1005,4
-1247
+1223,7
+1070,5
-1043,5
-

SC
R
c c ta
ore ta
p x
rine
c e a
lud re
se li
zona
ta
tii

Yij Sij

Te ina C m o nta
nd \
o p ne
+ cmo n
o p ne ta a a a
le to re

se nie
zo ra Yij Yij + Si

Yij + Sij

6
5326,48
7699,08
7567,88
5550,14
5420,68
7808,58
7672,68
5658,24
5517,58
7806,08
7746,28
5726,34
-

7
+79,52
-13,08
-99,88
+53,86
+12,32
-13,58
+20,42
+5,76
-64,58
+53,92
+46,72
-36,34

8
6373,22
6523,16
6588,42
6516,22
6444,22
6516,16
6516,42
6625,22
6669,22
6675,16
6635,42
6770,22
6769,22
6705,16
6655,42
6870,22

Tabelul 9.10.
Calculul abaterilor sezoniere
ANII
1998
1999
2000
2001

T OT AL ABAT E RI

( Y i j Y i j )
Media abaterilor sj
Valorile corelate sj
0HGLLOH SDU LDOH 

j =1

&

s j /m =

Aba ri fa adetre pe tri me

te
\
nd
stre (Y i j Y i j )
I
II
III
IV
-1102,9
1156,7
923,9
-957,3
--1170,1
1156,2
1104,2
1005,4
-1247
1223,7
1070,5
-1043,5
3098,6
3006,2
-3520
3536,6
1032,87
1023,78

-1002,02
-1011,16

-1173,33
-1182

1178,87
1169,78

sj) calculate pentru fiecarH VH]RQ VXQW FRUHFWDWH FX P

+1032,87+1002,07+1173,33+1178,87
4

= +9, 09

6H RE LQ DVWIHO XUP WRDUHOH DEDWHUL VH]RQLHUH FRUHFWDWH

S1 = +1032,87 - 9,09 = +1023,78

S2 = -1002,07 - 9,09 = -1011,16

OD VHULD

ULPHD

S3 = -1173,33 - 9,09 = -1182,42

S4 = +1178,57 - 9,09 = +1169,48

Q SUDFWLF  GHVHRUL LQIOXHQ D IDFWRUXOXL VH]RQLHU

DVXSUD HYROX LHL vQ WLPS

D XQXL IHQRPHQ

prezentat ntr-R 6&5 VH H[HUFLW SULQ DPSOLILFDUHD VDX UHVWUkQJHUHD DEDWHULORU GH OH WHQGLQ D FHQWUDO 
AceasWD vQVHDPQ F WHUPHQLL UHDOL DL XQHL 6&5 UH]XOW GLQ FRPELQDUHD PXOWLSOLFDWLY a componentelor
seriei.
n cazul modelului multiplicativ determinarea componentei sezoniere presupune un
DOJRULWP DVHP Q WRU FX FHO DGLWLY FX GHRVHELUHD F
IDFWRUXOXL VH]RQLHU RSHUD LL GH vPS U LUH L QX GH VF G

Yij

 6H FDOFXOHD]
RE LQXWH GH UHJXO

DFHVWD LPSOLF

SHQWUX HOLPLQDUHD LQIOXHQ HL

ere. Astfel:

UDSRDUWHOH GLQWUH WHUPHQLL REVHUYD L <ij L YDORULOH FRUHVSXQ] WRDUH WUHQGXOXL

SULQ 000 5DSRDUWHOH DVWIHO FDOFXODWH FRQ LQ FRPSRQHQWD VH]RQLHU

componenta aleatoare:

'

Yij

Yij

= S j  ij ; c i = 1, n ; j = 1, m
u

2) Pe baza rapoDUWHORU

(9.34)

FDOFXODWH DQWHULRU VH FDOFXOHD]

SHQWUX D HOLPLQD HIHFWXO IDFWRULORU

vQWkPSO WRUL PHGLL SDU LDOH SH VH]RDQH FDUH VXQWL HVWLPDWRULL FRPSRQHQWHL VH]RQLHUH

1
n

i =1

Sj

 ij

= S j i =1
n

)
0(

sj =

ij
O

n Yij
1
n  Y
i =1 ij

Sj

(9.35)

Q FD]XO vQ FDUH WUHQGXO D IRVW GHWHUPLQDW FX 0&003 L SURGXVXO HVWLPDWRULORU FRUHFWD L FX

UHOD LD  HVWH GLIHULW GH  VDX 
 6H FDOFXOHD]

 VH WUHFH OD SDVXO XUP WRU

UDSRDUWHOH GLQWUH HVWLPDWRULL 6j

L PHGLD ORU FDOFXODW

SHQWUX ILHFDUH VH]RQ

aflndu-se estimatorul corectat al componentei sezoniere numit indicele de sezonalitate al

sezonului j,

23

1
) : ( m  sj ) = sj =

sj
m

i =1

sj

24

n Yij

i =1 Yij


24

(1
n

(9.36)

)LHFDUH LQGLFH GH VH]RQDOLWDWH DFHWLD ILLQG vQ QXP U GH

VHPQLILF

RUL]RQW GH WLPS vQ VHFWRUXO M DO IDFWRUXOXL VH]RQLHU DEDWH YDORDUHD UHDO

IDSWXO F

GH OD WUHQG GH 6j

vQ vQWUHJXO

ori, sau cu

(Sj-1) procente.
 3UHVXSXQkQG F
PXOWLSOLFDWLY 

Sj*

VH GHWHUPLQ

=  ij

6H RE LQH DVWIHO VHULD FURQRORJLF

FRUHFWDW  SULQ H[FOXGHUHD VH]RQDOLW

REVHUYD L DL 6&5 OD LQGLFLL GH VH]RQDOLWDWH FRUHVSXQ] WRUL 'HFL GDF

Yij
ij S j
Y

FRPSRQHQWD DOHDWRDUH

Yij

Yij S j

Sj=S*j (fiind cunoscute Yij , Yij

=  ij

Q LSRWH]D F

(9.37)
LQIOXHQ D IDFWRUXOXL VH]RQLHU VH PDQLIHVW

 H[HPSOLILFDUHD DOJRULWPXOXL VH SUH]LQW

PXOWLSOLFDWLY DVXSUD 6&5 GLQ WDEHOXO

vQ WDEHOHOH  L 

'LIHUHQ HOH FDUH DSDU vQWUH 6&5 FRUHFWDW

GLQ WDEHOXO  L FHD GLQ WDEHOXO  SURYLQ QX

DWkW GLQ DOJRULWPXO XWLOL]DW FkW GLQ LSRWH]D UHIHULWRDUH OD PDQLIHVWDUHD DGLWLY

factorului sezonier.

LL UDSRUWkQG WHUPHQLL

sj*=S*j , atunci:

VDX PXOWLSOLFDWLY

Q XOWLPD SHULRDG  SHQWUX DQDOL]D FRPSRQHQWHL VH]RQLHUH SHUIHF LRQ UL PHWRGRORJLFH

GH &DORW FRQVW

DGXVH GH * &DORW 0HULWXO PHWRGRORJLHL SURSXV

vQ DFHHD F

DX IRVW

DFHDVWD SRDWH IL IRORVLW

ca model prospectiv.
Tabelul 9.11.

1
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV

SULQ H[FOXGHUHD VH]RQDOLW

Te d \
n ina C p nta
om one
le to re
+ c mo e ta a a a
o pnn
Yij
se n ra
zo ie
Sj

Yij
ij Sij
Y
5
6
5349,01
1,0107
7684,99
1,0001
7536,19
0,991
5569,61
1,0061
5426,43
1,0012
7813,87
0,9976
7656,76
1,0047
5661,65
1,0004
5606,06
0,9904
7905,09
1,0044
7741,63
1,0066
5719,46
0,9955
-

Abateri

3
6508,9
6529,3
6544,1
6561,3
6603,1
6638,8
6648,8
6669,4
6700
6716,3
6732,5
6737,5
-

2
7397
5512
5406
7686
7468
5604
5433
7795
7693
5664
5453
7940
7793
5694
5473
8040

Me
dii
mobile

Y ij

4
0,8306
1,1772
1,1412
0,8541
0,8228
1,1742
1,1571
0,8493
0,8139
1,1822
1,1552
0,8451
-

Y ij

Y ij

0
1
9
9
8
1
9
9
9
2
0
0
0
2
0
0
1

FRUHFWDW

LL

SCR
c e tata
or c
Yi j
Sj

Consumul
de gaz
T rim
.
metan
j = 1, 4 (mil. m3)

6HULD FURQRORJLF

A
N
U
L
(i)

7
6423,4
6493,11
6578,24
6530,16
6484,89
6601,48
6611,1
6622,77
6680,27
6672,16
6643,43
6745,96
6767,11
6707,5
6659,77
6830,93

Tabelul 9.12.
Calculul abaterilor sezoniere n cazul modelului multiplicativ

Aba ri fa adetre pe trime

te
\
nd
stre( Y i j /Y i j )
I
II
III
1998
0,8306
1999
1,1412
0,8541
8228
2000
1,1571
0,8493
0,8139
2001
1,1592
0,8452
3,4575
2,5486
2,4673
T otal abateri


i =1

Y ij

Y ij

Sj*
Sjt *

S jt /m =

IV
1,1772
1,1742
1,1822
3,5336

1,1525
1,1516

0,8495
0,8489

1,1525+0,8495+0,8224+1,1779
4

0,8224
0,8218

1,1779
1,177

= 1, 00075

3HQWUX DSOLFDUHD PHWRGHORU GHVFULVH GH GHWHPLQDUHD FRPSRQHQWHL VH]RQLHUH WUHEXLH V

DVLJXUH RPRJHQLWDWHD GDWHORU DQDOL]DWH $FHDVW

FHULQ

att treQGXO FkW L OXQJLPHD L DPSOLWXGLQHD SHULRGLFiW

WUHEXLH V

ILH DVLJXUDW

L YHULILFDW

VH

GHRDUHFH

LL QX VXQW QLWH P ULPL FRQVWDQWH

9.6. PREVIZIONAREA INDICATORILOR ECONOMICI PRIN

EXTRAPOLARE
'HWHUPLQDUHD
UHSUH]LQW

R HWDS

prezentat n SCR.

VWDWLVWLF

LPSRUWDQW

WUHQGXOXL

QHFHVDU

RVFLOD LLORU

SHULRGLFH

VH]RQLHUH

VDX

FLFOLFH

SHQWUX DQDOL]D HYROX LHL SUREDELOH YLLWRDUH D IHQRPHQXOXL

([WUDSRODUHD
WHUPHQL

VLWXD L

vQ

DIDUD

PRGHO

GH

DQDOL]

YLLWRUL

DGRSWDUHD

SUHYL]LRQDUHD

XQXL

SH

ED]D

RUL]RQWXOXL
<T

IW

GDWHORU
GH

6&5

DQDOL] 

LQWURGXFHUHD

LPSOLF
DFHVW
vQ

RSHUD LD
VFRS

PRGHO

YDULDELOHL WLPS FRUHVSXQ] WRDUH PRPHQWXOXL SHQWUX FDUH VH HIHFWXHD]

H[WUDSRODUH VH QXPHWH WHQGHQ LDO  $FHDVW

HYROX LHL IHQRPHQXOXL

QHVFKLPEDWH L vQ RUL]RQWXO GH SURJQR]

E OXQJLPHD 6&5 WUHEXLH V

VWDELOLUH

XQRU

apolarea presupune

YDORULL

FRQYHQ LRQDOH

H[WUDSRODUHD 2 DVHPHQHD

H[WUDSRODUH SUHVXSXQH XUP WRDUHOH

DGRSWDW

DQDOL]DW vQ RUL]RQWXO 6&5 V

D FRQGL LLOH GH PDQLIHVWDUH DOH

PHQ LQ

H[WU

GH

VH

t = T + 1 , T + K , (cu K 1 ).

ILH VXILFLHQW GH PDUH SHQWUX D VH VHVL]D UHJXODULWDWHD PLF ULL vQ

WLPS D IHQRPHQXOXL DQDOL]DW Q DFHVW VHQV WHRUHWLFLHQLL UHFRPDQG  SHQWUX HODERUDUHD XQRU YDULDQWH
GH SURJQR]
F

SULQ H[WUDSRODUH FD OXQJLPHD 6&5 DQDOL]DW

FLFOLFLWDWHD

YDULDQWHL

GH

SURJQR]

RUL]RQWXO 6&5 FL L GH RUL]RQWXO GH SURJQR]

SXQFWXO D LDU YDULDQWD GH SURJQR]

VFXUW  PHGLH OXQJ

'LQ DFHVW PRWLY VSXQHP F

'HFL GXS

ILH PDL PDUH GH  DQL

SULQ

xtrapolare depinde nu numai de

DGRSWDW 3HQWUX D UHVSHFWD FkW GH FkW LSRWH]D GH OD

QX ILH SUHD PDUH Q DFHVW VHQV SUDFWLFLHQLL UHFRPDQG

utilizeze un orizont de prRJQR] FDUH V

care s-D GHWHUPLQDW WHQGLQ D JHQHUDO  Q
SURJQR]

HODERUDW

QX GHS HDVF

SULQ H[WUDSRODUH VH HIHFWXHD]

FXSULQV

GH R HURDUH GH HVWLPD LH

R HVWLPD LH SXQFWXDO 

D FRPSRQHQWHORU 6&5 L GXS

FH V

L F HODERUDUHD YDULDQWHORU GH SURJQR]  SULQ PHWRGD H[WUDSRO ULL SUH

YDULDELOHL WLPS

VH

IXQF LH GH PRGHOXO DGRSWDW L GH OXQJLPHD RUL]RQWXOXL GH

L IRDUWH OXQJ  H[WUDSRODUHD HVWH vQVR LW

GHWHUPLQDUHD YHULGLF

R WUHLPH GLQ OXQJLPHD RUL]RQWXOXL SHQWUX

-au analizat punctele a,b

supune prelungirea valorii

vQ PRGHOXO GH DMXVWDUH

Deci, modelele de extrapolare pot fi:

Y t = Y 0 + (t 1 )

(9.38)

sau
(t 1)

Yt = Y0 I

(9.39)

pentru t = T + 1 , T + k  N
metodelor analitice FX OXDUH vQ

RUL]RQW GH SURJQR] 
FRQVLGHUDUH

WXWXURU

- n cazul metodelor mecanice. n cazul

REVHUYD LLORU

SUH]HQWDWH

vQ

SDUDJUDIHOH

DQWHULRDUH IXQF LLOH GH DMXVWDUH GHYLQ

Y t = a + bt s au Y t = a + bt + ct

(9.40)

Q FD]XO vQ FDUH GDWHOH VWDWLVWLFH VH UHIHU

H[WUDSRODW

SHQWUX DO N

HYROX LH VH GHWHUPLQ

-lea an L DO M-OHD VH]RQ

OD VHPHVWUH WULPHVWUH VDX OXQL DWXQFL YDORDUHD

GXS

QDWXUD DGLWLY

Y k j = Y k j + S j s au Y k j = Y k j + S 0
j
Q FD]XO vQ FDUH WUHQGXO XQHL 6&5 VH GHWHUPLQ

-HQNLQV RIHU

D QLYHOXOXL GH

(9.41)
SULQ 000 YDORULOH DFHVWXLD QX VH SRW XWLOL]D

pentru extrapolare. Trendul elaborat prin MMM sH XWLOL]HD]

VHQV VH XWLOL]HD]

VDX PXOWLSOLFDWLY

FX

FX VXFFHV vQ H[WUDSRODUH GDF

vQ DFHVW

PRGHOHOH DXWRUHJUHVLYH 0RGHOHOH DXWRUHJUHVLYH IXQGDPHQWDWH FX PHWRGD %R[

SUHGLF LL SHUWLQHQWH XQHRUL SH WHUPHQ PHGLX

Q FRQFOX]LH JUDGXO GH FRPSOH[LWDWH DO HYROX LHL IHQRPHQXOXL SUH]HQWDW vQ 6&5 QHFHVLW 

SHQWUX SURJQR]
HFRQRPLF 

HODERUDUHD PDL PXOWRU YDULDQWH GH FDOFXO IXQGDPHQWDWH SH R ULJXURDV

DQDOL]

QWUHE

UL GH FRQWURO
3UH]HQWD L LPSOLFD LLOH QHUHVSHFW ULL SULQFLSLXOXL RPRJHQLW

LL L LPSRVLELOLW

LL vQ FRQ

stituirea

unei serii cronologice.

$QDOL]D L FRQ LQXWXO LQGLFDWRULORU GH VWRF vQ FRPSDUD LH FX LQGLFDWRULL GH IOX[
&kQG VH UHFRPDQG

JUDILFHORU VHPL  vQ FD]XO UHSUH]HQW ULL XQHL VHULL FURQRORJLFH

$QDOL]D L FRPSDUDWLY RVFLOD LLOH VH]RQLHUH L FLFOLFH

3UH]HQWD L PHWRGHOH FDUH SHUPLW VHOHF LD IXQF LHL IRORVLW

SHQWUX H[SULPDUHD WUHQGXOXL

&XP VH VWDELOHWH QXP UXO GH WHUPHQL SHQWUX FDOFXOXO PHGLLORU PRELOH

$U WD L FRQGL LLOH vQ FDUH SHQWUX PRGHODUHD XQHL VHULL FURQRORJLFH SRDWH IL IRORVLW XQ PRGHO

aditiv.
$U WD L FRQGL LLOH vQ FDUH VH SRDWH IRORVL XQ PRGHO PXOWLSOLFDWLY
&H H[SULP

XQ LQGLFH GH VH]RQDOLWDWH

$U WD L FRQ LQXWXO LQGLFDWRULORU FDUH SRW IL XWLOL]D L vQ P VXUDUHD OHJ WXULL GLQWUH HYROX LD D
GRX

YDULDELOH HFRQRPLFH

Cum se trece de la indicatRULL FX ED]

IL[

OD LQGLFDWRULL FX ED]

vQ ODQ

vQ FD]XO LQGLFDWRULORU

DEVROX L " GDU vQ FD]XO LQGLFDWRULORU UHODWLYL "

Q FH VLWXD LH L GH FH VH IRORVHWH PHGLD FURQRORJLF

Pentru o serie de momente nu se pot calcula:

"

a) VSRUXUL FX ED] vQ ODQ 

b) sporuri FX ED] IL[ 
c) indici;
d) ritmuri;
e) PHGLD DULWPHWLF D WHUPHQLORU VHULHL

7HUPHQXO VWDWLVWLF GH UDW HVWH VLQRQLP FX FHO GH LQGLFH

a) ntotdeauna;
b) QLFLRGDW 
c) GRDU GDF UDWD H[SULP R HYROX LH
d) GRDU GDF H[SULP SRQGHUHD XQHL S
e) doar n cazul e[FHS LLORU
&RPSRQHQWD FLFOLF

U L GLQ vQWUHJ

DSDUH FD XUPDUH D DF LXQLL

a) factorilor sezonieri;
b) IDFWRULORU FH GHWHUPLQ ID]HOH GH FRQWUDF LH L UHOD[DUH D IHQRPHQHORU
c) factorilor aleatori;
d) WHQGLQ HL
e) QX H[LVW DFHDVW FRPSRQHQW 
&RPSRQHQWD VH]RQLHU

a)

D XQHL VHULL GH WLPS DSDUH FD UH]XOWDW DO DF LXQLL

IOXFWXD LLORU OHJDWH GH DQRWLPS VDX FH VH UHSURGXF VLPLODU vQ WLPS vQ FXUVXO XQHL ]LOH
V SW PkQL OXQL WULPHVWUH

b) IOXFWXD LLORU FLFOLFH

c) factorilor aleatori;
d) WHQGLQ HL
e) FRPSRQHQWD VH]RQLHU
'DF 

SH

SHULRDG

GH

QX H[LVW 
FLQFL

DQL

LQGLFHOH

PHGLX

GH

FUHWHUH

HFRQRPLF D IRVW GH  vQ FRQGL LLOH vQ FDUH SURGXF LD HVWH R YDULDELO

XOWLPXO DQ QLYHOXO SURGXF LHL D IRVW FX  GH XQLW

inL LDO D SURGXF LHL D IRVW GH

a) 44,21;
b) 4,21;
c) 3;

SURGXF LHL

XQXL

DJHQW

vQVXPDELO  WLLQG F

vQ

L PDL PDUH GHFkW vQ SULPXO DQ YDORDUHD

d) nu se poate calcula.
Q DQXO  LQGLFHOH PHGLX OXQDU DO SUH XULORU GH FRQVXP OD VHUYLFLL D IRVW SHQWUX SHULRDGD

august-decembrie, 1,0319. Indicele mediu pe anul 2000 a fost:

a) 1,0505;
b) 1,0407;
c) 1,0435;
d) 1,0436;
e) 104,35%.
$F LXQHD GH FRUHFWDUH D YDORULORU vQUHJLVWUDWH DOH XQXL IHQRPHQ HFRQRPLFR

-social la curba sa

GH WHQGLQ

GHILQHWH RSHUD LXQHD GH

a) emitere a valorilor aberante;

b) ajustare;
c) grupare;
d) HDQWLRQDUH
e) FRUHF LH D HURULORU VLVWHPDWLFH
Valorile ajustate ale XQHL VHULL GH WLPS SRW IL ID
a) <;
b) >;
c) =;
d) <,=,>;
e) nu se pot compara.

GH FHOH vQUHJLVWUDWH

'DF  SHQWUX R VHULH FURQRORJLF  VXPD YDORULORU DMXVWDWH HVWH DSUR[LPDWLY HJDO

valorilor nregistrate, atunci:

a) PHWRGH GH DMXVWDUH DOHDV
b) PHWRGD GH DMXVWDUH DOHDV
c) PHWRGD GH DMXVWDUH DOHDV
d) PHWRGD GH DMXVWDUH DOHDV
e) PHWRGD GH DMXVWDUH DOHDV
8Q

ULWP

GH

PRGLILFDUH

QX HVWH SRWULYLW 
HVWH RSWLP 
HVWH XQLF 
HVWH FRUHFW 
HVWH H[DFW 

XQXL

IHQRPHQ

ULWP

FH

necesar:
a) valoareD VXSUDXQLWDU D LQGLFHOXL GH GLQDPLF
b) YDORDUHD QHJDWLY D PRGLILF ULL DEVROXWH
c) YDORDUHD QHJDWLY D VSRUXOXL FX ED] IL[ 
d) stagnarea fenomenului.
,QGLFHOH PHGLX GH GLQDPLF

a)
b)

VH FDOFXOHD]

DUH

YDORDUHD

JHRPHWULF 

QXPDL

GDF

SR]LWLY  LPSOLF

vQ

PRG

FD

PHGLH JHRPHWULF  LQGLIHUHQW GH YDORULOH LQGLFLORU GH GLQDPLF

PHGLH

FX VXPD

LQGLFLL

GH

GLQDPLF

FX

FX ED]
ED]

PRELO 

IL[

SUH]LQW

YDORUL

SUH]LQW

YDORUL

apropiate;
c)

PHGLH

JHRPHWULF 

QXPDL

GDF

LQGLFLL

GH

GLQDPLF

FX

ED]

aproximativ egale ntre ele;

d)
e)

PHGLD DULWPHWLF
PHGLD DUPRQLF

D LQGLFLORU GH GLQDPLF
D LQGLFLORU GH GLQDPLF

(YROX LD 3,%ORFXLWRU D IRVW XUP WRDUHD 

1997
+4,0
0HGLD DQXDO

a)
b)
c)
d)
e)

-0,09%;
102,0%;
201,3%;
+2,21%;
+4,35%.

1998
+7,3
D HYROX LHL SURFHQWXDO

FX ED]
FX ED]

ID

1999
+4,4
HVWH GH

PRELO 
PRELO 

GH DQXO DQWHULRU

2000
-6,3

PRELO

6H FXQRVF XUP WRDUHOH GDWH SHQWUX GRX

UL $ L %

A) PIB/locuitor = 10.000 USD/loc; FUHWHUHD PHGLH GLQ XOWLPLL FLQFL DQL  
B) PIB/locuitor = 1.000 USD/loc; FUHWHUHD PHGLH GLQ XOWLPLL FLQFL DQL  
&XQRVFkQG F L vQ YLLWRU VH YRU PHQ LQH FRQGL LLOH HYROX LLORU
anterioare,

3,%ORFXLWRU VH YD HJDOL]D vQWUH

a)
b)
c)
d)
e)

nivelul

ULOH $ L % vQ

15,12 ani;
79,43 ani;
103,20 ani;
179,43 ani;
7,10 ani.

6H FXQRDWH F 

lg 2 = 0,30103; lg 1,05 = 0,021189; lg 5 = 0,69897; lg 150 =

2,17609;
1,30103; lg 105 = 2, 021189; lg 1,02 = 0,008600; lg
102 = 2,00860.

'HVSUH HYROX LD FLIUHL GH DIDFHUL D XQHL VRFLHW

1997
+3

ANI
PRGLILF UL UHODWLYH D FLIUHL GH
DIDFHUL ID

WLLQG F
DEVROXW

20

L FRPHUFLDOH VH FXQRVF XUP WRDUHOH GDWH

1998
+4

1999
+2

2000
+4

GH DQXO SUHFHGHQW

FLIUD GH DIDFHUL GLQ  D IRVW GH  POG OHL PRGLILFDUHD

PHGLH

DQXDO

vQ SHULRDGD 

2000 a fost de:

a) 1,2 mld. lei/an;
b) 1,2%/an;
c) 2,5 mld. lei/an;
d) 201%/an;
e) 3 mld. lei/an.
Pe baza unei serii cronologice din perioada 1999 2000, format

GLQ WHUPHQL FRQVHFXWLYL V

WHQGLQ D GH HYROX LH D XQHL YDULDELOH HVWH H[SULPDW

  W vQ FRQGL LD vQ FDUH

2002, n aceasW RUGLQH VXQW

a) 1300; 1480; 1600;
b) 1120; 1800; 1240;
c) 340; 280; 220;
d) 460; 520; 580;
e) 760; 820;880.

D DMXQV OD FRQFOX]LD F

lg

SULQ IXQF LD <W

= 0). Valorile estimate ale variabilei analizate pentru 2001

'HVSUH HYROX LD PLMORDFHORU IL[H OD VIkULWXO DQXOXL vQ 5RPkQLD vQ SHULRDGD 

2000, se

FXQRVF GDWHOH FRQYHQ LRQDOH

Anii
ModificaUHD ID GH DQXO
precedent (mld. lei)
WLLQG

1997
194,3

vQ  YDORDUHD DEVROXW

1998
189,8

1999
177,2

2000
166,9

D XQXL SURFHQW GH FUHWHUH ID

de 1996 a mijloacelor
vQ SHULRDGD  2000 a fost de:

fixe a fost de 10 mld. lei, modificarea medie UHODWLY DQXDO

a) 114,7%;
b) 182,05 mld. lei/an;
c) 4,7%;
d) -4,7%;
e) 14,7%.
Ajustarea (determinarea trendului) seriilor cronologice prin metoda mediilor mobile se
UHDOL]HD]

DWXQFL FkQG

a) IHQRPHQXO SUH]LQW R HYROX LH DSUR[LPDWLY H[SRQHQ LDO 

b) LQGLFL GH GLQDPLF FX ED] PRELO SUH]LQW valori apropiate ntre ele;
c) YDULD LD WHUPHQLORU VHULHL SUH]LQW HYLGHQWH UHJXODULW L FLFOLFH
d) nu se pot aplica metodele analitice de ajustare;
e) YDULD LD WHUPHQLORU VHULHL SUH]LQW R HYLGHQW OLQLDULWDWH

 n anul t1 ritmul cifrei de afaceri a unei firme a fRVW GH 

FLIUD GH DIDFHUL D FUHVFXW FX 

 WLLQG F

 ID

GH W0 Q DQXO

XUP WRU W2

VSRUXO DEVROXW DO FLIUHL GH DIDFHUL vQ SHULRDGD W2

t0 a fost de 100 u.m., cifra de afaceri din anul t1 a fost de:

a) 60 u.m.;
b) 120 u.m.;
c) 20 u.m.;
d) 27,27 u.m.;
e) nu se pRDWH FDOFXOD GLQ FDX]D LQIRUPD LHL LQHILFLHQWH