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B MN HTTT KINH T
===========
PHN TCH V D BO
KINH T
Mc lc
Chng 1: TNG QUAN V PHN TCH V D BO KINH T..........................5
1.1. Khi nim.............................................................................................................5
1.2. ngha v vai tr ca phn tch v d bo trong qu trnh ra quyt nh kinh
doanh...........................................................................................................................5
1.2.1. ngha.........................................................................................................5
1.2.2. Vai tr............................................................................................................6
1.3. Cc loi d bo....................................................................................................6
1.3.1. Cn c vo di thi gian d bo:..............................................................6
1.3.2. Da vo cc phng php d bo: ...............................................................7
1.3.3. Cn c vo ni dung (i tng d bo).......................................................7
1.4. Cc phng php d bo.....................................................................................9
1.4.1. Phng php d bo nh tnh......................................................................9
1.4.1.1. Ly kin ca ban iu hnh................................................................9
1.4.1.2. Ly kin ca ngi bn hng.............................................................9
1.4.1.3. Phng php chuyn gia (Delphi).........................................................9
1.4.1.4. Phng php iu tra ngi tiu dng................................................10
1.4.2. Phng php d bo nh lng.................................................................10
1.4.2.1. D bo ngn hn..................................................................................11
1.4.2.2. D bo di hn....................................................................................16
1.5. Quy trnh d bo................................................................................................24
Chng 2: CC PHNG PHP PHN TCH V D BO.................................28
2.1. D bo t cc mc bnh qun.......................................................................28
2.1.1. D bo t s bnh qun trt (di ng).......................................................28
2.1.2. M hnh d bo da vo lng tng (gim) tuyt i bnh qun................29
2.1.3. M hnh d bo da vo tc pht trin bnh qun..................................30
2.2. M hnh d bo theo phng trnh hi quy (d bo da vo xu th)................32
2.2.1. M hnh hi quy theo thi gian ..................................................................33
2.2.2. M hnh hi quy gia cc tiu thc.............................................................36
2.3. D bo da vo hm xu th v bin ng thi v.............................................36
2.3.1. D bo vo m hnh cng...........................................................................37
2.3.2. D bo da vo m hnh nhn....................................................................38
2.4. D bo theo phng php san bng m............................................................42
2.4.1. M hnh n gin ( phng php san bng m n gin)..........................42
2.4.2. M hnh xu th tuyn tnh v khng c bin ng thi v ( M hnh san m
Holt Winters)......................................................................................................46
2.4.3. M hnh xu th tuyn tnh v bin ng thi v.........................................48
2.5. S dng chng trnh SPSS d bo theo cc m hnh.................................51
2.5.1. D on bng hm xu th............................................................................51
1.3. Cc loi d bo
1.3.1. Cn c vo di thi gian d bo:
D bo c th phn thnh ba loi
- D bo di hn: L nhng d bo c thi gian d bo t 5 nm tr ln. Thng dng
d bo nhng mc tiu, chin lc v kinh t chnh tr, khoa hc k thut trong thi gian di
tm v m.
- D bo trung hn: L nhng d bo c thi gian d bo t 3 n 5 nm. Thng phc v
cho vic xy dng nhng k hoch trung hn v kinh t vn ho x hi tm vi m v v
m.
- D bo ngn hn: L nhng d bo c thi gian d bo di 3 nm, loi d bo ny
thng dng d bo hoc lp cc k hoch kinh t, vn ho, x hi ch yu tm vi m v
v m trong khong thi gian ngn nhm phc v cho cng tc ch o kp thi.
Cch phn loi ny ch mang tnh tng i tu thuc vo tng loi hin tng quy
nh khong cch thi gian cho ph hp vi loi hin tng : v d trong d bo kinh t, d
bo di hn l nhng d bo c tm d bo trn 5 nm, nhng trong d bo thi tit, kh
tng hc ch l mt tun. Thang thi gian i vi d bo kinh t di hn nhiu so vi thang
thi gian d bo thi tit. V vy, thang thi gian c th o bng nhng n v thch hp
( v d: qu, nm i vi d bo kinh t v ngy i vi d bo d bo thi tit).
Phng php ny thu thp kin ca cc chuyn gia trong hoc ngoi doanh nghip
theo nhng mu cu hi c in sn v c thc hin nh sau:
- Mi chuyn gia c pht mt th yu cu tr li mt s cu hi phc v cho vic d
bo.
- Nhn vin d bo tp hp cc cu tr li, sp xp chn lc v tm tt li cc kin
ca cc chuyn gia.
- Da vo bng tm tt ny nhn vin d bo li tip tc nu ra cc cu hi cc
chuyn gia tr li tip.
- Tp hp cc kin mi ca cc chuyn gia. Nu cha tha mn th tip tc qu trnh
nu trn cho n khi t yu cu d bo.
u im ca phng php ny l trnh c cc lin h c nhn vi nhau, khng xy
ra va chm gia cc chuyn gia v h khng b nh hng bi kin ca mt ngi no c
u th trong s ngi c hi kin.
1.4.1.4. Phng php iu tra ngi tiu dng
Phng php ny s thu thp ngun thng tin t i tng ngi tiu dng v nhu cu
hin ti cng nh tng lai. Cuc iu tra nhu cu c thc hin bi nhng nhn vin bn
hng hoc nhn vin nghin cu th trng. H thu thp kin khch hng thng qua phiu
iu tra, phng vn trc tip hay in thoi... Cch tip cn ny khng nhng gip cho doanh
nghip v d bo nhu cu m c trong vic ci tin thit k sn phm. Phng php ny mt
nhiu thi gian, vic chun b phc tp, kh khn v tn km, c th khng chnh xc trong
cc cu tr li ca ngi tiu dng.
1.4.2. Phng php d bo nh lng
M hnh d bo nh lng da trn s liu qu kh, nhng s liu ny gi s c lin
quan n tng lai v c th tm thy c. Tt c cc m hnh d bo theo nh lng c th
s dng thng qua chui thi gian v cc gi tr ny c quan st o lng cc giai on
theo tng chui .
- Tnh chnh xc ca d bo:
Tnh chnh xc ca d bo cp n chnh lch ca d bo vi s liu thc t. Bi
v d bo c hnh thnh trc khi s liu thc t xy ra, v vy tnh chnh xc ca d bo
ch c th nh gi sau khi thi gian qua i. Nu d bo cng gn vi s liu thc t, ta ni
d bo c chnh xc cao v li trong d bo cng thp.
10
Ngi ta thng dng sai lch tuyt i bnh qun (MAD) tnh ton:
MAD =
i=1
MAD=
n
1.4.2.1. D bo ngn hn
D bo ngn hn c lng tng lai trong thi gian ngn, c th t vi ngy n vi
thng. D bo ngn hn cung cp cho cc nh qun l tc nghip nhng thng tin a ra
quyt nh v cc vn nh:
- Cn d tr bao nhiu i vi mt loi sn phm c th no cho thng ti ?
- Ln lch sn xut tng loi sn phm cho thng ti nh th no ?
- S lng nguyn vt liu cn t hng nhn vo tun ti l bao nhiu ?
* D bo s b:
M hnh d bo s b l loi d bo nhanh, khng cn chi ph v d s dng. V d nh:
- S dng s liu hng bn ngy hm nay lm d bo cho lng hng bn ngy mai.
- S dng s liu ngy ny nm ri nh l d bo lng hng bn cho ngy y
nm nay.
M hnh d bo s b qu n gin cho nn thng hay gp nhng sai st trong d bo.
* Phng php bnh qun di ng:
* Phng php bnh qun di ng c quyn s.
Trong phng php bnh qun di ng c cp phn trn, chng ta xem vai tr
ca cc s liu trong qu kh l nh nhau. Trong mt vi trng hp, cc s liu ny c nh
11
hng khc nhau trn kt qu d bo, v th, ngi ta thch s dng quyn s khng ng u
cho cc s liu qu kh. Quyn s hay trng s l cc con s c gn cho cc s liu qu
kh ch mc quan trng ca chng nh hng n kt qu d bo. Quyn s ln c
gn cho s liu gn vi k d bo nht m ch nh hng ca n l ln nht.Vic chn cc
quyn s ph thuc vo kinh nghim v s nhy cm ca ngi d bo.
Cng thc tnh ton:
n
A k
t i i
F = i=1n
t
k
i=1 i
Vi:Ft - D bo thi k th t
At-i - S liu thc t thi k trc (i=1,2,...,n)
ki - Quyn s tng ng thi k i
V d: Gi s rng ta c quyn s ca tun gn nht l 3, cch 2 tun trc l 2,5; cch
3 tun trc l 2 ; 4 tun trc l 1,5 ; 5 tun trc l 1. Theo v d 2.1, ta tnh d bo nhu cu
d tr cho tun l th 18 cho thi k 5 tun nh sau:
F (115x1)+(120x1,5)+(80x2)+(95x2,5)+(100x3)
18=
10
12
13
Tun l
= 0,1
Nhu cu d
D bo
AD
tr thc t
8
102
9
110
10
90
11
105
12
95
13
115
14
120
15
80
16
95
17
100
Tng lch tuyt i
MAD
85,0
86,7
89,0
89,1
90,7
91,1
93,5
96,2
94,6
94,6
17,0
23,3
1,0
15,9
4,3
23,9
26,5
16,2
0,4
5,4
133,9
13,39
= 0,2
D bo AD
85,0
88,4
92,7
92,2
94,8
94,8
98,8
103,0
98,4
97,7
17,0
21,6
2,7
12,8
0,2
20,2
21,2
23,0
3,4
2,3
124,4
12,44
= 0,3
D bo AD
85,0
90,1
96,1
94,3
97,5
96,8
102,3
107,6
99,3
98,0
17,0
19,9
6,1
10,7
2,5
18,2
17,7
27,8
4,3
2,0
126,0
12,6
14
Doanh s bn (At)
130
136
134
140
146
150
Kt qu bi ton:
Chng ta c lng d bo bt u vo thng 1 bng d bo s b, tc l bng s liu
thc t. Ta c: FT1 = A1 = 130
Chng ta c lng phn t xu hng bt u. Phng php c lng phn t xu
hng l ly s liu thc t ca thng cui cng tr s liu thc t thng u tin, sau chia
cho s giai on trong k ang xt.
T1 =
A6 A1 150 130
=
=4
5
5
15
Doanh s bn (At)
130
136
134
140
146
150
-
St - 1
130,00
134,40
137,52
141,31
145,34
149,28
Tt - 1
4,00
4,00
4,12
3,86
3,76
3,81
FTt
130,00
134,00
138,40
141,64
145,17
149,10
153,09
1.4.2.2. D bo di hn
D bo di hn l c lng tng lai trong thi gian di, thng hn mt nm. D
bo di hn rt cn thit trong qun tr sn xut tr gip cc quyt nh chin lc v hoch
nh sn phm, quy trnh cng ngh v cc phng tin sn xut. V d nh:
- Thit k sn phm mi.
- Xc nh nng lc sn xut cn thit l bao nhiu? My mc, thit b no cn s dng
v chng c t u ?
- Ln lch trnh cho nhng nh cung ng theo cc hp ng cung cp nguyn vt liu
di hn
D bo di hn c th c xy dng bng cch v mt ng thng i xuyn qua cc
s liu qu kh v ko di n n tng lai. D bo trong giai on k tip c th c v
vt ra khi th thng thng. Phng php tip cn theo kiu th i vi d bo di
16
ng xu hng
Doanh s
Thi gian
Phn tch hi qui s cung cp cho chng ta mt phng php lm vic chnh xc xy
dng ng d bo theo xu hng.
* Phng php hi qui tuyn tnh.
Phn tch hi qui tuyn tnh l mt m hnh d bo thit lp mi quan h gia bin ph
thuc vi hai hay nhiu bin c lp. Trong phn ny, chng ta ch xt n mt bin c lp
duy nht. Nu s liu l mt chui theo thi gian th bin c lp l giai on thi gian v bin
ph thuc thng thng l doanh s bn ra hay bt k ch tiu no khc m ta mun d bo.
M hnh ny c cng thc:Y = ax + b
a=
n xy x y
n x 2 ( x) 2
x y x xy
n x ( x )
2
b=
17
Trong trng hp bin c lp x c trnh by thng qua tng giai on theo thi
gian v chng phi cch u nhau ( nh : x = 0 . V vy 2002, 2003, 2004...) th ta c th
iu chnh li sao cho vic tnh ton s tr nn n gin v d dng hn nhiu.
Nu c mt s l lng mc thi gian: chng hn x = 0 l 5, th gi tr ca x c n
nh nh sau : -2, -1, 0, 1, 2 v nh th gi tr ca x c s dng cho d bo trong nm ti l
+3.
Nu c mt s chn lng mc thi gian: chng hn x = 0 v l 6 th gi tr ca x
c n nh l : -5, -3, -1, 1, 3, 5. Nh th gi tr ca x c dng cho d bo trong nm ti
l +7.
V d: Mt hng sn xut loi ng c in t cho cc van khi ng trong ngnh cng
nghip, nh my hot ng gn ht cng sut sut mt nm nay. ng J, ngi qun l nh
my ngh rng s tng trng trong doanh s bn ra vn cn tip tc v ng ta mun xy
dng mt d bo di hn hoch nh nhu cu v my mc thit b trong 3 nm ti. S
lng bn ra trong 10 nm qua c ghi li nh sau:
Nm
1
2
3
4
5
S lng bn
1.000
1.300
1.800
2.000
2.000
Nm
6
7
8
9
10
S lng bn
2.000
2.200
2.600
2.900
3.200
Kt qu bi ton:
Ta xy dng bng tnh thit lp cc gi tr:
18
Nm
1
2
3
4
5
6
7
8
9
10
Tng
nxyxy
a=
= xy
=
nx2( x)2
b=
= 107,8
330
x2
y
=
nx2( x)2
xy
-9.000
-9.100
-9.000
-6.000
-2.000
2.000
6.600
13.000
20.300
28.800
35.600
3.5600
x2yxxy
x2
81
49
25
9
1
1
9
25
49
81
330
21.000
=
= 2.100
10
- Dng phng trnh hi qui tuyn tnh d bo hng bn ra trong tng lai:
Y = ax + b = 107,8x + 2.100
d bo cho hng bn ra trong 3 nm ti ta thay gi tr ca x ln lt l 11, 13, 15
vo phng trnh.
Y11 = 107,8 . 11 + 2.100 = 3.285 3.290 n v
19
Tr gi hp ng
Qi
1
2
3
4
1
2
3
4
cng ty
8
10
15
9
12
13
12
16
thc hin
150
170
190
170
180
190
200
220
Kt qu bi ton:
Xy dng phng trnh hi qui.
ng A xy dng bng tnh nh sau:
20
Thi gian
x2
xy
y2
150
22.500
1.200
64
10
170
28.900
1.700
100
15
190
36.100
2.850
225
170
28.900
1.530
81
12
180
32.400
2.160
144
13
190
36.100
2.470
169
12
200
40.000
2.400
144
16
220
48.400
3.520
256
Tng
95
1.470
273.300
17.830
1.183
2.990
=
(8x273.30014702)(8x1.183952)
0.894
3.345,8
21
Y
I = i
i Y
Vi
Yi
Y0
Ii - Ch s ma v k th i.
- S dng cc ch s ma v ha gii tnh cht ma v ca s liu.
- Phn tch hi qui tuyn tnh da trn s liu phi ma v.
- S dng phng trnh hi qui d bo cho tng lai.
- S dng ch s ma v ti ng dng tnh cht ma v cho d bo.
V d: ng J nh qun l nh my ng c c bit ang c gng lp k hoch tin mt
v nhu cu nguyn vt liu cho tng qu ca nm ti. S liu v lng hng bn ra trong vng
22
Q2
Q3
Q4
520
730
820
530
590
810
900
600
650
900
650
Kt qu bi ton:
u tin ta tnh ton cc ch s ma v.
Nm
Qu 1
520
590
650
1.760
586,67
0,809
1
2
3
Tng
Trung bnh qu
Ch s ma v
Qu 2
730
810
900
2.440
813,33
1,122
Qu 3
820
900
1.000
2.720
906,67
1,251
Qu 4
530
600
650
1.780
593,33
0,818
C nm
2.600
2.900
3.200
8.700
725
-
K tip, ha gii tnh cht ma v ca s liu bng cch chia gi tr ca tng qu cho
ch s ma v tng ng. Chng hn : 520/0,809 = 642,8 ; 730/1,122 = 605,6 ...
Ta c bng s liu nh sau:
Nm
1
2
3
Qu 1
642,8
729,2
803,5
Qu 4
647,9
733,5
794,6
Chng ta phn tch hi qui trn c s s liu phi ma v (12 qu) v xc nh phng
trnh hi qui.
Qi
x2
xy
Q11
642,8
642,8
Q12
650,6
1.301,2
23
Q13
655,5
1.966,5
Q14
647,9
16
2.591,6
Q21
729,3
25
3.646,5
Q22
721,9
36
4.331,4
Q23
719,4
49
5.035,8
Q24
733,5
64
5.868,0
Q31
803,5
81
7.231,5
Q32
10
802,1
100
8.021,0
Q33
11
799,4
121
8.793,4
Q34
12
794,6
144
8.535,2
Tng
78
8.700,5
650
58.964,9
Xc nh c h s a = 16,865 v b = 615,421 .
Phng trnh c dng: Y = 16,865x + 615,421
By gi chng ta thay th gi tr ca x cho 4 qu ti bng 13, 14, 15, 16 vo phng
trnh. y l d bo phi ma v trong 4 qu ti.
Y41 = (16,865 x 13) + 615,421 = 834,666
Y42 = (16,865 x 14) + 615,421 = 851,531
Y43 = (16,865 x 15) + 615,421 = 868,396
Y44 = (16,865 x 16) + 615,421 = 885,261
Tip theo, ta s dng ch s ma v ma v ha cc s liu.
Qu Ch s ma v (I) D bo phi ma v (Yi) D bo ma v ha (Ymv)
1
0,809
834,666
675
2
1,122
851,531
955
3
1,251
868,396
1.086
4
0,818
885,261
724
24
25
26
- Lch gia gi tr d bo v gi tr thc phi c tho lun mt cch tch cc, khch
quan v ci m
- Mc tiu ca vic tho lun l hiu ti sao c cc sai s, xc nh ln ca sai
s
- Trao i v hp tc gia ngi s dng v ngi lm d bo c vai tr rt quan trng
trong vic xy dng v duy tr quy trnh d bo thnh cng.
27
Sn lng
79
82
85
82
82
83
88
85
86
85,3
98
90,6
105
96,3
110
104,3
10
115
110
11
120
115
12
118
117,6
28
n+1 = Mn
n+L
1
k
t S 1 +
(2.1)
(y M )
i
k 1
(2.2)
S=
= 10,78
1
= 117,6 36,35
3
Y n+L = yn + y .L
(2.3)
Trong :
29
( yi yi 1 )
(i = 2, n)
n 1
yn y1
n 1
2001
2002
2003
2004
2005
2006
32
36
39
41
43
45
Gi tr sn xut (GO) (t ng
Ta c: y =
45 32
= 2,6 t
6 1
30
( L)
Y n+ L = yn . t
(2.4)
t = 61
yn
y1
45
1,071
32
Nm 2007:
Nm 2008:
2
Y 2008 = 45x (1,071) = 51,5 (t)
Y ij = y j
( t)
i 1
(2.5)
Sr
Trong :
t = n 1
yn
: Tc pht trin bnh qun hng
y1
Sr= 1 + ( t ) +( t )2 + ( t )3 ++ ( t )n-1
31
Qu j
II
III
IV
y j = Yij
2004
20
21,5
22
23,5
86,55
2005
20,04
20,63
21,7
24,28
86,65
2006
21,04
22,83
23,5
25,63
93,03
yj
61,11
64,96
667,2
72,46
266,23
Nm j
i =1
93,03
= 1,075
86,55
( t)
41
Sr
( 1,075 )
3, 231
= 0,384
Y 4.I
Y 4.II
( t)
=y .
I
Sr
( t)
=y .
II
Sr
( t)
.
( t)
.
Y 4.III =yIII
Y 4.IV =yIV
Sr
Sr
32
Y = a+ bt
(2.6)
yt y.t
b= y a.t
t2 t2
Nu t th t thi gian t sao cho t khc 0 ( t =0), ta c cc cng thc tnh tham s
sau:
a=
y
=y
n
b=
y.t
t2
2001
2002
2003
2004
2005
2006
70
98
115
120
136
180
iu kin t t =0
Doanh thu
(t ng) yi
t2
y.t
2001
70
-5
25
-350
72,045
2002
98
-3
-294
91,159
2003
115
-1
-115
120,27
Nm (n)
33
2003
120
120
129,387
2005
136
408
148,58
2006
180
25
900
167,61
N= 6
719
t =0
t 2 = 70
yt = 669
a=
y
719
=y=
= 119,83
n
6
b=
y.t 669
=
= 9,557
70
t2
yi y
y =
n p
Trong :
34
( 70 72,045)
= 10,876
Sai s d bo:
1 3(6 + 21 1) 2
= 14,856
+ i vi nm 2007 (L=1): S p 2007 = 10,876 1 + +
6
6(62 1)
1 3(6 + 22 1)2
= 16,93
+ i vi nm 2008 (L=2): S p 2008 = 10,876 1 + +
6
6(62 1)
Vi xc sut tin cy l 0,95 v s bc t do (n)= 4 khi t =2,132
Ta c d bo ca nm 2007 l:186,729 2,132 x14,856= 186,729 31,67
35
(2.7)
(2.8)
Trong :
Y : Mc l thuyt xc nh t hm xu th ( hoc cc phng php nu trn)
tv: nh hng ca nhn t thi v
bt: nh hng ca nhn t bt thng
36
yj
Mc
bnh
qun
tng qu
Ch s
thi v
I tv =
yi
y
2002
2003
2004
2005
2006
20
25
27
31
29
132
26,4
0,678
II
25
32
30
37
36
160
32
0,82
II
38
38
45
44
47
212
42,4
1,14
IV
40
60
55
62
58
275
55
1,41
123
155
157
174
170
779
38,95
123
310
471
696
850
yi
Qu
yj
t. y
a=
12
12
m +1
t. y n + 1
2450 5 + 1
yj =
.779 = 0,706
2
2
2m
2.4
m.n(n 1) m
2 4.5(5 1) 4
yj
m.n
4.5 + 1
m.n + 1 779
0,706
= 31,537
=
4.5
2
2
Trong :
n: S nm
37
m +1
) vi i= 1,2,3,4
2
4 +1
)= - 11,49
2
4 +1
)= - 6,597
2
4 +1
)= 3,097
2
4 +1
)= 14,99
2
(2.9)
38
yt
, t xc nh thnh phn thi v (tvt) bng cch tnh cc s
yt
m
( vi m= 4) i vi ti liu qu, 12 i vi ti liu thng )
tvt
yt
tvt
39
STT
Yt
yt
yt
yt
tvt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
20
25
38
40
25
32
38
60
27
30
45
55
31
37
44
62
29
36
47
58
30,75
32
33,75
33,75
38,75
39,25
38,75
40,5
39,25
40,25
42
41,75
43,5
43
42,75
43,5
42,5
-
1,236
1,25
0,74
0,948
0,98
1,529
0,697
0,74
1,146
1,366
0,738
0,866
1,011
1,441
678
827
1,105
-
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
ft =
yt
tvt
28,57
29,83
35,19
29,07
35,71
38,19
35,19
43,6
38,57
35,8
41,67
39,97
44,28
44,15
40,74
45,06
41,13
42,96
43,5
42,15
T ft ta lp bng sau:
Qu
Nm
2002
2003
2004
2005
2006
Bnh qun qu ( tvt )
II
III
IV
0,74
0,697
0,738
0,678
0,713
0,948
0,74
0,886
0,827
0,85
1,236
0,98
1,146
1,011
1,105
1,096
1,25
1,529
1,366
1,441
1,396
40
H=
m
4
= 0,986
=
tvt 0,713 + 0,85 + 1,096 + 1,036
Qu
Nm
2002
2003
II
III
IV
Tng nm
(N)
t.y
28,57
35,71
29,83
35,19
29,07
122,66
122,66
38,19
35,19
43,6
152,69
305,38
35,8
41,67
39,97
156,01
468,03
44,15
40,74
45,06
174,23
696,92
42,96
43,5
42,15
170,04
850,2
190,93
196,29
199,85
755,66
t. y =
2443,19
38,186
39,26
39,97
38,57
2004
44,28
2005
41,43
2006
Tng qu (Q)
Bnh qun qu
188,56
37,71
12
12
t. y n + 1
2443,19 5 + 1
N =
.775,63 = 0,727
2
2
2m
4
2.4
m.n(n 1) m
4.5(5 1)
a=
N
m.n + 1 775,63
4.5 + 1
b
0,727
= 29,7
=
m.n
2
4.5
2
41
42
- Trng s ca cc quan st trong dy s thi gian cng gim i khi n cng cch xa
hin ti.
- Sai s d bo hin tai ( k hiu et = yt- yt ) Phi c tnh n trong nhng d bo k
tip
Gi s thi gian t, c mc thc t l yt, mc d on l Yt .
Mc d on ca hin tng thi gian (t+1) c th vit:
)
( 2.10)
Yt +1 = yt + (1 )Yt
)
t 1 = , ta c: Yt +1 = yt + Yt
(2.11)
(2.11)
(2.13)
( 2.14)
(*)
Trong :
Y t +1 : S bnh qun m ti thi im t+1
43
Th i
1
i
=1
Khi cng thc (*) tr thnh:
n
Y t +1 = i yt i
i =1
44
2
n : di chui thi gian
n +1
2002
2003
2004
2005
2006
15
15,3
14,8
15,5
15,2
y1
y2
y3
y4
y5
Doanh thu
( t ng)
2
2
=
0,3
n +1 5 +1
1 5
15 + 15,3 + 15,8 + 15,5 + 15, 2
yi =
= 15,16 ( t ng)
5 i =1
5
45
5
y t +1 = (1 )i yt i + (1 )i +1 $
y t i
i=05 $
i =1
=1-
$
y t +1 = ( yt + yt 1 + 2 yt 2 + 3 yt 3 + 4 yt 4 + 5 yt 5 ) + 6 $
y t 5
Vi t=5 d bo doanh thu 2007 l:
$
y 6 = ( y5 + y4 + 2 y3 + 3 y2 + 4 y1 + 5 y0 ) + 6 $
y0
$
y 6 = DT 2007 = 0,3(15, 2 + 0,7.15,5 + 0,7 2.14,8 + 0,73.15,3
+0,7 4.15 + 0,75.15,16) + 0,7 6.15,16 = 15,19
* Hoc thay vo cng thc (1) ta c th s bo doanh thu hng nm ( t ng) nh sau:
y1 = y 0 + (1 ) y0 = 0,3 x 15,16+(1-0,3).15,16= 15,16
Vi t=0, ta c: $
Vi t=1, ta c: $
y 2 = y1 + (1 ) $
y1 = 0,3 x15 +(1-0,3).15,16= 15,112
Vi t=2, ta c: $
y 3 = y2 + (1 ) $
y 2 = 0,3 x 15,3 +(1-0,3).15,112= 15,1684
Vi t=3 ta c: $
y 4 = y3 + (1 ) $
y 3 = 0,3 x 14,8 + (1-0,3).15.1684= 15,05788
Vi t=4 ta c: $
y 5 = y4 + (1 ) $
y 4 = 0,3 x 15,5 + (1-0,3).15,05788= 15,19
Vi t=5, ta c: $
y 6 = y5 + (1 ) $
y 5 = 0,3 x 15,2 + (1-0,3). 15,19= 15,193
y l gi tr d on cho doanh thu ca Cng ty nm 2007
2.4.2. M hnh xu th tuyn tnh v khng c bin ng thi v ( M hnh san m
Holt Winters)
M hnh ny thng p dng i vi s bin ng ca hin tng qua thi gian c xu
th l tuyn tnh v khng c bin ng thi v.
- Gi s chng ta c dy s thi gian y1, y2, y3,, yn vi bin ng c tnh xu th.
Bc 1: Chn cc h s , ( 0 < , < 1)
Nu chn hng s san nh tc l chng ta coi cc mc hin thi ca dy s t nh
hng n mc d bo. Ngc li nu chn hng s san ln tc l chng ta mun dy s
san s m phn ng mnh vi nhng thay i hin ti.
Bc 2: Tin hnh san m cho gi tr c lng v xu th ca dy s:
46
Coi gi tr ca dy s thi gian l tng ca 2 thnh phn: Thnh phn trung bnh c
trng s ca cc gi tr thc t (k hiu l St gi tr c lng ca hin tng thi im t)
v thnh phn xu th (k hiu l Tt). Ta c m hnh san s m:
$
y t +1 = St + Tt
(2.15)
Trong :
St = yt + (1 ) St 1 + T( t 1) = yt + (1 ) St
(2.16)
Tt = ( St St 1 ) + (1 ).T( t 1)
(2.17)
t S2 = Y2 T2 = Y2 Y1
Tin hnh san s m t thi im th 3 tr i, ta c:
S3 = Y3 + (1 )( S 2 + T2 )
T3 = ( S3 S2 ) + (1 )T2
S 4 = Y4 + (1 )( S3 + T3 )
T4 = ( S 4 S3 ) + (1 )T3
...
(2.18)
(2.19)
V d: Theo s liu ca tng cc thng k v GDP theo gi thc t ca Vit Nam qua
thi gian nh sau:
Nm
Ch tiu
GDP
(t ng)
2002
2003
2004
2005
2006
421295
535762
613443
715307
839211
47
S2 = y2 = 535762
T2 = Y2 Y1 = 535762 421295 = 114467
S3 = Y3 + (1 - )(S2 + T2)
= 0,7.613443 + (1-0,7)(535.762 + 114467)
= 624478,8
T3 = (S3 S2) + (1- )T2
= 0,6(624478,8 535762) + (1-0,6).114467 = 99016,88
S4 = Y4 + (1- )(S3 + T3)
= 0,7.715307 + (1-0,7)(624478,8 + 99016,88)
= 717763,6
T4 = (S4 S3) + (1- )T3
= 0,6(717763,6 24478,8) + 0,4.99016,88 = 95577,63
S5 = Y5 + (1 - )(S4 + T4)
= 0,7.839211 + 0,3(717763,6 + 95577,63) = 831450,07
T5 = (S5 S4) + (1 - )T4
= 0,6(831450,07 717763,6) + 0,4.95577,63 = 106442,93
Nh vy, mc d bo GDP ca nhng nm tip theo s l:
$
y 6 = S5 + T5 = 831450,07 + 106442,93 = 937893
$
y 7 = S5 + 2T5 = 831450,07 + 2.106442,93 = 1044335,93 (t ng)
$
y 8 = S5 + 3T5 = 831450,07 + 3.106442,93 = 1150778,86 (t ng)
$
y 9 = S5 + 4T5 = 831450,07 + 4.106442,93 = 1257221,7 (t ng)
$
y10 = S5 + 5T5 = 831450,07 + 5.106442,93 = 1363664,63 (t ng)
(2.19)
48
Trong :
St = [ yt V (t h)] + (1 ) St 1 + T( t 1)
(2.20)
Tt = ( St St 1 ) + (1 )T( t 1)
(2.21)
Vt = ( yt St ) + (1 )V( t h )
(2.22)
(2.23)
Trong
St =
yt
+ (1 )( St 1 + T( t 1) )
V (t h )
Tt = ( S1 St 1 ) + (1 )Tt 1
Vt =
yt
+ (1 ).V( t h )
St
Vj =
V j (0) = V j xH ;
j =1
Vj
k
V j ch s bnh qun thi v cho mt qu hay mt thng ca mi nm trong chui thi gian.
Vj =
yt
yt
49
k
V j
Nm (t)
Cng theo
cng qu
2003
2004
2005
2006
20
25
27
31
29
132
II
25
32
30
37
36
160
III
38
38
45
44
47
212
IV
40
60
55
62
58
275
123
155
157
174
170
779
30,75
38,75
39,25
43,5
42,5
Qu
( y j )
2002
bnh
qun nm
20 + 25 + 38 + 40
= 30, 75
4
58 20
=2
20 1
50
51
52
(3.1)
Trong :
Y: bin s ph thuc (dependent variable);
X: bin s c lp (independent variable);
a: tung gc hay nt chn (intercept);
b: dc hay h s gc (slope).
Y trong phng trnh trn c hiu l Y c lng, ngi ta thng vit di hnh
^
thc c nn Y
53
V d:
Phng trnh tng chi ph ca doanh nghip c dng:
Y = a + bX
Trong :
Y: Tng chi ph pht sinh trong k;
X: Khi lng sn phm tiu th;
a: Tng chi ph bt bin;
b: chi ph kh bin n v sn phm; bX: Tng chi ph kh bin.
Hnh 4.9
Y= a+ bX
bX
a
0
X
th 3.1. ng x ca cc loi chi ph
Nhn xt
Vi phng trnh trn, tng chi ph Y chu nh hng trc tip ca khi
lng hot
ng X theo quan h t l thun. Khi X tng dn n Y tng; khi X gim dn n Y gim
Khi X = 0 th Y = a: Cc chi ph nh tin thu nh, chi ph khu hao, tin lng thi
gian v cc khon chi ph hnh chnh khc l nhng chi ph bt bin, khng chu nh hng t
thay i ca khi lng hot ng.
ng biu din a song song vi trc honh. Tr s a l h s c nh, th
hin chi ph ti thiu trong k ca doanh nghip (nt chn trn th).
Tr s b quyt nh dc (tc nghing ca ng biu din chi ph trn
th)
ng tng chi ph Y = a + bX v ng chi ph kh bin bX song song vi
nhau v gia chng c cng chung mt dc b (slope). Xut pht im ca
ng tng chi ph bt u t nt chn a (intercept = a) trn trc tung; trong khi
54
Chi ph hot ng
1.510
323
1.820
365
2.104
412
2.087
410
1.750
354
2.021
403
55
412 - 323
= 0,15
2.104 - 1.510
Trong :
Chi ph cc i: 412
Chi ph cc tiu: 323
Doanh thu cc i: 2.104
Doanh thu cc tiu: 1.510
T phng trnh: Y = a +bX, suy ra: a = Y - bX;
Ti im t doanh thu cao nht (high), ta c:
a = 412 - 0,15 x 2.104 = 96,4
Ti im t doanh thu thp nht (low), ta c:
a = 323 - 0,15 x 1.510 = 96,4
Phng trnh chi ph kinh doanh c thit lp:
Y = 96,4 + 0,15X
Lu :
- Phng php cc tr rt n gin, d tnh ton nhng thiu chnh xc trong nhng
trng hp d liu bin ng bt thng.
- Trng hp tp d liu c s quan st ln, vic tm thy nhng gi tr cc tr gp
kh khn v d nhm ln, Microsoft Excel s cung cp mt cch nhanh chng v chnh xc
cc gi tr thng k: Max, min, range (=Max-Min) nh sau:
Lnh s dng trong Microsoft Excel: Tools / Data Analysis/ Descriptive Statistics/
OK / Summary Statistics / OK.
56
Gii thch
Mean
1.882,00
Mean
377,83
Gi tr trung bnh
Standard Error
94,92
Standard Error
14,80
Sai s chun
Median
1.920,50
Median
384,00
Trung v
Mode
#N/A
Mode
#N/A
Yu v
Standard Deviation
232,50
Standard Deviation
36,26
lch chun
Sample Variance
54.056,40
Sample Variance
1.314,97
Kurtosis
-0,49
Kurtosis
-1,30
chp
Skewness
-0,76
Skewness
-0,58
nghing
Range
594,00
Range
89,00
Khong (min)
Minimum
1.510,00
Minimum
323,00
Gi tr ti thiu
Maximum
2.104,00
Maximum
412,00
Gi tr ti a
Sum
11.292,00
Sum
2.267,00
Tng cng gi tr
Count
6,00
Count
6,00
S ln quan st
Nu trong Tools khng hin hnh sn Data Analysis, ta dng lnh: Tools / Add Ins / Analysis ToolPak / OK.
Gii thch cc thng s tnh c c th ti ct chi ph:
Mean (gi tr trung bnh): l bnh qun s hc (Average) ca tt c cc gi tr quan
st. c tnh bng cch ly tng gi tr cc quan st (Sum) chia cho s quan st (Count).
X =
n
X
i =1 i
n
2, 267
=
377.83
57
36, 26
=
14, 80
365 + 403
2
= 384
Mode (yu v): l gi tr xut hin nhiu ln nht. Theo v d trn, ta khng c yu v
no c (#N/A)
Standard Deviation ( lch chun): c xem nh l lch trung bnh, i din
cho cc lch (hiu s) gia cc gi tr quan st thc v gi tr trung bnh (Mean). lch
chun l i lng dng o mc phn tn (xa hay gn) ca cc gi tr quan st xung
quanh gi tr trung bnh. c tnh bng cch ly cn bc hai ca phng sai
( trung
= 36,26
( c l sagma )
Sample Variance (phng sai mu): L trung bnh ca bnh phng cc lch.
Ging nh lch chun, n cng dng xem mc phn tn cc gi tr quan st thc
58
xung quanh gi tr trung bnh. c tnh bng cch ly tng cc bnh phng cc lch
(tng cc hiu s gia gi tr quan st thc v gi tr trung bnh) chia cho s quan st tr 1
(n - 1). Theo v d trn ta c:
n
( X X )2
i
2 = i=1
= 1.314,97
n 1
2
( c l sigma bnh phng )
Kurtosis ( chp): l h s c trng thng k dng o mc ng nht ca
cc gi tr quan st.
- ng cong rt chp (very peaked): nhn ng, kurtosis > 3. Nu ng biu din
di y m t phn phi cc gi tr doanh thu, ta c th ni rng a s cc gi tr doanh thu
rt gn vi nhau (the same revenue) d c mt s t mang gi tr rt nh hoc rt ln.
59
Sum
= X =
i =1
i
2.267
60
(3.2)
61
a=
-b
n
( X X )( Y Y )
i =1 i
i
b =
n
2
(X X )
i =1 i
Chng minh cng thc
Cng thc trn c chng minh t phng php hi quy cc bnh phng ti thiu
ca cc hiu s ( lch : Deviation) gia cc gi tr quan st v gi tr c lng ca bin
s ph thuc ( Y = a +bXi)
2
Vi phng php tng cc bnh phng ti thiu, gi e$i l bnh phng cc lch,
ta c:
==
Min
(3.3)
(3.4)
( Y a bX ) 2 = 0
i
i
a
i =1
n
(3.5)
( Y a bX ) 2 = 0
i
i
b
i =1
n
(3.6)
62
n quan st:
XY = a X + b X
(3.7)
Y = na + b X
(3.8)
Y
Yi
lch (deviation): Yi-
Xi
63
Xi
Yi
Xi2
Yi2
Xi Yi
Xi X
Yi Y
Xi X
Yi Y
(X
(Y Y)
1.510
323
2.280.100
104.329
487.730
-372
-55
20.398
138.384
3.007
1.820
365
3.312.400
133.225
664.300
-62
-13
796
3.844
165
2.104
412
4.426.816
169.744
866.848
222
34
7.585
49.284
1.167
2.087
410
4.355.569
168.100
855.670
205
32
6.594
42.025
1.035
1.750
354
3.062.500
125.316
619.500
-132
-24
3.146
17.424
568
2.021
403
4.084.441
162.409
814.463
139
25
3.498
19.321
633
11.292
2.267
21.521.826
863.123
4.308.511
42.017
270.282
6.575
Y =
2.267
= 377,83
378
6
R =
n
2
(X X )
Y Y
i =1 i
i
n
2 n
2
( X X ) (Y Y )
i =1 i
i =1 i
64
<1);
R =
42.017
=
270.282 (6.575)
0.993
n
2
2
( X X ) (Y Y )
i =1
i
i
b =
=
n
2
(X X)
i =1
i
42.017
=
ca hai
trn, ta c:
0.115
270.282
65
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.996722138
R Square
0.993455021
66
Adjusted R
Square
0.991818777
Standard Error
3.27994452
Observations
ANOVA
df
SS
MS
Regression
6531.801
6531.801
Residual
43.03214
10.75804
Total
6574.833
F
607.1555
Significance F
1.6099E-05
Upper
Coefficients
Standard Error
t Stat
P-value
Lower 95%
95.0%
Intercept
85.26485301
11.94873
7.135891
0.00204 52.08985086
118.4399
52.08985
118.4399
X Variable 1
155.4561532
6.308962
24.64053
1.61E-05 137.9396656
172.9726
137.9397
172.9726
67
yk v m
Var(yt) < rk
Cov(yt ;yt+k) = E ((yt - )( yt+k- ) =
=hng s
Tnh cht:
p 0 =1 v p k = p -k
68
k
t
1
2
3
4
5
6
7
8
9
10
11
12
0
yt
123
130
125
138
145
142
141
146
147
157
150
145
1
yt-1
2
yt
3
yt
4
yt-2
123
130
123
125
130
123
138
125
130
145
138
125
142
145
138
141
142
145
146
141
142
147
146
141
157
147
146
150
157
147
Bng 4.1. Xc nh cc chui lch yt-k
123
130
125
138
145
142
141
146
140.7
140.7
95
95
1
142.3
140.3
72.4
101.8
0.77
143.6
139.4
62.8
101.8
0.62
145.6
137.4
27.1
74.9
0.59
146.6
136.2
22.2
71.4
0.55
Bng 4.2
Vi nh ngha ca hm s t tng quan trn ta thy khng tin li trong vic tnh
ton v n i hi phi li li khi tnh mi s hng rk Do trong thc t p dng ta thng
tnh hm t tng quan cho mu bng mt cng thc n gin hn nh sau:
69
trnh nghin cu khng c << b nh >>. N hon ton khng c tnh xu th cng nh khng c
tnh chu k. V d trong trng hp nu chui c tnh chu k theo thng ta s thy gi tr ca p
12
s ln (tng quan gia yt v yt-12) Chui chc chnc tnh chu k. Kim nh cho p k c gi
ca h s p knh sau:
=5%).
gn nh mt phn phi c2 c bc t do h. Vi mc ri ro a% v bc t do h ta c gi tr co
70
cho t bng tra. Nu c2 >c2 a s .chp nhn gi thit H1: khng phi l mt nhiu trng. V
ngc li ta s kt lun l mt nhiu trng.
th sau y cho ta thy bin i ca mt nhiu trng. H.4.1
Biu tng quan n v biu tng quan ring phn tng ng ca chui ny
nh sau:
71
Hnh 4.2
Trong thc hnh kho st l mt nhiu trng hay khng ta s s dng cc kim
nh Bartleu v Quenouille. Kim nh lin quan n ln ca cc gi tr h s tng quan
v tng quan ring phn.
Khi ta thy cng ca nhiu ton b nm trong gii hn cho php, ta kt lun l
mt nhiu trng. i vi trng hp hnh trn, ta nhn thy kim nh Quenoulle cn c
gi tr vt qu gii hn, y cha phi l mt nhiu trng hon ton.
72
khng nh hng n nh cht ngu nhin ca chui. Phng trnh trn c th vit di dng
n gin hn nh vo nh ngha ton t lch pha D nh sau:
( 1- q1*D - q2D2 - . . .- qpDp)*yt = et
Tnh cht:
- Ngi ta chng minh biu tng quan n ca mt qu trnh AR(P) c m
t bi mt cp s nhn c cng bi nh hn 1 (chui gim) c dng:
p k = p -k
73
Hnh 4.3
Ta thy gi tr u tin ca biu tng quan ring phn rt ln so vi cc gi tr cn
li v biu tng quan n c gi tr gim n. l biu th c th cho php chng ta
nhn dng l mt m hnh AR(L).
Xt mt m hnh AR(2) c dng:
yt = 0 9*yt-2+1+ et
Cc biu tng quan ca m hnh trn c dng sau:
74
Hnh 4.4
So vi trng hp trc ta thy c s khc nhau. Thay v gi tr th 1 nh v d trc,
trng hp ny ta thy gi tr th 2 trong biu tng quan ring phn ln tri hn hn so
vi cc gi tr cn li. Trong khi tnh cht ca biu tng quan n cng ging nh
trc. iu ny cho php ta bit y l mt m hnh AR(2). Ta cng lu thm vi s hng
AR(1) l khng ng k.
yt = et - a1*et-1
MA(2):
yt = et - a1*et-1- a2*et-2
--------------------------------------------------------------------
MA(q):
75
k>q
76
Hnh 4.5
Cc biu tng quan ca m hnh trn c dng sau:
Ta thy gi tr u tin ca biu tng quan n vt tri so vi cc gi tr cn li
v biu tng quan ring phn gim dn dn. l dng c th ca mt m hnh MA c
bc l 1.
Xt trng hp cho mt m hnh MA(2) c dng:
yl = 5 +et + 1 . 1 et-2
Cc biu tng quan ca m hnh trn c dng sau:
Trong trng hp ny, thay v gi tr u tin trn biu tng quan c gi tr ln
tri nh trc, ta thy gi tr th 2 trn biu ny ln tri hn so vi cc gi tr cn li v gi
tr ca biu tng quan ring phn gim dn dn; l biu th c th ca mt m hnh
MA(2).
77
Hnh 4.6
Vi biu trn ta thy y l mt s pha ln gia hai loi m hnh AR v MA. Ta
thy u c gi tr u tin vt tri trong cc biu tng quan. Cng trong cc biu
cng tt dn.
D on bc ca m hnh i hi phi c mt kinh nghim nht nh.
78
79
80
81
Do :
82
D bo
Y= a+ bX
c lng cc h s ca m hnh
Kim tra m hnh: Phn tch cc h
s v thng d
D bo
Vi d:
Y= a+ bX
c lng cc h
s ca m hnh
p dng phng php Boxjenkins Doanh thu ca mt cng ty trong chu k 01/82 n
09/90 c trnh by bi th sau y:
83
Hnh 4.7
Hy phn tch chui trn bng phng php Box-jenkins v d bo cho doanh s
trong 6 thng tip theo (lo/90 - 3/91).
Hng dn (Kt qu tnh ton c thc hin vi logiciel RATS)
Biu tng quan n v biu tng quan ring phn ca chui trn nh sau:
84
Hnh 4.8
Ta thy trn cc biu tng quan xut hin 1 << pic >> rt r khi k=12. Nhn xt
ny cho ta kt lun s liu c tnh chu k (T=12 thng). kh tnh chu k trong chui, ta s
nh ngha chui Yt nh vo mt bin i nh sau:
Yt = yt - yt-12 ; t
Biu tng quan n v biu tng quan ring phn ca chui Yt trn nh sau:
Ta thy biu tng quan c cng gim n rt chm, iu ny c ngha l ta c
mt xu th trong s liu. kh xu th ta p dng bin i sau:(D)Yt = Yt - Yt-1 ;
Biu tng quan ca D(YT) nh sau:
85
Hnh 4.9
Ta thy gi tr u tin ca biu tng quan n ln hn hn s vi cc gi tr tip
theo, trong khi gi tr ca biu tng quan ring phn gim t t; ta c th d on y
l mt m hnh c dng MA(1). Tm li m hnh ngh cho chui s liu trn nh sau
SARIMA(0,1,1) vi s=12. Kt qu cho t logiciel RATS nh sau:
Bin nghin cu VENTE -c lg bi Box-Jenkins
S ln lp 21
Chui s liu 83:02 n 90:09
S quan trc hiu dng 92 Bc t do 90
H s xc nh R**2 0.921215 H s xc nh hiu chnh 0.920340
Gi tr bin nghin cu
646. 71640217
365.927404
103.28000630
960008.37314
1.751202
29.883511
a tng ng ca Q
0.09435394
86
Bin
H s
lch chun
T-student
******
******************************************************************
1 AR(12)
1.058169
0.032803
32.25804
0.000
2. Ma(1)
0.820817
0.060968
-13.46307
0.000
Biu tng quan n v biu tng quan ring phn ca thng d cho bi m
hnh c chn t phng php
Box Jenkins nh sau:
87
nh gi cht lng ca m hnh ta phi kim tra xem gi tr thng d trn c phi
l mt nhiu trng hay khng. Sau y l kt qu ca kim nh Bartlett v Quenouille:
Ta thy cng ca h s tng quan n v tng quan ring phn hon ton nm
trong gii hn cho php trong c 2 loi kim nh. Do chui gi tr thng d cho bi m
hnh chn l mt nhiu trng nh mong i.
88
D bo ngn hn:
Tin hnh d bo ngn hn v doanh s ca cng ty cho bi m hnh Box-jenkins c
trnh by trong bng sau:
Thi gian
90:10
90:11
90:12
91:01
91:02
91:03
91:04
D bo
1055.3
1480.7
1901.4
676.1
561.8
561.8
714.6
89
90
1999
2000
2001
2002
2003
Doanh thu
23,9
28,1
37,3
47,2
67,4.
Bng 5.1
V d trn y l mt dy s thi gian v ch tiu doanh thu ca n v Bu in ny t
nm 1999- 2003. Qua dy s thi gian c th nghin cu cc c im v s bin ng ca
hin tng, vch r xu hng v tnh quy lut ca s pht trin, ng thi d on cc mc
ca hin tng trong tng lai.
Mi dy s thi gian c hai thnh phn:
- Thi gian: c th l ngy, tun, thng, qu, nm, . . .
nhau c gi l khong cch thi gian.
91
Ngy
1-1
2-1
3-1
4-1
356
364
370
352
Bng 5.2
- Dy s thi im c khong cch thi gian khng u:
C s liu v s d tin vay ngn hng ca cng ty Y, nh sau:
Ngy (thi im)
S d tin vay (triu ng)
1-1
20-1
400
600
Bng 5.3
15-2
500
10-3
700
y + y + y3 + ... + yn
y= 1 2
=
n
y
i =1
Trong :
Yi (i = 1,, n): cc mc ca dy s thi k
n: s mc ca dy s
T v d trn ta doanh thu bnh qun mi nm ca n v Bu in X l:
92
yt
i =1
n
i i
t
i =1
ti(s ngy)
yitI
400
19 (1.1 n 19.1)
7.6
600
26 (20.1 n 14.2)
15.6
500
23 (15.2 n 9.3)
11.5
700
22 (10.3 n 31.3)
15.4
Cng
90 ngy
50100
Bng 5.4
93
= yi yi 1
yi : mc ca k nghin cu
yi-1 :mc ca k ng lin trc .
* Nhn xt:mt dy s thi gian c n mc th ch c th tnh c nhiu nht l (n1) lng tng (gim) tuyt i tng k.
T v d (1) ta c:
1 = y2 y1 =
3 = y3 y2 =
3 = y 4 y3 =
94
.,n)
. . . kn-1. = K
yn
(ln hoc %)
y1
a=
y
y yi 1
= i
= k 1
yi 1
yi 1
95
y
y1
yi y1
= K 1 (ln)
y1
y yi yi 1 yi 1
=
=
a
k 100 100
5.3.Cc phng php biu hin xu hng pht trin ca hin tng
5.3.1. Phng php m rng khong cch thi gian
Phng php ny c s dng khi 1 dy s thi k c khong cch thi gian tng
i ngn v c nhiu mc m qua cha phn nh c xu hng bin ng ca hin
tng.
V d: C ti liu v sn lng hng thng ca nm 1999 1 x nghip nh sau:
96
Thng
(1.000 tn)
1
2
3
4
5
6
Sn lng
Thng
(1.000 tn)
40,4
7
36,8
8
40,6
9
38,0
10
42,2
11
48,5
12
Bng 5.5
Sn lng
40,8
44,8
49,4
48,9
46,2
42,2
Dy s trn cho thy sn lng cc thng th tng, khi th gim tht thng, khng ni r
xu hng bin ng. Ngi ta c th m rng khong cch thi gian t thng sang qu:
Qu
117,8
128,7
135,0
137,3
Bng 5.6
97
y 3 = ( y2 + y3 + y4 ) / 3
y 2 = ( y3 + y4 + y5 ) / 3
.
.
y n 1 = ( yn 2 + y21 + yn ) / 3
Sn lng
trt yi
trt yi
40,4
40,8
44,7
36,8
39,3
44,8
45,0
40,6
38,5
49,4
47,7
38,0
40,3
10
48,9
48,2
42,2
42,9
11
46,4
45,8
48,5
43,8
12
42,2
Bng 5.7
Trung bnh trt cng c tnh t nhiu mc th cng c tc dng san bng nh
hng ca cc nhn t ngu nhin. Nhng mt khc b lm gim s lng cc mc ca dy
trung bnh trt.
5.3.3. Phng php hi quy
Trn c s dy s thi gian, ngi ta tm mt hm s (gi l phng trnh hi
quy) phn nh s bin ng ca hin tng qua thi gian c dng tng qut nh sau:
Trong :
a0, a1, . . .
t: th t thi gian.
. ., an : cc tham s.
98
trin, . . . .)
Cc tham s ai (i= 1,2,3, . . . ,n) thng c xc nh bng phng php bnh phng
nh nht. Tc l:
(y
LT
yTT ) 2 = min
0 t + a1 t
i =1
i =1
i =1
1998
1999
2000
2001
2002
30
32
31
34
33
t2
ty
yLTt
1998
30
30
30,4
1999
32
64
31,2
2000
31
93
32,0
2001
34
16
136
32,8
2002
33
25
165
33,6
160
15
55
488
99
= na0 => a0 =
'
t y = a t
'
=> a1 =
/n
t y /t
'
'2
'
= 0, ta lp bng sau:
Nm
t'
t'2
t'y
yLTt
1998
30
-2
-60
30,4
1999
32
-1
-32
31,2
2000
31
32,0
2001
34
34
32,8
2002
33
66
33,6
160
10
8
Bng 5.8
a0 = 160 / 5 = 32
a1 = 8 /10 = 0,8
100
# 0 v
= 0, ta thy kt qu vn nh nhau.
I i = yi / y0 x100(%)
Trong :
Ii s thi v ca thi gian i.
yi : S bnh qun ca cc mc cng thi gian i.
y0 : S bnh qun ca tt c cc mc trong dy s.
101
Sn lng in thoi
ng di (cuc)
Thng
Cng cc
Bnh qun Ch s
thng
cc thng thi v Ii
cng tn (
cng tn
= (yi
yi )
( yi ) / yi )x100
1997
1998
1999
137.139
184.326
241.892
563.357
187.785
72.38
361.937
130.009
213.218
270.682
613.909
204.636
78.88
394.415
159.241
234.3
350.684
744.255
248.075
95.62
478.158
147.674
222.667
338.037
708.378
236.125
91.02
455.108
148.589
236.26
353.488
738.337
246.112
94.87
474.356
162.643
229.976
368.601
761.22
253.74
97.81
489.058
160.598
235.483
376.304
772.385
257.461
99.25
496.231
172.235
246.789
383.399
802.423
267.474
103.1
515.529
180.119
249.628
410.292
840.039
280.013
107.9
539.696
10
181.161
254.651
421.905
857.717
285.905
110.2
551.054
11
185.552
246.818
415.502
847.872
282.624
108.94
544.729
12
197.785
259.143
632.233
1089.16
363.053
139.95
699.748
Cng
9.339.023
Bng 5.9
y=
9.339.023
= 1.037.669 (cuc)
36
102
103