→

chicañdaixuoiig 2 baikhcañ
tinhlqi .

10

1=2+141--5 / (9+-2-5)=109,17
10
'

+= ,
(
Yt
-

5) =
1117,96
10
)
1=2+141--5 / (Yt-2-5 109,17
9009
rz =
2
= =

(
Yt
-

g) 1117,6g

Ho :p
Hypothesis testing :
,
:O

He :p, -1-0

t =
" -
°
=
"
"
°
= 9009-0 Normally ,
lhidéséchor , Hime lag
er?
-7 1) Khphaitinhlqi editable
' ,
1+2 , +2m it 2h2 , coin .

n n n

th -
1
,
a
/2
= tg , 0,025 =
2,262

If -2,262 < . . . .
< 2,262 Do not reject
so the autocorrelation coef is Not significantly different from 0 with 5%
significant Level .
. . . .
> 2,62 Reject
so the autocorrelation coef is significantly different from 0 with 5%
significant Level .

Quarter}
BT MA voi CMA 45 ^ +

[
Quarter }

c.ingla.io
g) 0,69

11 25
1125
0,81

↓
Bat buds '

co

Boi vi
0 a
CFS =
number
of period ¢
[ trong case
nay Thi CFS =
quarter = 47
cheé d-éduo:c
tuynhién = 4,33 minh ✗
tong = 4
Vd : ASF
}
= 0,75 .
4
= 969 .

4,33
kluo.in . . . .

cénghialamuaxuañ
'

d-o
'
'
No no

chi lain 82,5 % so vs

Average
Bi. hat 17,540

) Sari xuati hdn so vs

blhuiasg
Dui
 Chi caribe xuaig
'

yt
-

Ft (
Yt
-

Ft 12

Niiikhong chide
chothitx-dc.mg setup
Holt exponents I .

↑ I
w u
w
↓
Tinh theo Hui ti Lt
'

.
→ bt → Ft

/ Ktvi
 5001375 =

-
Biioé dividing Initialize level nhii being teen :
quarter 1
: '
é tinh
ninvañduj Steal d-
 Tnayvi 1995
→ 1998
Thi thay si't -34

d- é toi gian hai

'