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TiME-SERiES

DEFiNITiON
dota data dependury dn he
hme Gled Tim Seruls
CKeny Keeprig)
A Consists G
Oamged chtoncloical
Coxon omden
Examples
Yean Po plaon
439 HoTeD
1961
1971 54 0
198 68 4
1991 844
mbtance
To Study he Yast ehaviou
To foast Futu ehautout
Conpaahie Study
simaon o Tsade Gyelos
TIHE SERICS
CoM PONENTS
FouM OmPoru

Seuw Sakonal Clues


Tend ovuation Uaruay Uakadun
(T) $) C) ()
) Tsend
|Long Texm Mouemeat
Ttndestu Oemlras duuun
uluaov ong euod
Seasona Javian :
ules uch Movemek tohch
Oe uular Gmd tohwh
epelelve Lwhich
Opeuii vaigalar poriodie
Mannt Ou o
Spam ss-han a yea
Hobe, dol,oeek, morhquale et.
dlica ftuchuslins
OCLUL
the
eiodueay
Heocwumc S maebu han
-k pOruad
a yean
ceionKecesion Keovey

Pehosion

4 T1egbr Kandon Pluctuatims


Ocw Gccidertaly U)
These

6ods
x- Sudden StoRe Scano
to
Wa et

Yande mic lauwed by CoviD-19


fals under o Ts?72
thith Component

MoDELS OF TimE SERES


Additie Mode
0 = T+S+C+I
O Csignal dofa C Cdical
ryeguNat
Tnd
o8onal
Mulhpli cative Mode
0 T X S XCXI
MESuRENENT OF TREND
T see hand wue
Method
Semi Aveage
Moving avages
Me tho ol Least SquaneA

I Hee- hand Gunve


eo O06 R0g9201o o 12 2013
Psod 6 0 6 8 6 4 |70T 6 2 7

68
66
64
62 & Osiqnal dda
60
08 09 12 13

Moin Aug ethod.

Cven
Hoving Ag
Odd Peniod Movi Avg
timt Xerulo Oblan
Clu Hom he oldouin Mout Hug
snd alu by
Tie
Salo e eaT l eanly
eat Mevin MooinAu
m'O00 TREND VAWS

200h 30
10-00
I167
2005 3S
10 164
2006
13 38 13:33
200 15 O
2008 4.33
12 43
2003 4S
15 00

2010 16
201 4 1600
2012 48
2013

8
6

i3
2004 OS 06 04
o8eg1112
Even Poriod Movn Auease
4
oloing data Gluld
qht

g dctomi
Caly MoUng

JaluaD
Saleae Peniods oung(TT
Yeon Salesoding Hou
Totald Ten hed
003
2004
R00S 280 200
230 2962
a006. 320 220420 3a22s
Q00t 310 246S | 308 12
245
2008 310
126S
2510 313:75
009 305 2SSO 38:7S
1285
3h0 2580 322 50
129s
20 330 13 2606 3257s
o12 320
2013 3
SquAKES
METHOP OF LEAST

iHinga Stpht und Lunt


u ud
fa tha, leanny eauahin

Y at bX
tend ulut
whuu, Ye heguse
-

Un ie
a b Conshan
equatims ake umdo
Th
debrn ine thd Valus
dnd 'b'

LoNG|s » Na +b£X
a£X
bEX*
ME THOD
EXY =

ake taken alumung aek


Peuiaiams

Und
ime as Origin
otheuise w e n
m the Qush

SHORT a N
b
NETHOD
DeviaHions aHe en om Median Ya
LEAST-SquARES LONG- METHOD wire
t «
u i t trend Leut
a sragnt S9juhus 0
Sjaoks
Otit th od l e s t
data by e
me

t aoo9 a Orig1n
2012 as ovigin

Yean op2011 2012 201s 20


Sales 56 78 46 75
SoA
A009-o) XY a + b x
Neoh x AS+Sl So
12 AsS2: 5
201 56
234 45+Sx3-60
ot2 9 6
R013 H6 16 84 5 x4=
3tS 4s+SXS=

204 75 S S
N5y=300 Ex 1S Ex55 io
Substituhing n th eutna;
EY Nd b£X
300Sa + Isb -O Xx3

EAY = a Ex+b£X
gso ISa t SS -
900 Iga +4sb 300 S a t 1S
-950 sa Ssb 300-7SSa
So 225 Sa

4s=
2o1
a= 45
S
b
) Yc= a+ b X
Roos)=4s+ SX
umto
Trend Fuatun
Conversion oAnnua
Trend uahoin
Joth
Ye + + bx
2 44
12 144

149
2009 3 7S+ 034X
LE AST SGuARES SHORT- METHOD
FoM odd No oyeans
it a Shogh+ wne by meth od
Least Sqjuaia:
S Yep 131 1981 1991 2001 2011
yolu 34 So 64 1 8
sime Valnt oT201
Deuiotion
TOfem Trend
x2
Yea 1991
devide
XYY atb
10 -68 62:2 t121-2
34 368
1941 20-a
1981 50 -5o622+ 622+12X-

1991467 O622 22

1522 t124X|=
200 119+ 14 9

2011
+294 Io 62+17x2
87 6
NSEY-31 10 EY3

a N 3 3 622 b 1
x2055
127
Cckmod voku f tYeon 20a.1 X= 201-199)
Y 62:2t 121
6 2 + 127(3) 3
003
LEAST- SquARES SHORT HEHOD
o Even No Jeans
Valus by t h meth
meth od
od
ulst rernd
Quws. Col ) ephrmad
t h SalLs foM th|
Salus
Leut SauaLs
o
Neox 2008 2009 2o10 0 2012 013
Saha 120 40 150 170 180 0o
S (x) Trend vaus
Dui ahons
Yean Sales fsom 2010-XXy
x Y at bX
N) AMuld
(a)
by
400 160+711X(-5)=12AS
2008 20

2009 140 3 942060+7-1(-3)=13%8


1 -ISo l60+ 711(-) =is2:2
2010 ISo -
+170 160+111(+)=16+1
+
+3 9 l60+71(+3)=18313
2012 180
2013 200 +S 000 60+77 s)=198
N6EY:960X0 30 EX-540Y= 960
EXY
N
b S4o. 1
N 60t 771x Ye atb
Ro4 4+6

60+711tn)= 213-94/
I SeAsoNAL VARIATION
TMETHOD O SiHA AvERAGE
SEASO NALAuE
AuERAGESeAsoNAL UaRjATiON INDex
QA: ompu thu Season o Indices
dota pom th fotoo irs
Honth Seasonal
MoNTH YE AR Toto Aug Index No.
O11 On 2012.2013
70
Jon IS 23 63 21 00
30
Peb 6 22 S632 x1o0 90
Manch 18 Q8 3S 812+| 22 xio0
3 X 0 0

90
24 36
Apri 8
23 31 36 90 30 39xtoo
Ma Jo,
28 30 81 23
June 23 30 2 24 24gioo
Juw 2022 30

349o30 3 xi00
Augu 2828 110
O c 329 32 38 99 33 333x100
Sept 3 34 4 14 3 0xI00
130
20
Nou 33 34 08 36
De 38 44 53 1354S 0 0 ISO
Tota 360
Avowe 30
Seasona voriatain Index No-Month Hvekage Vl00
GengAvedg
CAvg of MonthlyAv)
CYCLiCAL FLUCTUATrioNS C
Kesidual Method ia mostommony
ued. I+ com be
measueby
hes method on the basis o
(i) Addihiue Method(i) Mulkblicohve Meth
ar Galulete qeli Uatiation pon the folloai
data Using Addihve Mode
NeaT t Trend Valu Jica
Nduiahm

009 35 32
Q010
56 -6
aoil 50 -3
2012 65 68
80 +S
2013 85
4dhve O= T+S+¢+FI
Hadsl -T)
Hodul
StCtAssumng thene iu
no Seasna o
0-T C ega
NBuatin

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