10- 9Figure 10.3 MINITAB plot of quarterly power loads and 4-point moving average... 10- 11Figure 10.4 MINITAB printout of exponentially smoothed quarterly power loads... 10- 12Figure
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Section 10.1
What Is a
Time Series
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Section 10.2
Time Series
Components
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time series
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quarterly power loads
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Figure 10.3 MINITAB plot of quarterly
power loads and 4-point moving average
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Figure 10.4 MINITAB printout of
exponentially smoothed quarterly power
loads
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Figure 10.5 MINITAB plot of
exponentially smoothed quarterly power
loads
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Figure 10.6 SAS scatterplot of
sales data
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Figure 10.7 SAS printout for straight-line
model of yearly sales revenue
continued on next slide
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Figure 10.7 SAS printout for straight-line
model of yearly sales revenue (cont’d)
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Figure 10.8 SAS printout for
quarterly power load model
continued on next slide
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Figure 10.8 SAS printout for
quarterly power load model (cont’d)
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Section 10.5
Autocorrelation and
Autoregressive
Error Models
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Figure 10.9a Autocorrelation functions for
several first-order auto regressive error
models: R t = 1 R t-1 + t
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Figure 10.9b Autocorrelation functions for
several first-order auto regressive error
models: R t = 1 R t-1 + t
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Figure 10.9c Autocorrelation functions for
several first-order auto regressive error
models: R t = 1 R t-1 + t
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Figure 10.10 Autocorrelations for a
first-order moving average model: R t = t + t-1
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Figure 10.11 Autocorrelations for a
fourth-order moving average model
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Section 10.7
Constructing
Time Series
Models
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Figure 10.12 A seasonal time
series model
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Figure 10.13 Seasonal model for
quarterly data using dummy variables
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Figure 10.14 SAS printout for
model of annual sales revenue
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Figure 10.15 MINITAB residual
plot annual sales model
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Figure 10.16 SAS printout for annual
sales model with autoregressive errors
continued on next slide
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Figure 10.16 SAS printout for annual
sales model with autoregressive errors
(cont’d)
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Figure 10.17 SAS printout of forecasts of
annual sales revenue using straight-line
model with autoregressive errors
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Figure 10.18 Water usage time
series
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Figure 10.19 SAS printout for time
series model of water usage
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Figure 10.20 Forecasts of water
usage
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