《Time Series Analysis Smoothing By Stages》求取 ⇩

CHAPTER Ⅰ．INTRODUCTION1

Sketch a,Smoothing lines and cycle．2

Table A,San Francisco real estate activity 1920 to 1929．The annual cycle．4

Chart 1,San Francisco real estate activity 1920 to 1929．Application of moving average and trend;the annual cycle．7

The plan of procedure．8

A simplified freehand procedure with no objective checks．8

CHAPTER Ⅱ．THE SMOOTHING LINES10

Section 1:Locating Smoothing Line A10

Section 2:Devices to Aid the Smoothing process11

Moving Averages11

Sketch b,Dotted ends of moving average line．12

The moving cyclical average．13

Sketch c,Correct and incorrect lengths for moving average．14

Sketch d,Tentative smoothing line and phase points．14

Sketch d2,same,with extended time scale．14

Tentative Smoothing line and phase points．15

Section 3:Locating Smoothing Line B16

Table B,A suggested arrangement of the calculations for locating the smoothing lines．18

The moving geometric mean．19

Section 4:Locating Smoothing Line M19

Sketch e,Correcting for curvature．20

Curvature:A systematic error in moving averages;its correction by reiteration of the moving average．21

Use of Smoothing Line M as a guide to a mathematically fitted trend．22

Section 5:Illustration:San Francisco real estate activity,1867 to 1940;two stages of smoothing．22

Table Ca,Locating SL B．25

Table Cb,Locating SL M;first part of calculation．28

Table Cc,Locating SL M,continued,correction for curvature．31

Chart 2,San Francisco real estate activity,1867 to 1940;first stage of smoothing．32

Chart 3,San Francisco real estate activity,second stage of smoothing．33

CHAPTER Ⅲ．THE CYCLES34

Section 1:Characteristics of the cycles34

Measures of the annual cycle．34

Measures of the short business cycle．35

Measures of the major cycle．35

Table D;Arrangement for the calculation of the measures of the several orders of cycles．36

Da,The seasonal or annual cycle．36

Db,The short business cycle．37

Dc,The major cycle．38

Explanation of a use of straight lines．39

Section 2:Illustration:San Francisco real estate activity;Calculation of the measures of the cycles,from the record 1867 to 1940．39

Table Ea,Measures of the short business cycle．40

Table Eb,Measures of the Major cycle．42

Chart 4,Cycles based on the record 1867 to 1940．44

Chart 5,Standard or typical cycles based on the record 1867 to 1940．45

CHAPTER Ⅳ．APPLICATION TO CORRELATION AND FORECASTING46

Section 1:Comparison of time series;correlation46

Section 2:Forecasting46

San Francisco real estate activity based on the record 1867 to 1940．47

Chart 6,A forecast．50

CHAPTER Ⅴ．ANALYSIS OF SEVEN SERIES51

Section 1:Wheat prices52

Table F54

Charts 7,8,9,1059

Table G63

Section 2:Wheat production66

Table H68

Charts 11,12,13,14,1575

Table J80

Section 3:Cotton production83

Table K85

Charts 16,17,18,1990

Table L94

Section 4:Crude petroleum output97

Table M99

Charts 20,21,22,23104

Section 5:Pig iron production111

Table P113

Charts 24,25,26,27120

Table Q124

Section 6:Portland cement production127

Table R129

Charts 28,29,30132

Section 7:Erie Canal freight138

Table T141

Charts 31,32,33,34146

Table U150