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A second course in statistics regression analysis 7th by mendenhall ch10

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Chapter 10
Introduction
to Time Series
Modeling and
Forecasting

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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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Figure 10.1 The components of a
time series

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Section 10.3
Forecasting
Using
Smoothing
Techniques

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Figure 10.2 MINITAB plot of
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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Section 10.4
Forecasting:
The
Regression
Approach

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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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Inc.

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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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Inc.

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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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