8 -
( O) , :
1) ;
2) Seasonal decomposition 1;
3) X11/Y2k (Census 2) monthly
(. ):
| 3.3 | 62-75 |
| 3.4 | 32-53 |
. , , , .
, . ..
, . , , , .. , , .
. , :
- ;
- ;
- ;
- ;
:
- X-12-ARIMA X-11 . , : , , , , .
- ES (Extract Seasons) .. . .
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- TRAMO/SEATS. ARIMA , Maravall Gomez Burman (1980).
- BV4 - . . . : -, , , .
( 8.1).
8.1
STATISTICA 6.0 .
-, Seasonal decomposition 1 ( 1).
-, X11 Seasonal decomposition (X11 ).
-, Multiple Regression ( ) ( 9).
-, ( 6 7).
8.3. Seasonal decomposition 1
Seasonal decomposition 1 ( ) (. .) I 1993. VI 2005. ( ).
, Graphs 2D Graphs Line Plots (Variables) .
8.2 , . .
. , , 1998 , 1999 . . I . 1999. VI . 2005.
1. StatisticsAdvanced Linear/Nonlinear Models Time series/Frication.
2. Time Series Analysis Seasonal decomposition 1 (Census 1), Rations-To-Moving Averages Classical Seasonal Decomposition (Census Method) ( ).
8.3 ( )
Advanced (), ( 8.4):
8.4
Seasonal model ( ) Additive () Multiplicative ( ) .
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Seasonal lag ( ) (12 4 ).
Centered moving averages (for even Seasonal lag only) ( ( ))
On OK append components to active work area .
Moving averages
Ratios/Differences /
Seasonal factor
Seasonally adj. series
Smoothed trend cycle -
Irregular component
Other transformations & plots ( ) , , , , ..
3. (Multiplicative) .
Y []:
Y(t) = S(t)×TC(t)×l(t), t = 0,1,2...
:
Y Y - YI Y/Y1 - ES ( Y/Y1) : Y/ES - ETC ( Y/ES) : I = (Y/ES)/ETC.
, .
Seasonal lag 4, Seasonal factor, Smoothed trend cycle Summary: Seasonal decomposition ( ).
STATISTICA 6.0 ( 8.5).
8.5 ( )
: Y ; Moving averages ( ); Ratios; Seasonal factor ( ); Adjusted Series; Smoothed trend cycle ( - ); Irregular component ( ).
4. ( 8.4) Save variables ( ), :
8.6 ( )
: Y , Y_2 , Y_1 - .
5. , Graphs 2D Graphs Line Plots (Variables) , Y_2 .
6. , ( 8.7) Plot properties
8.7
7. Plot Layout Assignment of axis Right () () OY.
8.8
:
8.9
8.9, .
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8.4. X11/Y2k (Census 2) monthly
1. , , Time Series Analysis ( 8.3) X11/Y2k (Census 2) monthly ( ) quarterly ( ).
8.10 ( )
.
(Seasonal adjustment), (Additive) (Multiplicative), .
Dates (start of series) ( ) , 1 1993 .
X-11, , (Printout tables (detail)): Standard (17 to 27) ( (17 - 27 )), Long (27 to 39) ( (27 - 39 )), Full (44 to 59) ( (44 - 59 )), Selected tables ( ).
, Charts (): None (), Standard ( ), All (), Selected ().
2. (, ) 
, ( 8.11).
8.11
, A - G. [. ]
A. ( ). , , , - , , . , ; ( ), ( ). () . , .
B. ( X-11) . ( X-11) , .
C. ( X-11). , B, - . ( X-11) .
D. , -, . , C, .
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E. : , . , . , .
F. () (, ), . , , ( ), .
G. . . , .
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) 1,06
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