statistics20 by keller.docx
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statistics20bykeller
CHAPTER20
TIME-SERIESANALYSISANDFORECASTING
SECTIONS1-2
MULTIPLECHOICEQUESTIONS
Inthefollowingmultiple-choicequestions,pleasecirclethecorrectanswer.
1.Atimeseriesis:
a.asetofmeasurementsonavariablecollectedatthesametimeorapproximatelythesameperiodoftime.
b.asetofmeasurementsonavariabletakenoversometimeperiodinsequentialorder
c.amodelthatattemptstoanalyzetherelationshipbetweenadependentvariableandoneormoreindependentvariables
d.amodelthatattemptstoforecastthefuturevalueofavariable
ANSWER:
b
2.Thetimeseriescomponentthatreflectsalong-term,relativelysmoothpatternordirectionexhibitedbyatimeseriesoveralongtimeperiod(morethanoneyear)iscalled:
a.long–termtrend
b.cyclicalvariation
c.seasonalvariation
d.randomvariation
ANSWER:
a
3.Thetimeseriescomponentthatreflectsvariabilityovershortrepetitivetimeperiodsandhasdurationoflessthanoneyeariscalled:
a.long–termtrend
b.cyclicalvariation
c.seasonalvariation
d.randomvariation
ANSWER:
c
4.Thetimeseriescomponentthatreflectstheirregularchangesinatimeseriesthatarenotcausedbyanyothercomponent,andtendstohidetheexistenceoftheothermorepredictablecomponents,iscalled:
a.long–termtrend
b.cyclicalvariation
c.seasonalvariation
d.randomvariation
ANSWER:
d
5.Whichofthefour-timeseriescomponentismorelikelytoexhibitthechangesinstockmarketpricesatparticulartimesduringthecourseofoneday?
a.Long–termtrend
b.Cyclicalvariation
c.Seasonalvariation
d.Randomvariation
ANSWER:
c
6.Theterm“seasonalvariation”mayreferto:
a.thefourtraditionalseasons
b.systematicpatternsthatoccurduringtheperiodofoneweek
c.systematicpatternsthatoccuroverthecourseofoneday
d.Alloftheabove
ANSWER:
d
7.WhichofthefourtimeseriescomponentsismorelikelytoexhibittherelativesteadygrowthofthepopulationofEgyptfrom1964to2004?
a.Long–termtrend
b.Cyclicalvariation
c.Seasonalvariation
d.Randomvariation
ANSWER:
a
8.Thetimeseriescomponentthatreflectsawavelikepatterndescribingalong-termtrendthatisgenerallyapparentoveranumberofyearsiscalled:
a.long–termtrend
b.cyclicalvariation
c.seasonalvariation
d.randomvariation
ANSWER:
b
9.Wecalculatethethree-periodmovingaveragesforatimeseriesforalltimeperiodsexceptthe:
a.firstperiod
b.lastperiod
c.firstandlastperiod
d.firstandlasttwoperiods
ANSWER:
c
10.Wecalculatethefive-periodmovingaverageforatimeseriesforalltimeperiodsexceptthe:
a.firstfiveperiods
b.lastfiveperiods
c.firstandlastperiod
d.firsttwoandlasttwoperiods
ANSWER:
d
11.Inexponentiallysmoothedtimeseries,thesmoothingconstantwischosenonthebasisofhowmuchsmoothingisrequired.Ingeneral,whichofthefollowingstatementsistrue?
a.Asmallvalueofwsuchasw=0.1resultsinverylittlesmoothing,whilealargevaluesuchasw=0.8resultsintoomuchsmoothing
b.Asmallvalueofwsuchasw=0.1resultsintoomuchsmoothing,whichalargevaluesuchasw=0.8resultsinverylittlesmoothing
c.Asmallvalueofwsuchasw=0.1andalargevaluesuchasw=.8maybothresultinverylittlesmoothing
d.Asmallvalueofwsuchasw=0.1andalargevaluesuchasw=0.8maybothresultintoomuchsmoothing
ANSWER:
b
12.Inmeasuringthecyclicaleffectofatimeseries,cyclesneedtobeisolated.Themeasureweusetoidentifycyclicalvariationisthe:
a.meanabsolutedeviation
b.trendvalue
c.percentageoftrend
d.ratioofthetimeseriesdividedbythemovingaverage
ANSWER:
c
13.Ifwewanttomeasuretheseasonalvariationsonstockmarketperformancebyquarter,wewouldneed:
a.4indicatorvariables
b.3indicatorvariables
c.2indicatorvariables
d.1indicatorvariable
ANSWER:
b
14.Thenumberoffour-periodcenteredmovingaveragesofatimeserieswith20timeperiodsis:
a.28
b.24
c.20
d.16
ANSWER:
d
15.Ingeneral,itiseasytoidentifythetrendcomponentofatimeseriesbyusing:
a.exponentialsmoothing
b.movingaverages
c.regressionanalysis
d.seasonallyadjustedtimeseries
ANSWER:
c
16.Inmeasuringseasonalandrandomvariationofatimeserieswithnocyclicaleffect,wemayusethe:
a.ratioofthetimeseriesdividedbythemovingaverage
b.ratioofthetimeseriesdividedbythepredictedvalues
c.trendvalue
d.Both(a)and(b)
ANSWER:
d
17.Whichofthefollowingstatementsisfalse?
a.Amovingaverageforatimeperiodisthesimplearithmeticaverageofthevaluesinthattimeperiodandthoseclosetoit.
b.Avalueofthesmoothingconstantwcloseto1resultsinaverylargesmoothing,whereasavalueofwclosetozeroresultsinverylittlesmoothing.
c.Theaccuracyoftheforecastwithexponentialsmoothingdecreasesrapidlyforpredictionsofthetimeseriesmorethanoneperiodintothefuture.
d.Amovingaverage“forgets”mostoftheprevioustime-seriesvaluesandisconsideredarelativelycrudemethodofremovingtherandomvariation.
ANSWER:
b
18.Ifwewanttomeasuretheseasonalvariationsonstockmarketperformancebymonth,wewouldneed:
a.50indicatorvariablessincethestockmarkethasa5-dayworkperweek
b.12indicatorvariablestorepresentthe12months
c.11indicatorvariables
d.52indicatorvariables
ANSWER:
c
19.Thestockmarkethasa5-dayworkperweek.Ifwewanttomeasuretheimpactofthedayoftheweekonstockmarketperformancewewouldneed:
a.7indicatorvariables
b.6indicatorvariables
c.5indicatorvariables
d.4indicatorvariables
ANSWER:
d
20.Ifdataforatimeseriesanalysisarecollectedonamonthlybasisonly,whichcomponentofthetimeseriesmaybeignored?
a.Long-termtrend
b.Cyclicalvariation
c.Seasonalvariation
d.Randomvariation
ANSWER:
c
21.Thetime-seriesmodel
isusedforforecasting,where
and
arerespectivelythetrend,cyclical,seasonal,andrandomvariationcomponentsofthetimeseries,and
isthevalueofthetimeseriesattimet.Thefollowingestimatesareobtained:
Themodelwillproduceaforecastof:
a.122.870
b.104.652
c.116.280
d.102.600
ANSWER:
b
22.Whichofthefollowingmethodsisappropriateforforecastingatimeserieswhenthetrend,cyclical,andseasonalcomponentsoftheseriesarenotsignificant?
a.Movingaverages
b.Exponentialsmoothing
c.Meanabsolutedeviation
d.Seasonalindexes
ANSWER:
a
23.Whichofthefollowingisnottrueinregardtotheweightsusedinexponentialsmoothing?
a.Thelastweightisalwaysthesmallest
b.Theyareallpositive
c.Theyaddupto1.
d.Theydecreaseexponentiallyintothepast
ANSWER:
a
24.Theformula
isusedintime-seriesforecastingwithexponentialsmoothing,where
istheexponentiallysmoothedtimeseriesattimet,
isthevalueofthetimeseriesattimet,andwisthesmoothingconstant.Theforecastedvalueattimet+1wherew=.4isgivenby:
a.
b.
c.
d.
ANSWER:
c
25.Thetrendline
wascalculatedfromquarterlydatafor2000–2004,wheret=1forthefirstquarterof2000.Thetrendvalueforthesecondquarteroftheyear2005is:
a.0.705
b.0.820
c.0.815
d.0.810
ANSWER:
d
26.Thefollowingarethevaluesofatimeseriesforthefirstfourtimeperiods:
t
1
2
3
4
23
25
28
24
Usingafour-periodmovingaverage,theforecastedvaluefortimeperiod5is:
a.25.3
b.25.7
c.25.0
d.26.0
ANSWER:
c
27.Thelineartrend
wasestimatedusingatimeserieswith25timeperiods.Theforecastedvaluefortimeperiod26is:
a.180.8
b.178.3
c.175.8
d.Notenoughinformationisgiventoanswerthequestion
ANSWER:
a
28.Supposethatwecalculatethefour-periodmovingaverageofthefollowingtimeseries
t
1
2
3
4
5
6
16
28
21
15
26
12
Thecenteredmovingaverageforperiod3is:
a.22.5
b.21.25
c.20.50
d.18.5
ANSWER:
b
29.Theeffectofanunpredictable,rareeventwillbecontainedinwhichcomponentofthetimeseries?
a.Long–termtrend
b.Cyclicalvariation
c.Seasonalvariation
d.RandomVariation
ANSWER:
d
30.Themodel
thatassumesthetimeseriesvalueattimetisthesumofthefourtimeseriescomponents
isreferredtoas:
a.additivemodel
b.multiplicativemodel
c.movingaveragesmodel
d.forecastmodel
ANSWER:
a
31.Themodel
thatassumesthetimeseriesvalueattimetistheproductofthefourtimeseriescomponentsisreferredtoas:
a.additivemodel
b.forecastmodel
c.movingaveragesmodel
d.multiplicativemodel
ANSWER:
d
32.Smoothingtimeseriesdatabythemovingaveragemethodorexponentialsmoothingmethodisanattempttoremovetheeffectofthe:
a.trendcomponent
b.cyclicalcomponent
c.seasonalcomponent
d.randomvariationcomponent
ANSWER:
d
33.Thehighlevelofairlineticketsalesthattravelagenciesexperienceduringsummerisanexampleofwhatcomponentofatimeseries?
a.Long–termtrend
b.Cyclicalvariation
c.Seasonalvariation
d.Randomvariation
ANSWER:
b
34.Forwhichofthefollowingvaluesofthesmoothingconstantwwillthesmoothedseriescatchupmostquicklywhenevertheoriginaltimeserieschangesdirection?
a.0.90
b.0.50
c.0.40
d.0.10
ANSWER:
a
35.Thefollowingarethevaluesofatimeseriesforthefirstfourtimeperiods:
t
1
2
3
4
23
25
28
24
Usingexponentialsmoothing,withw=0.30,theforecastedvaluefortimeperiod5is:
a.24.920
b.24.644
c.23.600
d.23.000
ANSWER:
b
36.Whichofthefollowingsmoothingconstantscausesthemostrapidreactiontoachangeinthecurrenttimeseriesvalue?
a.0.40
b.0.30
c.0.20
d.0.10
ANSWER:
a
37.Theoverallupwardordownwardpatternofthed
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