10

:
1)

2)

3)

(Time series)

..
2545-2553
2545 2553

..
2544 - 2553
18,000,000
16,000,000
14 000 000
14,000,000
12,000,000
10,000,000
8,000,000
6,000,000
4,000,000
2,000,000
2544

By Manad Khamkong CH10-1

10.1

(Qualitative Forecasting)

(Quantitative Forecasting)
2
-


-
[ 9]
By Manad Khamkong CH10-3

2545

2546

2547

2548

2549

2550

2551

2552

2553

: . . 1 2554 http://service.nso.go.th/nso/nsopublish/BaseStat/basestat.html.
By Manad Khamkong CH10-2

10.2

Yi i Y i i
ei i

ei = Yi Y
i

( Y Y ) n
(
i) (
i)

i =1

By Manad Khamkong CH10-4

1.
=
(Mean Absolute Deviation, MAD)

10.3 (Classical Model)

) (Trend Variation)
T

i=1

n
n

2.2

=
(Mean Square Error, MSE)

e i2

i =1

MAD MSE MAD
MSE MAD MSE

By Manad Khamkong CH10-5

) (Cyclical Variation)
C

C = Cyclical Variation

T= Trend Variation

S = Seasonal Variation

) (Seasonal Variation) S
1 1

By Manad Khamkong CH10-6

(Additive model) Y = T + S + C + I
(Multiplicative model) Y = T S C I

I = Irregular Variation

)


(Irregular Variation)

I

By Manad Khamkong CH10-7

By Manad Khamkong CH10-8

10.4

1. (Semi-average Method)

2
-

1. (Semi-average Method)
2. (Least square method)

Y i = a + b t i

t
a
(Y )
t -3, -2, -1, 0, 1, 2, 3, t = 0 a
t = 0

Y Y
b b = X X Y , Y 1 2
X1 , X2 Y , Y

Y
i

By Manad Khamkong CH10-9

1 (
( 1,
217)

.. 2529 2542 (14 )

2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542

()
6,427

7 398
7,398
(6427 + 7398 + ... + 14904)
Y1 =
= 11,085
8,578
7
9,859
1 . 2532
15,269
15,161
14,904
14,743
17,326
(14743 + 17326 + ... + 30727)
Y2 =
= 21, 419
17,975
7
1 . 2539
20,299
23,489
,
25,276
30,727

Y i = a + b t i

a = Y1 = 11, 085
b=

Y2 Y1 21419 11085
=
= 1476
X2 X1 2539 2532

= 11085 + 1476t
Y
i
i
1 .. 2532
t
Y

()

By Manad Khamkong CH10-11

By Manad Khamkong CH10-10

-
1)

2)
3)

2 ( 1, 218) .. 2525
2531 (7 )

)


..
2525
2526
2527
2528
2529
2530
2531

()
436
469
483
488
514
515
527
By Manad Khamkong CH10-12

2525
2526
2527
2528
2529
2530
2531

436
469
483
488
514
515
527

Y i = a + b t i

Y1 =

(436 + 469 + 483 + 488)

4

(488 + 514 + 515 + 527)

Y2 =
4

= 469 + 14t
Y
i
i
1 .. 2527
t

Y ()

= 469 1 .. 2527

a = Y1 = 469
b=

= 511 1 .. 2530

1
1 .. 2527
1 .
2527
t

(1/2)

Y2 Y1
511 469
=
= 14
X2 X1 2530 2527

Y
i = 469 +14(t +0.5)
i +0 5) = 476+ 14ti
1 .. 2527
t
Y ()

2525
2526
2527
2528
2529
2530
2531

436
469
483
488
514
515
527

Y i = a + b t i

Y1 =

(436 + 469 + 483 + 488)

4

a = Y1 = 469

= 469 1 .. 2527

b=
(514 + 515 + 527)
Y2 =
3

= 469 + 14.2t
Y
i
i
1 .. 2527
t

Y ()

= 518.7 1 .. 2530

1
1 .. 2527
1 .
2527
t

(1/2)

=469+14.2(t
Y
+0 5) = 476.1+
476 1+ 14.2t
14 2ti
i =469+14 2(ti+0.5)

1 .. 2527
t
Y ()

By Manad Khamkong CH10-13

2525
2526
2527
2528
2529
2530
2531

436
469
483
488
514
515
527

(436 + 469 + 483)

Y1 =
3

= 462.7 1 .. 2526

Y i = a + b t i

a = Y1 = 462.7
b=

Y2 =

(514 + 515 + 527)

3

= 518.7 1 .. 2530

Y2 Y1 518.7 462.7
=
= 14
X2 X1
4

= 462.7 + 14t
Y
i
i

1 .. 2526
t
Y ()

Y2 Y1 518.7 469
=
= 14.2
X2 X1
3.5

By Manad Khamkong CH10-14

1( 1, 234) 1
()

( )
..
2524-2533
2524 2533

..
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533

()
30
34
35
37
45
46
42
46
54
62

Y1 =

(30 + 34 + 35 + 37 + 45)
36 2
= 36.2
5

1 .. 2526

Y2 =

((46 + 42 + 46 + 54 + 62))
= 50
5

1 .. 2531

a = Y1 = 36.2
b=

Y2 Y1
50 36.2
=
= 2.76
X 2 X1 2531 2526

= 36.2 + 2.76t
Y
i
i
1 .. 2526
t

()

. 2534
By Manad Khamkong CH10-15

2534 (t=8)
= 36.2 + 2.76(8) = 58.28
Y
i

By Manad Khamkong CH10-16

2. (Least square method)

( 9) X t
Y

( Y = a + bt)
Y

Y n
n t Y Y t
b=
a = Yi b ti = Y b t
i

n t i2 ( t i )

(n) a b

(Origin) (t = 0)
t = 0
t Y
b=
a = Yi = Y
t
i

2
i

- t
t -1, -2, -3, t 1, 2, 3,
- t
t -1, -3, -5, t 1, 3, 5,

3 ( 1, 222) 2527- 2535

.
.
. .. 2540
(n=9) t =0 [ 2531]
t -1, -2, -3, -4 t 1, 2, 3, 4
Y i = a + b t i
(Y)
t
Yt
t2
2527
2528
2529
2530
2531
2532
2533
2534
2535

6.3
74
7.4
9.3
7.4
83
8.3
10.6
9.0
8.7
7.9
74.9

-4
-33
-2
-1
0
1
2
3
4

-25.2
22.22
-22
-18.6
- 7.4
0
10.6
18.0
26.1
31.6
12.9

16
9
4
1
0
1
4
9
16
60

a = Y=
b=

Yi

74.9
= 8.32
9

t i Y i 1 2 .9
=
= 0 .2 2
t i2
60

= 8.32 + 0.22t
Y
i
i

2531
1 ..
t
Y (())

By Manad Khamkong CH10-17

By Manad Khamkong CH10-18

. e = (Y Y )

= 8.32 + 0.22ti
Y
i
9.58
1 .. 2531
t
Y ()

4 ( 1, 223) 2534- 2541

.
. .. 2544
(n=8) t = 0 [ 2537
2538] t -1,-3, -5,-7 t 1, 3, 5, 7
(Y)
t
Yt
t2
Y i = a + b t i

2
i

(Y)
2527
6.3
2528
7.4
2529
9.3
2530
7.4
2531
8.3
2532
10.6
2533
9.0
2534
8.7
2535
7.9
74.9


Y =8
8.32
32 + 00.22t
22t
t
e = (Y Y)
-4 8.32+0.22(-4) =7.4 (6.3-7.4)2 =0.81
-3
7.7
0.09
-2
7.9
1.96
-1
8.1
0.49
0
8.3
0.00
1
8.5
4.41
2
8.8
0.04
3
9.0
0.09
4
9.2
1.69

9.58
i

2
i

.
.. 2540 ( t = 9)

Y
2540

= 8.32 + 0.22(9) =10.30

2534
2535
2536
2537
2538
2539
2540
2541

55.33
7.4
7.9
11 9
11.9
13.2
11.6
11.9
9.7
78.9

-7
-5
-3
-11
1
3
5
7

-37.11
-37
-37.0
-23.7
- 11.9
11 9
13.2
34.8
59.5
67.9
65.7

49
25
9
1
1
9
25
49
168

Yi

78.9
=
= 9.86
n
8
t i Yi
6 5 .7
b=
=
= 0 .3 9
2
ti
168

a = Y=

= 9.86 + 0.39t
Y
i
i

1 ..
2538
t
Y

()
()

. .. 2544 [ t = 13]

Y
2544 = 9.86 + 0.39(13) = 14.93
By Manad Khamkong CH10-19

( )
By Manad Khamkong CH10-20

 1( 1, 234) 1
()

( )
..
2524-2533
2524 2533

..
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533

()
30
34
35
37
45
46
42
46
54
62

t
-9
-7
-5
-3
-1
1
3
5
7

Yt
-270
-238
-175
-111
-45
46
126
230
378

t2
81
49
25
9
1
1
9
25
49

9
0

558
499

81
330

a =

Y
431
=
= 43.1
n
10

b =

tY
499
=
= 1.5121
t2
330

= 43.1 + 1.5121t
Y
i
i
1 .. 2529
t
Y

()

10.5

Y t

Y t


16 3
16
1.

(b)

a

t
t

. 2534
2534 (t = 11)
= 43.1 + 1.5121(11) = 59.73
Y
i

By Manad Khamkong CH10-21

5 Yi = 8.32 + .22ti 1 2531

t Y (p225)
(p )
1) 1 2533 t Y
2) 1 2528 t Y
1) 1 2531 1 2533 2 t
t +2
 = 8.32 + .22(t+2) = 8.32 + .22t + 0.44
Y
i
= 8.76 + .22ti

1 2533
t
Y
= 8.32 + .22(t - 3) = 8.32 + .22t - 0.66
Y
2
= 7.66 + .22ti
1 2528
t

Y

i

By Manad Khamkong CH10-23

By Manad Khamkong CH10-22

2. Y
Y

(6 )
)

121
6 3 63 = 12
3. t

(t) (b)

1
1

t


(b) t 1 3
123 = 14 (b)
( ) 41

1
12

By Manad Khamkong CH10-24

 6 Y = 15 + .73ti
1 2528 t Y
1) Y t
2) Y 4 t 4 (p226)
1)

t

1

- Y Y = 12 (15 + 0.73t ) = 1.25 + 0.061t

1
1 25 +
061t i ) = 11.25
25 + 00.0051t
0051t i
( 00.061t
-
t

Y i = 1.25
12
Y i = 1.25 + 0.0051ti 1 2528
t
Y
2) Y 4 t
- Y 4 Y = 124 (15 + 0.73t ) = 5 + 0.2431t
i

- t 4

Y
i

- Y
-
t

1
1.82
Y i =
(92.4 + 1.82 t i ) = 7.7 +
ti
12
12

1 1.82
1 82
Y i = 7.7 +
t i = 7.7 + 0.013t i

12 12

- 1 2532 16 2532 1/2 t

t +(1/2)
1

Y i = 7.7 + 0.013 t i + = 7.7065 + 0.013t i

2

4
Y i = 5 +
( 0.2431t i ) = 5 + 0.081t i
12

= 5 + 0.081ti

7 Y = 92.4 + 1.82ti

Y

1 2532 t
16 2532 Y t (p226)

Y
i

1 2528
t 4
Y 4

= 7.7065 + 0.013ti 16 2532

t

By Manad Khamkong CH10-25

By Manad Khamkong CH10-26

 = 48.0 +3.6t
Y
i
i
1 .. 2541
t 1
Y ()
t 1

(
( 3 )
)
Y 1

()
. 1 2541
. 3 2541
. 1 2542

 = 48.0 +3.6t
Y
i
i
1 .. 2541
t 1
Y ()
t 1

(
( 3 )
)
Y 1

()
. 1 2541
- Y 3 Y = 123 (48.0 + 3.6 t ) = 12 + 0.9 t
3
- t 3 Y i = 12 + 12
( 0.9 t i ) = 12 + 0.225 t i
- 1 2541 16 2541 1.5 t
t 1.5 Y i = 12 + 0.225 ( t i 1.5 ) = 11.6625 + 0.225t i
i

By Manad Khamkong CH10-27

=
Y
i

11.6625 + 0.225ti 16 2541

t
3
()
Y 3

By Manad Khamkong CH10-28

. 3 2541

1 2541
t 3 ()
Y 3
- 1 2541 16 2541 0.5 t
t +0.5 Y i = 12 + 0.225(t i + 0.5)
16 2541

Y i = 12.1125 + 0.225ti
t 3 ()
Y
3

Y
i

= 12 + 0.225t
0 225ti

. 1 2542
-
1 2541 16 2542 2.5 t

t +2.5 Yi = 12 + 0.225(t i + 2.5)

2542
16

Y i = 12.5625
12 5625 + 0.225t
0 225ti
t 3 ()
Y 3

(Seasonal index)

1 3


(the ratio to trend method)
11.

2.
3. ( )
( )

( )

4 400 400


12

1,200
1 200
1,200
1 200

By Manad Khamkong CH10-29

8 ( 1, 229)
3 (( ) .. 2536 .. 2540

218
298
336
264
389

382
452
468
399
604

382
423
387
408
579

340
372
309
396
513

2536

2537

2538

1.
Y = 7919 = 395.95

b=

2.

.. - .. ..-.. .. -.. ..-..

2536
2537
2538
2539
2540

a=

By Manad Khamkong CH10-30

20

Y
i

t Y
t
i

2539

12733
= 4.787
2660

= 395.95
395 95 + 4.787t
4 787ti
1 .. 2538
t
Y 3
By Manad Khamkong CH10-31

2540

(Y)
1
218
2
382
3
382
4
340
1
298
2
452
3
423
4
372
1
336
2
468
3
387
4
309
1
264
2
399
3
408
4
396
1
389
2
604
3
579
4
513

7919

t
-19
-17
-15
-13
-11
-9
-7
-5
-3
-1
1
3
5
7
9
11
13
15
17
19

tY
-4142
-6494
-5730
-4420
-3278
-4068
-2961
-1860
-1008
-468
387
927
1320
2793
3672
4356
5057
9060
9843
9747
12733

= 395.95 + 4.787t
t2 Y
) x100
((Y / Y)
i
i
361
305.00
71.48
289
314.57
121.44
225
324.15
117.85
169
333.72
101.88
121
343.30
86.80
81
352.87
128.09
49
362.44
116.71
25
372.07
99.98
9
381.59
88.05
1
391.16
119.64
1
400.73
96.57
9
410.31
75.31
25
419 88
419.88
62 88
62.88
49
429.46
92.91
81
439.03
92.93
121
448 61
448.61
88 27
88.27
169
458.18
84.90
225
467.75
129.13
289
477 33
477.33
121 30
121.30
361
486.90
105.36
2660
By Manad Khamkong CH10-32

3.

71.48
71
48
86.80
88.05
62.88
84.90
78.82
78.76

121.44
121
44
128.09
119.64
92.91
129.13
118.24
118.16

117.85
117
85
116.71
96.57
92.93
121.30
109.07
108.99

101.88
101
88
99.98
75.31
88.27
105.36
94.16
94.09

2536

2536
2537
2538
2539
2540

(%)

400.29
400.00

400.29
400 29

400
78.82 400x78.82 = 78.76
400.29

1

78.76% 100

21.24 ((
21.24%)
By Manad Khamkong CH10-33

()

2536
19
20
20
22
27
27
24
30
32
36
37
42

2537
27
26
30
30
35
32
26
30
35
39
38
47

2538
29
28
37
39
40
35
33
35
40
49
46
56

2539
33
32
41
44
50
52
44
45
53
63
54
71

(Y) S
Y

2540
36
34
43
47
49
51
40
43
49
57
55
56

By Manad Khamkong CH10-35

2537

2538

2540 2

604,000

2539
118.16%
18.16%
2540
,
551,170

1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4

218
382
382
340
298
452
423
372
336
468
387
309
264
399
408
396
389
604
579
513

0.7876
1.1816
1.0899
0.9409
0.7876
1.1816
1.0899
0.9409
0.7876
1.1816
1.0899
0 9409
0.9409
0.7876
1.1816
1 0899
1.0899
0.9409
0.7876
1 1816
1.1816
1.0899
0.9409

276.79
323.29
350.49
361.36
378.36
382.53
388.11
395.37
426.61
396.07
355.08
328 41
328.41
335.20
337.68
374 35
374.35
420.87
493.91
551 17
551.17
531.24
545.22

By Manad Khamkong CH10-34

. 2547. 1.
.
Bradley, T. 2007. Essential Statistics for Economics, Business and
Management.
g
London: John Wileyy & Sons.

By Manad Khamkong CH10-36