Professional Documents
Culture Documents
Nguyen-Ly-Thong-Ke-Kinh-Te - nltkktc5 - Day-So-Thoi-Gian - (Cuuduongthancong - Com)
Nguyen-Ly-Thong-Ke-Kinh-Te - nltkktc5 - Day-So-Thoi-Gian - (Cuuduongthancong - Com)
Nguyen-Ly-Thong-Ke-Kinh-Te - nltkktc5 - Day-So-Thoi-Gian - (Cuuduongthancong - Com)
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I. Mét sè vÊn ®Ò chung vÒ DSTG
1. Kh¸i niÖm
Lµ d·y c¸c trÞ sè cña mét chØ tiªu thèng kª
cña hiÖn t-îng, qu¸ tr×nh KT –XH nµo ®ã
®-îc s¾p xÕp theo thø tù thêi gian
N¨m
1997 1998 1999 2000 2001 2002
ChØ tiªu
Gi¸ trÞ XK
(triÖu USD)
10,0 10,2 11,0 11,8 13,0 14,8
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2. CÊu t¹o DSTG
Thêi gian
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2. CÊu t¹o cña DSTG
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3. Ph©n lo¹i
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D·y sè thêi kú
KN:
§Æc ®iÓm
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D·y sè thêi ®iÓm
KN:
§Æc ®iÓm:
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VÝ dô
N¨m 1997 1998 1999 2000 2001 2002
Gi¸ trÞ XK
10,0 10,2 11,0 11,8 13,0 14,8
(triÖu USD)
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4. ý nghÜa cña viÖc nghiªn cøu d·y sè
thêi gian
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5. C¸c yªu cÇu khi x©y dùng DSTG
Yªu cÇu c¬ b¶n nhÊt: ®¶m b¶o tÝnh chÊt cã
thÓ so s¸nh ®-îc gi÷a c¸c møc ®é trong DS.
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II. C¸c chØ tiªu ph©n tÝch DSTG
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1. Møc ®é b×nh qu©n theo thêi gian
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a. Møc ®é b×nh qu©n ®èi víi DSTK
PP x¸c ®Þnh:
C«ng thøc:
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VÝ dô
Gi¸ trÞ XK
10,0 10,2 11,0 11,8 13,0 14,8
(triÖu USD)
GTXK b×nh
qu©n (tr $)
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a. Møc ®é b×nh qu©n ®èi víi DST§
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TH1: Kho¶ng c¸ch thêi gian b»ng nhau
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Ph-¬ng ph¸p tÝnh
- TÝnh møc ®é b×nh qu©n cña tõng kho¶ng
c¸ch thêi gian (sè b×nh qu©n cña tõng nhãm 2
møc ®é)
- X¸c ®Þnh møc ®é b×nh qu©n trong c¶ giai
®o¹n (sè b×nh qu©n cña c¸c møc ®é b×nh qu©n
tõng kho¶ng c¸ch)
VÝ dô:
Ngµy 1/4/03 1/5/03 1/6/03 1/7/03
GT hµng tån kho (tr$) 3560 3640 3700 3540
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- TÝnh møc ®é b×nh qu©n trong tõng kho¶ng
c¸ch thêi gian
x1 x2
x k / c1
2
x2 x3
x k /c2
2
x1 x2 x3 ... xn
x
x3 x4 n 1
x k /c3
2
xn 1
xn
xn 1
2
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C«ng thøc tæng qu¸t
x1 x2 x2 x3 x3 x4 xn 1
xn
...
2 2 2 2
x
n 1
x1 xn
x2 .... xn 1
2 2
x
n 1
n 1
x1 xn
xi
2 i 2 2
x
n
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TH2: Kho¶ng c¸ch thêi gian kh«ng b»ng
nhau
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TH2: Kho¶ng c¸ch thêi gian kh«ng b»ng
nhau
VÝ dô:
Thèng kª t×nh h×nh nh©n lùc t¹i CT X th¸ng 4/03:
Ngµy 1 th¸ng 4 xÝ nghiÖp cã 400 c«ng nh©n
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VÝ dô
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2.2. L-îng t¨ng/gi¶m tuyÖt ®èi
C«ng thøc:
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VÝ dô
Gi¸ trÞ XK
10,0 10,2 11,0 11,8 13,0 14,8
(triÖu USD)
i (tr$)
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2.2. L-îng t¨ng/gi¶m tuyÖt ®èi
CT:
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Quan hÖ gi÷a c¸c i vµ i
= x2 – x 1
2
3 = x3 – x 2
4 = x4 – x 3
……………
n = xn – xn-1
=>
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VÝ dô
Gi¸ trÞ XK
10,0 10,2 11,0 11,8 13,0 14,8
(triÖu USD)
i (tr$)
i (tr$)
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c) L-îng t¨ng/gi¶m tuyÖt ®èi b×nh qu©n
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VÝ dô
i (tr$)
i (tr$)
(tr$)
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2.3. Tèc ®é ph¸t triÓn
CT:
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VÝ dô
ti (%)
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2.3. Tèc ®é ph¸t triÓn
CT:
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VÝ dô
ti (%)
Ti (%)
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Quan hÖ gi÷a c¸c ti vµ Ti
t2 = x2/x1
t3 = x3/x2
t4 = x4/x3
……………
tn = xn/xn-1
=>
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c) Tèc ®é ph¸t triÓn b×nh qu©n (t)
CT:
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VÝ dô
ti (%)
t (%)
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2. 4. Tèc ®é t¨ng/gi¶m
CT:
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VÝ dô
ti (%)
ai (%)
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2. 4. Tèc ®é t¨ng/gi¶m
b) Tèc ®é t¨ng/gi¶m ®Þnh gèc (Ai)
KN: lµ tû sè so s¸nh gi÷a l-îng t¨ng/gi¶m
®Þnh gèc víi møc ®é kú gèc cè ®Þnh
ý nghÜa:
CT:
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VÝ dô
i (tr$)
Ti (%)
Ai (%)
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c) Tèc ®é t¨ng/gi¶m b×nh qu©n
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VÝ dô
t (%)
a (%)
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2.5 Gi¸ trÞ tuyÖt ®èi 1% t¨ng/gi¶m (gi)
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VÝ dô
ai (%)
gi (tr$)
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B¶ng chØ tiªu ph©n tÝch DSTG
N¨m 1997 1998 1999 2000 2001 2002
xi ($)
x ($)
i ($)
i ($)
($)
13 ti (%)
Ti (%)
t (%)
ai (%)
Ai (%)
a (%)
gi ($)
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L-u ý
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IV. Dù ®o¸n b»ng ph-¬ng ph¸p DSTG
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1. Ph-¬ng ph¸p dù b¸o sö dông l-îng
t¨ng/gi¶m tuyÖt ®èi b×nh qu©n
¸p dông: khi l-îng t¨ng hoÆc gi¶m tuyÖt ®èi
liªn hoµn cña hiÖn t-îng qua thêi gian xÊp xØ
b»ng nhau.
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Dù b¸o GTXK cho n¨m 2003 vµ 2004
ŷ 2004 =
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2. Ph-¬ng ph¸p dù b¸o sö dông tèc
®é ph¸t triÓn b×nh qu©n
¸p dông: khi tèc ®é ph¸t triÓn liªn hoµn cña
hiÖn t-îng qua thêi gian xÊp xØ b»ng nhau
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Dù b¸o GTXK cho n¨m 2003 vµ 2004
ŷ 2004 =
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3. Ph-¬ng ph¸p ngo¹i suy hµm xu thÕ
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• HQ theo thêi gian
Trªn c¬ së c¸c møc ®é cña mét DSTG, x¸c
®Þnh mét hµm håi quy theo thêi gian ph¶n
¸nh sù biÕn ®éng cña hiÖn t-îng qua thêi
gian.
D¹ng tæng qu¸t cña hµm HQ theo thêi gian:
yˆ f ( t ) (hµm xu thÕ)
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VÝ dô:
0.8
1997 430
440 0.6
2002 455
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Ph©n tÝch
Tiªu thøc kÕt qu¶:
Tiªu thøc nguyªn nh©n:
M« h×nh sö dông:
X¸c ®Þnh a, b b»ng hÖ ph-¬ng tr×nh:
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B¶ng sè liÖu
t y y.t t2
425
430
432
445
452
452
455
3091
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X¸c ®Þnh gi¸ trÞ tham sè
Hµm xu thÕ:
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t t=0
y na b t y na
2 2
yt a t b t yt b t
y
a
n
yt
b 2
t
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XÐt cho vÝ dô trªn
N¨m GTXK t’ yt’ t’2
1996 425
1997 430
1998 432
1999 445
2000 452
2001 452
2002 455
3091
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X¸c ®Þnh ®-îc c¸c gi¸ trÞ cña a,b
y
a
n
yt
b 2
t
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NhËn xÐt
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§å thÞ hµm xu thÕ theo thêi gian
500 500
450 450
400 400
350 350
300 300
250 Line 1 250 line2
200 200
150 150
100 100
50 50
0 0
1 2 3 4 5 6 7 -3 -2 -1 0 1 2 3
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NÕu sè lÇn thu thËp sè
t liÖu theo thêi gian lµ sè
ch½n
N¨m GTXK ($) t t’
1995 420
1996 425
1997 430
1998 432
1999 445
2000 452
2001 452
2002 455
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Nam GTXK t’ yt’ t’2
1995 420
1996 425
1997 430
1998 432
1999 445
2000 452
2001 452
2002 455
∑ 3511
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X¸c ®Þnh ®-îc c¸c gi¸ trÞ cña a,b
y
a
n
yt
b 2
t
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