经济决策定量 第二章Forecasting部分翻译

经济决策定量第二章Forecasting部分翻译

Forecasting the future is a fundamental aspect of business decision making.Future sale is the most important variable in business forecasts.Knowledge about sales is a prerequisite to the budgetary and planning process.

预测未来是企业制定决策的一个基本方面。未来的销售是在业务预测中最重要的变量。有关销售知识是预算和规划过程的一个先决条件。

1.Forecasting using past data

The historical patterns of a variable are identified and projected into the future.These patterns are abtained through extrapolation from time series data.

1.用过去的数据预测

一个变量的历史模式可以用来识别和预测未来。这些模式是通过外推法从时间序列数据。

2-Forecasting using causal models

A relationship is found between the unknown variable and one or more other known variables. The values of the known variables are then used to predict the value of the variable of interest.

2.用因果模型预测

可以从未知的变量与一个或多个已知的变量发现数值关系。使用已知变量的值然后用于预测的所需的变量值。

3.Forecasting using judgment

Quantitative representations are used to express judgments in terms of subjective probabilities. These methods can incorporate the forecaster’s actual “batting average”and may provide a way to express collective judements.

In this chapter,we will survey the forecasting methods commonly used in each of these three categories.

3.主观判断来预测

定量表示法用来表达主观概率判断。这些方法可以纳入预测者的实际平均成功率，而且可能会提供一个表达集体决策的方法。

在这一章，我们将研究以上三个模型中常用的预测方法。

A time series is a numerical sequence in which individual values are generated at regular intervals of time. The goal of time series analysis is to identify the swings and fluctuations of a time series and then to sort them into various categories by the arithmetic manipulation of the numerical values abtained.

时间序列是其中的单个值产生规律的间隔时间的数值序列。时间序列分析的目标是找出波动和波动的时间序列，然后把它们划分为各种类别由数值导出的算术操作。

Several models can be used to characterize time series.The classical model used by economists provides the clearest explanation of the four components of time series variation, which are secular trend,cyclical movement,seasonal fluctuation,and irregular variation.These components can be related to the forecast variable by mathematical equations.The forecast variable is denoted b the symbol Y t , where the subscript t refers to a period of time.

几种模型可以用于时间序列的特点。经济学家们所使用的经典模型提供了清晰的解释的四个组成部分的时间系列变异，即长期趋势、周期性运动、季节性波动和不规则变化。这些组件可以与有关的预测变量的数学方程。预测的变量用公式Yt表示，下标t 在这里指的是一段时间。

The classical time series model originally used by economics combines the four components of time series variation,

Yt=Tt * Ct *St * It

经济学家最初所用的典型时间序列模型包括以下四个部分。