1.

Additive Model of Time Series .

Answer»

Additive Model of Time Series :

= Tt + St + Ct + Rt
Where, yt = Total variation of time series
T= Trend, St = Seasonal component,
Ct = Cyclical component,
R= Random component

  • Trend ; T= y– (St + C+ Rt)
  • Seasonal component: St = yt – (Tt + Ct + Rt)
  • Cyclical component :Ct = yt– (Tt + St + Rt)
  • Random component: Rt = yt – (Tt + St + Rt)


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