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  1. Yangon University of Economics
  1. Yangon University of Economics
  2. M.Econ(Statistics)

A Seasonal Time Seriws Model of Production Transformers in Hitachi Soe Electric and Machinery Co.,Ltd(2013-2017) (Ma Yu Wah Hlaing, 2018)

https://meral.edu.mm/records/8958
https://meral.edu.mm/records/8958
8fbbe330-cedd-4fb0-8c80-dbbc2df0cfec
16b17b5b-d341-469d-8460-bea3d7286eda
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Title
Title A Seasonal Time Seriws Model of Production Transformers in Hitachi Soe Electric and Machinery Co.,Ltd(2013-2017) (Ma Yu Wah Hlaing, 2018)
Language en
Publication date 2018-05-01
Authors
Yu Wah Hlaing
Description
Many economic time series exhibit seasonal behaviour. The estimation of
seasonal variation is important problem in time series analysis. Consequently,
seasonal variations are needed to determine and seasonal adjustments are needed in
forecasting. In this thesis, the production series for transforners for the period of
January 2013 to December 2017 are studied.
Stochastic models for monthly production series are found by using Box-
Jenkins model building approach. Basic statistical characteristics for the production
series are first investigated and statistical test for seasonality is applied to each series
to confirm the existence of seasonality. Seasonal variation of the production series for
transformers from January 2013 to December 2017 are measured by using Ratio to
Moving Average Method. Suitable stochastic models for monthly production series
are found by following the three stages of model building, namely, identification,
estimation and diagnostic checking. Whenever needed, computer programs for the
systematic development of the model building procedure are developed. It is found
that ARIMA (1,0, 0) x (0,1,0)D, ARIMA (1,0, 0) x (1,1,0)12 ARIMA (1, 1,0) x
(1,7,0)pmodels are suitable for our series. Forecasting is very important in future
decisions making. The forecast based on the fitted model were also validated in this
thesis in order to support future decision making for planning pu{pose.
Thesis/dissertations
Yangon University of Economics
U Win Min Thant
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