Register Number
SATHYABAMA
INSTITUTE OF SCIENCE AND TECHNOLOGY
(Deemed to be University U/S 3 of UGC Act,1956)
Programme & Specialisation: B.E - CSE with DS
Title of the Paper : Time Series Analysis Max. Marks: 100
Course Code : SCSA1513 (2020/2021) Time : 3 Hours
Date : 25-04-2024 Session : AN
________________________________________________________
(NOTE: Assume relevant data, if found missing)
PART - A (10 × 2 = 20)
Answer ALL the Questions
1. Categorize different types of diagrams commonly used to
represent statistical data. (CO1)
2. List the mode of presentation of data. (CO1)
3. Distinguish additive and multiplicative model. (CO2)
4. List the components of Time series. (CO2)
5. Explain the method of Least Squares. (CO3)
6. What is the formula for calculating Seasonal Index? (CO3)
7. Discuss about Karl Pearson Correlation coefficient. (CO4)
8. Recall the Normal Equations for fitting a straight line equation.
(CO4)
9. Recall the formula for Mean Absolute Percentage Error.
(CO5)
10. Recall the definition of Non - Stationary Time Series. (CO5)
PART - B (5 × 16 = 80)
Answer ALL the Questions
11. Construct a Histogram, Frequency Polygon for the following
data. (CO1)
Grade A B C D E F G
Students 4 12 18 25 14 6 2
(or)
12. Construct Less than Ogive and More than Ogive for the
following data: (CO1)
Cost of production 4-6 6-8 8-10 10-12 12-14 14-16
No of farms 13 111 182 105 19 7
13. Fit a trend line to the following data by the method of semi- averages:
(CO2)
Year 1986 1987 1988 1989 1990 1991 1992
Output 600 800 1000 800 1200 1000 1400
(or)
14. Construct trend for four yearly moving averages for the following data.
(CO2)
Year: 1988 1989 1990 1991 1992
Production: 614 615 652 678 681
Year: 1993 1994 1995 1996 1997 1998
Production: 655 717 719 708 779 757
15. Evaluate the seasonal index for the following data by the method of simple averages:
(CO3)
Year IstQr
2ndQr 3rdQr 4thQr
1986 - -
11.0 11.0
1987 12.5
13.5 15.5 14.5
1988 16.8
15.2 13.1 15.3
1989 11.2
11.0 12.4 13.2
1990 13.3 10.5
- -
(or)
16. Explain briefly the method of Simple Averages. (CO3)
17. The two line of regression are 8x – 10y + 66 = 0
40x – 18y – 214 = 0
The variance of x is 9. Find (a) the mean values of x and y
(b) Correlation coefficient between x and y. (CO4)
(or)
18. Compute Spearman’s Rank correlation coefficient for the
following data: (CO4)
Person A B C D E F G H I J
Rank in Statistics 9 10 6 5 7 2 4 8 1 3
Rank in Maths 1 2 3 4 5 6 7 8 9 10
19. Elaborate in detail about the ARMA model. (CO5)
(or)
20. Write down the assumptions in ARIMA model building and the
steps to test the stationarity of a given time series. (CO5)