Zaman serisi analizlerinde tesadüfi (random) dalgalanmaların ve belirsizlik ölçüsünün tahmin edilmesi

Abstract

OZE T Fiyat, verim ve uretim gibi zaman serileri sistematik (trend) ve tesadufi (random) olmak uzere iki bilesene ayrilabilmektedir. Zaman ser/sinden belirli yontemlerle ayrilan tesadufi bileseiiden hesaplanan bazi lstatistikler (standart, sapma, degiskenlik katsayisi gibi) soz konusu zaman serisine ait belirsizlik olcusu olmaktadir. Arastirmada 1950 - 1973donemi Turkiye bugday verim serisi ele almarak trend. trendden sapmalar ve otokorelasyon testleri yardimiyle tesuduji bilesen ayrilmakta ve bu bilesenden hesaplanan degiskenlik katsayisi bugday verimine ait belirsizlik olcusu sayilmaktadir. SUMMARY Estimation of Random Fluctuations and of the Measure of Uncertainty in Time Series Analysis. Time series such as price, yield and production general1y can be separated into two components : the predictable co;inponent, which includes technological advances and long-run economie trend, such as inflation and priee cycles ; and the unpredictable coniponent, which is nonnally associated with weather. When planning for the current years crop program, far; iners are probably more interested in theunpredictable variability affecting current levels of prices, yields, and inco; me. it is only this unpredictable, or random co;inponent which is tried tobe ;measured in this study. Wheat yield per hectare in Turkey for the period of 1950-1973 is taken as a samp1e in this study. By eertain trend and autocorrelation tests, the random co;inponent is separated from the series. By using this random component and the 1950-73 average wehat yield, a coeffident of rando;m variation which is regarded as a mesUre of uncertainty, is computed. For exa; inple, the random variation (variation other than long-term trend) in wheat yield over the years has been 154.fS kg. per hectare. Averege wheat yield for the period of 1950-1973 is 1124.71 kg. per hectare. Accordingly, the co· efficient of random variation for wheat yield is 154.15/1124.71 = 0.1371, or 13.71 per cent.