In: Statistics and Probability
What is value of standard deviation of the 3-year moving average of Germany’s GDP from 1951 to 1982? (Note: You should compare this value with the standard deviation of the original German GDP time series).
| Unit 7 | Homework | Data | ||||||
| Age | Systolic BP | Year | Stories | Height | Year | Germany GDP | ||
| 47 | 145 | 1990 | 54 | 770 | 1950 | 5.725433 | ||
| 65 | 162 | 1980 | 47 | 677 | 1951 | 6.256754 | ||
| 46 | 142 | 1990 | 28 | 428 | 1952 | 6.70308 | ||
| 67 | 170 | 1989 | 38 | 410 | 1953 | 7.256435 | ||
| 42 | 124 | 1966 | 29 | 371 | 1954 | 7.72644 | ||
| 67 | 158 | 1976 | 38 | 504 | 1955 | 8.570349 | ||
| 56 | 154 | 1974 | 80 | 1136 | 1956 | 9.076571 | ||
| 64 | 162 | 1991 | 52 | 695 | 1957 | 9.45931 | ||
| 56 | 150 | 1982 | 45 | 551 | 1958 | 9.665697 | ||
| 59 | 140 | 1986 | 40 | 550 | 1959 | 10.259906 | ||
| 34 | 110 | 1931 | 49 | 568 | 1960 | 10.608815 | ||
| 42 | 128 | 1979 | 33 | 504 | 1961 | 11.032132 | ||
| 48 | 130 | 1988 | 50 | 560 | 1962 | 11.384714 | ||
| 45 | 135 | 1973 | 40 | 512 | 1963 | 11.611703 | ||
| 17 | 114 | 1981 | 31 | 448 | 1964 | 12.266443 | ||
| 20 | 116 | 1983 | 40 | 538 | 1965 | 12.813883 | ||
| 19 | 124 | 1968 | 27 | 410 | 1966 | 13.016213 | ||
| 36 | 136 | 1927 | 31 | 409 | 1967 | 12.964814 | ||
| 50 | 142 | 1969 | 35 | 504 | 1968 | 13.730252 | ||
| 39 | 120 | 1988 | 57 | 777 | 1969 | 14.665157 | ||
| 21 | 120 | 1987 | 31 | 496 | 1970 | 15.392277 | ||
| 44 | 160 | 1960 | 26 | 386 | 1971 | 15.720841 | ||
| 53 | 158 | 1984 | 39 | 530 | 1972 | 16.197464 | ||
| 63 | 144 | 1976 | 25 | 360 | 1973 | 16.907173 | ||
| 29 | 130 | 1920 | 23 | 355 | 1974 | 16.97702 | ||
| 25 | 125 | 1931 | 102 | 1250 | 1975 | 16.72403 | ||
| 69 | 175 | 1989 | 72 | 802 | 1976 | 17.6721 | ||
| 1907 | 57 | 741 | 1977 | 18.195684 | ||||
| 1988 | 54 | 739 | 1978 | 18.798212 | ||||
| 1990 | 56 | 650 | 1979 | 19.640699 | ||||
| 1973 | 45 | 592 | 1980 | 19.935295 | ||||
| 1983 | 42 | 577 | 1981 | 19.903635 | ||||
| 1971 | 36 | 500 | 1982 | 19.723139 | ||||
| 1969 | 30 | 469 | 1983 | 19.985983 | ||||
| 1971 | 22 | 320 | ||||||
| 1988 | 31 | 441 | ||||||
| 1989 | 52 | 845 | ||||||
| 1973 | 29 | 435 | ||||||
| 1987 | 34 | 435 | ||||||
| 1931 | 20 | 375 | ||||||
| 1931 | 33 | 364 | ||||||
| 1924 | 18 | 340 | ||||||
| 1931 | 23 | 375 | ||||||
| 1991 | 30 | 450 | ||||||
| 1973 | 38 | 529 | ||||||
| 1976 | 31 | 412 | ||||||
| 1990 | 62 | 722 | ||||||
| 1983 | 48 | 574 | ||||||
| 1984 | 29 | 498 | ||||||
| 1986 | 40 | 493 | ||||||
| 1986 | 30 | 379 | ||||||
| 1992 | 42 | 579 | ||||||
| 1973 | 36 | 458 | ||||||
| 1988 | 33 | 454 | ||||||
| 1979 | 72 | 952 | ||||||
| 1972 | 57 | 784 | ||||||
| 1930 | 34 | 476 | ||||||
| 1978 | 46 | 453 | ||||||
| 1978 | 30 | 440 | ||||||
| 1977 | 21 | 428 | ||||||
| Year | Germany GDP | 3-year MA |
| 1950 | 5.725433 | |
| 1951 | 6.256754 | |
| 1952 | 6.70308 | |
| 1953 | 7.256435 | 6.22842233 |
| 1954 | 7.72644 | 6.73875633 |
| 1955 | 8.570349 | 7.22865167 |
| 1956 | 9.076571 | 7.85107467 |
| 1957 | 9.45931 | 8.45778667 |
| 1958 | 9.665697 | 9.03541 |
| 1959 | 10.25991 | 9.400526 |
| 1960 | 10.60882 | 9.794971 |
| 1961 | 11.03213 | 10.1781393 |
| 1962 | 11.38471 | 10.6336177 |
| 1963 | 11.6117 | 11.0085537 |
| 1964 | 12.26644 | 11.3428497 |
| 1965 | 12.81388 | 11.7542867 |
| 1966 | 13.01621 | 12.2306763 |
| 1967 | 12.96481 | 12.6988463 |
| 1968 | 13.73025 | 12.9316367 |
| 1969 | 14.66516 | 13.237093 |
| 1970 | 15.39228 | 13.786741 |
| 1971 | 15.72084 | 14.5958953 |
| 1972 | 16.19746 | 15.259425 |
| 1973 | 16.90717 | 15.770194 |
| 1974 | 16.97702 | 16.2751593 |
| 1975 | 16.72403 | 16.6938857 |
| 1976 | 17.6721 | 16.8694077 |
| 1977 | 18.19568 | 17.1243833 |
| 1978 | 18.79821 | 17.5306047 |
| 1979 | 19.6407 | 18.2219987 |
| 1980 | 19.9353 | 18.8781983 |
| 1981 | 19.90364 | 19.4580687 |
| 1982 | 19.72314 | 19.826543 |
| 1983 | 19.98598 | |
| sd | 4.47684 | 4.02554558 |
Formula
| Year | Germany GDP | 3-year MA |
| 1950 | 5.725433 | |
| 1951 | 6.256754 | |
| 1952 | 6.70308 | |
| 1953 | 7.256435 | =AVERAGE(I2:I4) |
| 1954 | 7.72644 | =AVERAGE(I3:I5) |
| 1955 | 8.570349 | =AVERAGE(I4:I6) |
| 1956 | 9.076571 | =AVERAGE(I5:I7) |
| 1957 | 9.45931 | =AVERAGE(I6:I8) |
| 1958 | 9.665697 | =AVERAGE(I7:I9) |
| 1959 | 10.259906 | =AVERAGE(I8:I10) |
| 1960 | 10.608815 | =AVERAGE(I9:I11) |
| 1961 | 11.032132 | =AVERAGE(I10:I12) |
| 1962 | 11.384714 | =AVERAGE(I11:I13) |
| 1963 | 11.611703 | =AVERAGE(I12:I14) |
| 1964 | 12.266443 | =AVERAGE(I13:I15) |
| 1965 | 12.813883 | =AVERAGE(I14:I16) |
| 1966 | 13.016213 | =AVERAGE(I15:I17) |
| 1967 | 12.964814 | =AVERAGE(I16:I18) |
| 1968 | 13.730252 | =AVERAGE(I17:I19) |
| 1969 | 14.665157 | =AVERAGE(I18:I20) |
| 1970 | 15.392277 | =AVERAGE(I19:I21) |
| 1971 | 15.720841 | =AVERAGE(I20:I22) |
| 1972 | 16.197464 | =AVERAGE(I21:I23) |
| 1973 | 16.907173 | =AVERAGE(I22:I24) |
| 1974 | 16.97702 | =AVERAGE(I23:I25) |
| 1975 | 16.72403 | =AVERAGE(I24:I26) |
| 1976 | 17.6721 | =AVERAGE(I25:I27) |
| 1977 | 18.195684 | =AVERAGE(I26:I28) |
| 1978 | 18.798212 | =AVERAGE(I27:I29) |
| 1979 | 19.640699 | =AVERAGE(I28:I30) |
| 1980 | 19.935295 | =AVERAGE(I29:I31) |
| 1981 | 19.903635 | =AVERAGE(I30:I32) |
| 1982 | 19.723139 | =AVERAGE(I31:I33) |
| 1983 | 19.985983 | |
| sd | =STDEV(I2:I35) | =STDEV(J5:J34) |
sd for moving average =
| 4.02554558 |
sd for original data =
| 4.47684 |
sd in moving average is less than that of original data