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研究生: 譚光榮
Tan, kuang Jung
論文名稱: 時空數列分析在蔬菜價格變動與產銷策略之研究
Spatial Time Series Analysis and it's Application : A Production- Marketing Strategy for the Vegetables Price
指導教授: 吳柏林
Wu, Berlin
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 1993
畢業學年度: 81
語文別: 中文
論文頁數: 34
中文關鍵詞: 時空數列STARMA模式自相關預測
外文關鍵詞: Weighting matrix, STARMA model, Autocorrelation, Forecast
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  • 蔬菜的供給彈性非常小,收成之後,不僅產量會決定售價的高低,同類蔬

    菜之間的替代效果,對於價格變化也有很大的影響力。因此若能事先預測

    同類蔬菜未來的價格變化,即可計劃各類蔬菜的生產量。在本篇論文中,

    我們試著將時空數列應用在非空間系統的經濟領域上。以臺灣地區三種常

    見的蔬菜為例,分別以時空數列的 STARMA 模式與單變量 ARIMA 時間數

    列,利用蔬菜批發價格建立模式,並比較其短期預測效果。最後,就價格

    變動與產銷策略之關係進行討論。


    The supply elasticity of vegetables is so small. Once the

    production has been known, it would reflect on the price as

    soon as possible. And at the same time, the substitute effect

    between the vegetables has also great influence on the change

    of the price. However, if we could forecast the variation of

    the vegetables price,then the production-marketing strategy

    would be planned in advance. In this paper, we apply the

    spatial time series analysis on the field of economic, which is

    included in the non-spatial system. An investigate about the

    price variation for three kinds of vegetables in Taiwan.And the

    comparison of short-term forecasting performance for the STARMA

    model and traditional ARIMA model are also made. Finally, we

    discuss in detail about the relationship between the change of

    vegetable price and production-marketing strategy.

    第一章 前言‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 1

    第二章 時空數列模式
     第一節 STARMA模式‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 3
     第二節 空間階數與加權矩陣‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 5

    第三章 建立時空數列模式
     第一節 確認模式‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 11
     第二節 估計參數‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 14
     第三節 模式診斷及檢驗‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 16

    第四章 時空數列在產銷策略之研究
     第一節 實例研究‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 18
     第二節 結果比較與分析‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 24
     第三節 蔬菜價格與產銷策略‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 29

    第五章 結論‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ 31

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