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標題: 預測泰國鳳梨罐頭出口量
Forecasting export quantity of canned pineapple in Thailand
作者: 張玉文
Wannaporn Chantima
關鍵字: ARIMA模型;SARIMA模型;SARMA(1,1,1)(1,1,1)12模型;SARMA(2,1,1) (1,1,1)12模型;鳳梨罐頭;預測;ARIMAmodel;SARIMAmodel;SARMA(1,1,1)(1,1,1)12model;SARMA (2,1,1)(1,1,1)12model;Canned pineapple;Forecasting
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本研究是利用sarima 和 arima box -jenkins模型來預測泰國的鳳梨罐頭出口量。希望透過本研究可以達到三個目的:(1)分析了解泰國對美國輸出鳳梨罐頭的數量 (2)分析了解泰國對歐盟輸出鳳梨罐頭的數量 (3)針對預測出的結果提出泰國出口政策的建議。本研究收集2012年1月至2016年12月間的180筆資料 (observation),並將數據量化分析,數據分析步驟依序為(1) 穩定檢定、 (2) 模型判別、 (3) 估計、 (4) 預測。藉由檢定從泰國到美國的鳳梨罐頭出口量之平穩性可以得知穩定值屬於第一個差異 (d=1) ;然而,檢定泰國對歐盟的鳳梨罐頭出口量之平穩性可以得知穩定值屬於平穩(d=0)。
出口量之最符合模型為 SARIMA (2,1,1)(1,1,1)12;而泰國對歐盟的鳳梨罐頭出口量之最符合的模型則屬於SARMA (1,1,1)(1,1,2)12。本研究盼在評估出最貼切的模型之後,並以此模型預測下一年泰國對美國和歐盟的鳳梨出口量。

This paper studies the forecasting export quantity of canned pineapple in Thailand by using SARIMA and ARIMA Box-Jenkins models as forecasting methodology. Purposes of this study are, (1) to study canned pineapple export quantity from Thailand to the United States, (2) to study canned pineapple export quantity from Thailand to the European Union, (3) to interpret the estimated result for Thailand''s export policy suggestion. This study uses quantitative analysis on secondary data, which has been collected from January 2002 to December 2016, total 180 observations. The study has analyzed in four parts including; 1) stationary checking; 2) model identifying; 3) estimating; 4) forecasting. After testing the stationarity of canned pineapple export quantity from Thailand to the United States, the data is stationarity at 1st difference (d=1). Moreover, the stationarity of canned pineapple export quantity from Thailand to the European Union is at the level (d=0). When time series are stationary, the study estimates the possible models. Most appropriate Models for canned pineapple export quantity from Thailand to the United States are SARIMA (2,1,1) (1,1,1)12 and SARIMA (1,1,1) (1,1,2)12 models for canned pineapple export quantity from Thailand to European Union. After estimating the most appropriate models, then the models are used to forecast canned pineapple export quantity from Thailand to the United States and from Thailand to European Union in one year forward.
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