臺灣地區出國觀光旅客需求預測模式之比較分析

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(2) j!®::ffi~.j~i&JfJi&jftfD1nmg~r~~frESlJjJjft~wjC~m"J. · fij!~fi*1i~~~~Th~~. • ~Jtloil~Ilti:~I¥J~f,fi , llit~rPt~I¥J~:fj)( , ti\V~~'&M!tV···~. §.:i. ~~~f§mm. fJ'i~U~. fi*.~.~~mfitl'iI~fi*.~WM~0~~~~o®M~I¥J~.**Wilfi*~*. RMSl. ~P~Tft~~I¥J~O·M~l¥Jfi*~*~m::f@~~mi&JfJ~ai&jftm~~~~~.·~~. 1~~T. &fi*1i~~~1J!g. · ~~:Jt:*&i~*,!H. ' 15MW~ji~t"J. 0. EI:!!tt~~D::f~i&JfJ$r~~~. tLWT~. M.~ti~~*~*m~jimWA~:Jt:~.ttfD~.tt·D~.ftfi*~*m~~~·.~. Error. 1~fi*.~~~rP~~1t. 0. :Jt:~~ttW~wtt(~~~.~~~) o®::f.l¥Jm~~::fM~I¥J~*m~fiM.ft*.n *.~I¥JM.W.MI¥J~.·ESI~~W~~. •• m~fi*ji~~.~M~I¥J~*m~·.~. jC~l¥Jm~·.~T§nft~W~~.~I¥J~Oo. Smo(. ~*iI~~gfi*m~~*m~~ID~~::f~~·~.~(~~)~m.~.MM~~. ~~&~~~~*m~***.fi*AD~:~M#~(~~)~m.~.MM~~'~~ .MM~~&~.WR~~~15$.ft*.~~.*AD~m~~~:~.~(~~)~m. Mea. .~.&MM~~'M.~.~~'MMm~~~&~ft~~~~.ft*.WWil~*m~A .~m~~~·@:Jt:$~*ti§M~~rP~~-~~~~fio ~~iI:9f.~f§m;JtIi*·. Uysal and Crompton(1984,1985);Witt and Martin( 1987);. Martin and Witt(1987) & Witt and Witt(1990) mHW~;rr~.&*&i~~~$~~.*1i~~ ~*~ESIT. ' ~~ • .lz:jj1ftEdlm:Jt:•. .lz:m~a~A~.~*E*. (1983) M~§f1m~U~A~fJ'i~U1@~zp::I$)m~. 0. Makridakis and Winkler. · ~1JDj:~.tt~m~1&~~~. 0. Fritz, Brandon. and Xander(1984) flJm~t.*&i~~A&.~'&Mrd1~7U~AfFfi*~*fJ'i~U~fi =15$~m~U1@1JDj:~~~. · .tt~-=~m~U1@~MliiJi'. 0. · ~M~~. Sheldon and Var(1985) ;rr~IfliTM. ra'~JU~A (Time Series Model) '~iU&i~~A' ~jJ~~ (Gravity Model) &$*~. m~a 15 $ Cal antone, Benedetto and Bojanic (1987) ~n * ~*m~uJt JI:~-~ 00'1:1 I¥J @] ~ · :Jt: $ -§ ti5~;rrMlii. *~ *fJ'i ~a ~~ ~ ~. ~. (Expert-opinion Techniques). 0. tt,~.n*m~~ESIT'@]~.*~*m~I¥J~~15$&ll~§f115$~.mtt·~mw **~);iI¥J15rtJ&.~1~.I¥JID~. 1:1:. ' t~.zp:r~$. , Mra'tI~~A '. 0. Martin and Witt(1989) ~mT~iU&i~~A. '. fm~. ~jj1~~~~A (Stepwise Regression) ~~3U~[9MiI*. - 180. Cha.

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(7) ~. ••• lli~B*.~~*m~m~~~.. weB) BbX + 8CB) e (B S) o(B) t cf>(B) ~ CBS) Jtr:pw(B)=wo -wIB _···-wsB s. (1). ,. o(B)=1 -oiB --···-orBf 8(B) 't/>(B) , 9 (BS) , w. (B) m B z s ~~~lJiA' 8 (B). ~. (1) Amm (b,r,s) ~~z,'~~f(flA. ]!!J1t-*:tt!!'ilflAfl k. Bz. ~. (BS). ~OrrrpJT~. d~~lJiA'. 0. b ~~~~f( (delay parameter) ,. 0. lfim~A~f(. X It ,X 2t , ... Xkt IF.f '. ~U (1) AQ]"m.f~-ffl9:A~. :. E. 8(B) 9 (B S). _ k wj(B) bj. oj(B) B XJt + cf>(B) ~ (B S ) at. YtJtr:p Yt W XIt,X2t, ... Xkt. ~~zp:~~lF.frdjFf9U. 0. ~~~f(flA.~.~W • • ~~MFf~flAZ.~ffi~'~~-~~~~~Ao~~ .~~MMFf~MA~.~,.~~~~f(MAm~&~~fflMA~~'~f(~fi&MAB 1Ii~*WJ;)~*.g.~zMA. (1m). ' J3.£'~r.F.g.mfmL§{~1j , lIf~fi.g.~zflA. 0. at fa' ~ j}"ffl ~~H~ i(. IF.frdjtl~fj~UMA. (Trend Curve Analysis). ~J;)fm*.~Mtm"~f(ffjjJ;)Mr",'mm". .~'~~~~mftMA~~re~-fi~MA*.ffi.*~WMMzM~~~oJt~.~a. fl-*Utt~=*Utt~~A,*.Q]".MWUT+.*~zm.MA:. MA- (Linear formula) : Yt=.BO+.Blt+ Et MA= (Constrained hyperbola formula) :. ~t. MJ:t.=:. (Exponential formula) : InYt=.Bo+.B1 t+ MAil9 (Geometric formula) : InYt=.Bo+.Bllnt+. =.BO+.BI+ + Et Et. Et. MAli (Semilog formula) : Yt=.Bo+.Bllnt+ Et MJ:t/\ (Modified exponential formula) : InYt=.Bo+.BI+ + Et - 185.

(8) ~:lrJ&I~*~~~~~H:;+-WI. mp:;1:; (Hyperbola formula) : Yt =,60+,61+ + mP:;J\ (Modified formula) :. ~t. =,60+,61 t+. Et. Et. mp:;iL (Quadratic formula) : Yt=,60+.Blt+,62t2+. Et. mp:;+ (Log qudratic formula) : InYt=,6o+,6lt+,62t2+ ;!'t:rf1Yt1~tWJz~*ii,8o,. ,81' ,82~~1l'. Et. (2)P:;rf11Z9. Et. ~Wt~llZP:. ~JIj~=ftllJio. 1£•. ..t3ztmP:;lIP-Ji&zimliimp:; , IZ9Jtt:(f~llf3~t:15UiH*t)ft/J\ZP:15~*f3H 0 :(fmp:;~~1f.¥ ' t) mp:;.~~z.~&~IlMH~zg.W~'~~ftmp:;m.nh~~'.~~mlf.¥~A~. R-square. lrni.&:~mp:;z.~ij~h&~. ~zJ.!tLmmp:;. MAPE ' RMSPE WP13;!'t:fJi~Uij~h ' ~lf~-t§Jfft. :i: S[I] n. ~. S[I]~S. o. 0. mllzp~$. (exponential smoothing). ~t~-m1l!m~¥-Ff:1U~;j4~7}fJTZ:15$. ,. tlO~. If.¥OOFf:~7}~$Jtt$~~m~*z~;j4~*.~mP:;&m.o@~~~;j4~zmg~~,~. ~~z7}~$'*B..t~Mmllzp~$7}.~*EttW*Ettz7}~$o;!'t:rf1~7}mM¥m. IlZP. ~. $ (simple exponential smoothing) , = '-=~Wmllzp~H~. smoothing). ~W t~. IlZP ~ $ (double exponential. (triple exponential smoothing). ~*~fJfJi~U7}~. 0. *ntf. ~IZ9D*~;j4.Wft~.ttM~mp:;,~~m=~rollzp~$*.~Ff:~zmp:;,~mm.. zm. 0. ~.. zfJi~U~~. ,6ff~te-~. Abraham and Ledolter( 1983). n flm.~lrniZFf:1U Yt. ;!'t:~frJ I. WJ. :. 1'n\I)=C2+ 1 -w I)~f\ _ ~l+ 1 -w I)S1\ wnw. =(2+. 1. Ct -Ct. I)S\1l _ (1+ n. 1. SS. n. Ct -Ct. I)S\1). (2). n. =1- w ~ZP~-mll (smoothing constant) ,. fifbft/J\. S[~l ~-~WZPrIH1t~tit (single smoothed statistic) , S[~l .=~Wzp71U!tn:lt (double. tr~". P:;rf1 w l.MffW{*1l (discount coefficient) ,. smoothed statistic). 0. ;!'t:7E~tlOT,6ffT. a. .99'. :. Il~ZP. - ]86.

(9) ~._Eili~w*.~m*m.m~zft~. +. wS[I] . (3). S[2]=(1 -w)S[I] + wS[2]. (4). S[1]=(1 -w)Y n. n. n. n-I. n. n-I. (2);i:\ rp ~fji~Uf~-ar ~7F JjJG-~~ZjSrlt*1t:M:i:fO=~ZjSrlt*1t:M:& ziti~ , ~Jltfji~U~fj!!pmm= ~~f!ilI(ZjSrlt1~. , ,l:~. 0. 1f.~lJ!mrpEl3(2);i:\!!P-ar~.l±lfji~rrf~. I\dj. :& S[1] W S[2J n n. f~ . S~]. fO S[~]. 0. 0. @~&'~JHt*~ZjStltm. a =1-wfOZjStIt~*. ffiJEl3(3)J:tfD(4)J:t-ef A -arfum~j®$*tl'}ZjSrlt*1t:M:i: ' nt~~,mU(U!g~Mi~. 0. f.ttl1~ Abraham. S [I] o -130 _A. and Ledolter(1983) pJi~l±lz~~af~~[JT : w. _. A. .. 13 1. S [2] _Af3 _ 2 W f3A o - 0 1 -w I. 1[r'IJ. :ttrp. ff . n. A. 13 1. =. L;(t- n+ 1 t=! 2 )Y t n. f!il . L;(t_ n +12 (=1 2). ial. A f3o=Y _Af31 n+ 1 2. Uff ~tl. M. ¥~ZjStIt~1( a z~l&JJjUW a f~f~. '. 0. !!P~l&. : n. SSE( a )= ~ [Y 1 n. =E. Z) . A. -. Y I - 1(1)]. [Y - (2+ 1. 1=1. ~ii'J\. JlIJ~~~f~fji~rr~iW-WlZ~Z!E:ZjS1:1fOmii'J\Z a f~. 0. Brown(1962). 2. )S[I] +(1 +. Q. 1-. )S[2]. Q. 1-. Q. (-I. ]2. .. ~.1f=~~f!ilI(ZjSm$rp a z~~fHlllfr~. Wf~"~J!!m rp~JJ! a 1!H:~I±l:ttfHlII. .99 flJjlJ!z SSE(. (-I. Q. a ) f~. 0. *Uff~JlIJEl3. 0.05 ¥ 0.30 Zrs' , @. 0.01 ¥ 0.99 rs',l:). 0.01. , ~~:ttrpJi'J\ SSE pJiJjlJ!z a f~f'FmZjSm-m-.. ~fOZP:m.M:i:~~~'~ • • ~7fji • • ~o. -187 . ~rs'~5}jjrrM 0. -. iIZjSm-m.

(10) ~, "~~i~ 1i~~f~'~~W. (log-linear form). 1rA~~(. : Uysal and Crompton(l984);Witt and Martin(1987); Witt and Witt. tljm~. ~lJZPfTfll¥Jfi16m*fj~Uif~CPzH.f~~~A1f1H;g:j:).tJIU~'/'1~A ill:E~. I¥J '. ~D. (1990,1991); ... ~ ,. tJffJ¥~~f(mztJf(f&;tt{*f(tEf~~!!~Lt;ij!m~'11{*f(. -1Jf~AzHIU~~~A. '. ° *if~!*mz¥. {*tlj}1Ut7t~~*mm{~Ugmz~~ffJ¥~l&~f(z~~. ,. ~f(rm§. E8~ffJ¥~~. ~~m~,m~~."zmzm~a~&~~~~~zffili.~ffJ¥~'*if~~mzT;ttCP • •. -7E: ' Yffilt. .l¥Jtl~~~~ffi:. ~IE~Jd~5. • • ~MM~'ffitJm • • W~m~'ffitJ~$&nM~16D~A~'. @om=. §39HWtJHr A${tj:mHjlJ;f~A[j~~~1JOj:).ffJ¥~z ° J§Tl'lpm~AI¥J~*~m :. f@j~~Mz~. ~At. (Variance. ;ttcpYtm~t~~B~l¥Jfi16D~A~o. gnpt. m~. t ~i5'l'f•• ~MpM~. 0. f~~t~tp~:. ~Jl:tfJGfM. cpit m~ t ~B~WfJG~Z:f§tJm • •Wf.1~f( °. eXt. m~. t ~B~WfJG~Z:f§tJlli$. Yt-1 m~ t-l It Et. m[j~~~. Wf.1~f(. ~{3H. ' ,Chpater. 0. 0. ~j\. 0. f3o, '''f3s m*~O~f(. ACPfi161i~~A~. E! fJG:f§mm. ~~B~l¥Jfi161i~~Af(. mwaf~\Fftl~. t=1,2 .... 0. 1 ' F~. 0. Jl:t1Jl. 0. Yt. mfBtffJ¥~~~. (cpi t) ':f§tJlli$ (eXt). , rmffJ¥~~~~~fl • • ~MpM~ (gnpt) ';f§tJm• •. 'nMD161i~~Af(. (Y t - 1). &[j~~f(. (It). 0. tEfi16m*. ~~cp'~A~m;ij!-.~I¥JffJ¥~~f(,~~ttl¥Jn16m*if~cpD~~AmaHD.. (statistical significance). I¥J~~' ~~PfTf~Q]'JX~~A1:E$1i~~rl5ltJij~1J. '. ,&PfT1~~~1J;f. 2 ' 3. D~. ,{*' ~.B. W:j;<. , :;!tQ]'. n~. ~mJXl&D~~*~~z~~''&m • • W~m~ff~~M.~~IJ;f'~~~W~*$~. 1.f\J:!PMz~:. ~flff~jJ1i~~mltJ ° :f§JJm• • Wf.1~~f[J;f§JJIli-*~lUtt~T~16~1¥J1:7I5:fE.t.~. - 188.

(11) ~.~mlli~W*D3~*m.~~zft.. ~. , M4~~n-~fi7'CA~Z.~Y. 1iA~ltH~'~MJtfl*~~N. near form). '. 0. ffifiW;Mfi7'CMf~A~fflJ~~tI&:~A1M{J\J.!I!l¥J{~. MiF1:f-m~¥U*if:D7'Clilkj:).Il:1Hg;J!t~~. fr AIZ9* ( ~Oi&~ , 9HZ .. · ~) ffifijlJtt. and Witt. ~!Jffl~titf~?~H~A1'Fffll1lU. '. {*f(l¥JIE~~~\~j~Olqjft1MpfTffl;Ml¥J. ~~ffff. Jt~m~~. lJdt: eXt. 7:;!tCPfXm. -JE ' ilffil:tJUtfr AIZ9*B'D'li~ffffJE: Yt-1. ~ff~Af!(. f(1E~~*~Ofj;Ml¥JJJj{1Z9. ,. K~pfT1~. , :;!t{*f(.61. ~~~lElJdt. ~~~-:t~U~9H~~pfTfll¥J~a~1Im. '. , ~Jj~~~f!IJ~~rlm*. 0. 1iJfJi;f*~.. g , gnpt. ( :ff ) ~'Ii '. '. : cpit. K~fl~. : m- ,. gtft1MpfT~~l¥Jm~. , Jt{*f(.62. ;t{*~.63 ~~~IE~. K~1iA~{j~. Q]"ij~~j:)r-=~. 0. : ffff It l¥J{*~.64 f!1j:f'. , :tt{*f(IE~?lIJE1t:f'-JE. ~1:~'lim€;. ~~~~. 0. ~filG{*. (multicollinearity) B'Drll,. ~om='~~f(m~7~~Jt~~f(l¥J~Wn'ffff~~~~~*§~~mAcpom~,~ 1il~f(~:f'lt~o mACP13-~f(z.{t~t{*{~ffl r -~fi/j\ZP:1Ht J. (Ordinary Least Square). (Variance Inflation Factor) *tnJE13-Ji § ~~ra,~:a1:f;;!t~'liff~. 0. ~lij:). VIF. l1t9}Jt~-~j:)~tlit. ~~mA*~.~M~~.~JtH~Ji1:fEJ~W~§ftm~Ii(B~~~-m§ftm~). IZ9 !Itft1M~~{~ffl Durbin-Watson(DW). ;\';ft~t:it*~JEH~l¥J §. § ftt§mmf!IjIZ9JtM411~1:~~l¥J~f({tBtfi!'i ' ~ft~t. '. ,Chpater. j:)mIlJ.f,H~lJjB'D-~W. 13). § ftt§mm'li '. ~~~,~jUi83 ~~. 0. ~~JJaH~1f. Cochrane-Orcutt(CO). #~lj. (Neter,Wasserman,and Kutner(1989). 0. t~A~If)(f!Ijf?(ifr~Ij~f!Ij~If)(Wfi_Z. mJ:t. 1 '. ftt§mm'li. ,. :. F ;\';ftBt:l:~~~ , ~~f!Ij~iF~~:f'~~ , flP~t!m~mAcp Z.~~ , 1tflP:f'ij~~~ ~mA. : ffff T ;\';ftBtii~~~f!IJ~{t. 0. f1m.~. 2'DW.~~iFH~~§ftffiGtto. ~:7\:;~*. 3'%f(~~(IE,~lJdt)~IE~,~m~~~mJj~~f(ffffg~~1:fIE~Z.ffl;M~~'f1. ~UtB~. ~~pfT1~ffff § ~~1:fIE89{*~. ~t\~~. ;M~D7'CAf(~~lElJdt'ffifJj~~~f!ljmfrAIZ9~ffifJEo. ~. , :;!tEJ. !f*~J:. Bfj~7\flfjalUmAcp. , f§~m.~~flm~JJ!~~~ , fEl!MJIi.$)Jj~lE?lIJE ' Bfj. , ~1:J¥!~ifBffff § , ft11.$2H~f(ZP:1ih!{*PfTmB'D ad hoc method '. 1tflP~i~1:ffffilJ®'t:Bt~~ifBl¥J:x¥f. '. *~n~~-ft1RW:1:Jt! - 189. 0. ffff.~it~r~m,¥JUml1lUmA. ' .,.

(12) ~i?,§~fJf~UmA. '. B;¥ra'm~fJf~UmA&~tiU~~fJf~UmA~Ij~p)J;fC~tf:!ll.~ifB~£~. EEmA~tli*~~~mApfTf'Fi¥J-JEt;~~ ~mA. '. ~{Jeffl~~*4. '. 0. gt:tt~ffl'lifffi~ifB. '. ,. jZgttJ0\~Jf. (19. ~1j.~itlF-¥ra'~~ljmA~U'~i?,§. i!t(ir~~irffl*i/t(~MfJf~U (3-6 OO~). ,. fffilF-¥ra't1~mA&HjU~. ~mA~lJjZg{Jeffl ~~*4~~ir ffl*f4t:EtMffl~U (1-2 ~) , ~tttm.$&j~~ZP:rIf$~fjjZg~. ffl~~*4. '. Ml#~~fflttftWJffl~U. 2. 0. (Sc ~~3~ffl.~$Mm~ffl.M'~~~ir~fi~tttt~OO~ffl.Mi¥J*~*m • •. jZgtt*1iff1i:i* Fritz, Brandon and Xander(1984). 1.ij¥U- ]l!m.~fJf~ijf@: Pc. ' :tt0A~Or. Jj3ffl~U~$~ffl~Uf@:1JDflZP::I$). o. , lli\1IiJ. :. m. Pc=. L. WjPj. j= 1. PE. Bt. ~IF-¥M~~.Ai¥J~fi$(.~itIF-¥M~~mA'"~i?,§~mA)~~.~~~~-~. ir~i¥JmA**~~*4.'~lF-¥w.~.(.mir.~~~IF-¥~mtm~~~Ij) '~IF-¥W~~. ~AE. ' jZgtt*::X:f*fflr~U=I!.~Ij*i/t(mA~~. 1 ' AIC. 0. fu. $F!IJ. ~~-rJl~*4~~~ M oo.~I¥J~HmAPJlmir. - 190. '. ~Mlfl5mA.iri¥J&b~. , Akaike.

(13) &:'~. #~~Elli~D*.~~*ffi. I. (1973). •• ~~tt.. ~tfj-fi*'ljtE~~1J ' Jtt~~IJfB(m~ AIC (Akaike's Information Criterion). f$WSj AIC(M)=nlna; + 2M. .~. ~&!. :it $ M ~~A$~IttZOOItt ' q~ ~17~ zft*Mf);{fi5HfiEI. 0. 2 ' SBC $fllj. Schwartz(1978). :mtfjmf);{~. Akaike's BIC. ~~IJI¥J~AjgmU:~f!1J. '. -~mZ~. SBC. (Schwartz's Bayesian Criterion) fo SBC(M)=nln17i + M In n. 'fIl :it$a~~17~zft*M~~H.'M~~A$~~Z.~'n~~~n~.OO~o. (-HR i~'J ij~ fJ -tf1! $ j}'l JJi~U~~jJ z fl~ -~f*tJHjl~U~~z*/J\ *~fi5Jjl~U zfflutfJt ' 1jI; ~ffl~~lj:l:fjl ?ftUfflut fJtl¥J~H:It~. MAPE(Mean Absolute Percentage Error) fD RMSPE(Root Mean Square. Percentage Error) n. ,tE~~)(e:$. Bessler(1985) ... ~, ~. 0. mH&~. MAPE. RMSPE. fB('Hzl¥J~ffl. f!lr6JJ!~. ' {9IHlO Lewis(1982);Kling and. Meade and Smith(1985);Wright(1986). ~~r1¥U~~*/J\)1} , **1I*z~H::1J~l.&.tI~~~~:fIJjl?ftU~~jJ$pJT7-Fij~;mtJlI¥J '. :itnJf'F~**~*:fI!j1JD~r~~:t~fJ ' tEJtt~flt) Direction of Change Error. Change Error. *~fii. fD Trend. 0. 1 '2¥±~*~J.ts~~~~ (MAPE). tE~J~M I AAzfJi?ftU~~~. e/=YT+/ ~. :. \\(1). :it $ T ~rJi~tlZ~~S~6' YT+/ ~ T+l AAZ.~liEI' ?T(l) ~t) T ~~~s~6~iW I AAzfJi~U 1@. 0. :g:rJiJlU~rIrJ. n AAfllJ : -. 191 .

(14) MAPE= _1 n. t. I. el. Y T +I. 1=1. I x 100%. mlilgij~jJ. MAPE <10%. I@j :fflli'i I!t mlilY. 10-20%. JHt~mlilg. 20-50%. -g.~~mlilg. >50%. 1'lEli'i~mlilH. 2 ' •.lU~1Ji31t~~ (RMSPE). 5E~RMSPE. RMSPE=. m:. .It (_e_ n 1:\. ;ft cP n. '. el. 1 YT+I. $,n )2 X. ij!fttf:. 100%. q:rEm. WYT+I 5EfttlO@fJ. mU~J3. 0. 3 '1JiRlf1ft~~ (Direction of Change Error). f!fJim. nfilJ~ft~~1~(fJ~'ilitfflmU(fJnfilJW.~f~~ft(fJnfilJ1'[qJ~PJf~j:'<::~~. ft1JfilJmIE~.~~ftnfilJ~nmit. '. H.fflmu~ft1JfilJIEUipJT r5EHt.l::1::. 0. ~fflmu~ftnfilJmit~"~~ft1JfilJ~nmIE. , ~nfflmU~. ( ~8:. JJjm~m. ;z!. 0. ¥:t;;aJ..::2I ~'ILi'i1 ~. 4 ' a~.ft~~ (Trend Change Error). ~3::~. tI~~ft~~1~(fJ~iitfflmU*~1'IEfi:tfufflmU-~f4~~U(fJti~~ftpJT~j:'<::~~ ~~ft"i'iJ 5tm T~ (downturn). ;m (upturn) ,*m9l::f5Rlf)( Zellner.. (fJ5EfttlOT :. Hong and Gulati(l988). f4 . 0. Yn-2> Y n-1> Y n. { Z>Yn == Upturn (DT) Z::; Yn == No Upturn (NUT) Z. m Yn+!. .<::**fj -192 . 0. ~. ~~~. *4. Y n-2< Y n-1< Y n. { Z<Yn == Downturn (DT) Z ~ Yn == No Downturn (NOT). ;ftcP Yj,Y 2•...•Y n m.mUf~'. , tI. 0.

(15) ~.~Em~ft*.~m*m~m~~li.. jZglttEl33.1.~gg1iJ~~fffiiliP~:iE~/:±rf~fD.t.ft=f!UI~ ~S7tJt. , ,I:)fiMJtI:f:HI~~ftlEutpJT. 0. -=- " ili l@ 1t~ 7t~R ~ 't .;t ffl ~~'J If ~1t ~1" *Jf 3.1. .*~~Sia~. *.~.m • .t.-.~~.~.'~lli~fi**~AD~m~'~fflMJt$'~MtI~ $,m~~m$'.~.~M~~m~,~.~~m~&H. •• ~m~~~m~~$~tt~. ~~lli~fi*.~~*m~m~o~$~7m~am.~~m~m~~,~m~Alli~fi* $E1iJ~.m.~$~m:B*,~~'.~,.~n.~,7t~~~3~.m.z~~m if!am~. , 1~~U~~81 '. 82~Zmif!Ufffiif&. ' 1JU,l:)J:t~31iJ~$Zffiif!Uij~1Jiffi~tttH3mt~Zft. ~m~m~o~~.m~ltt.~lli.am.z.mM.,~~m.7tfi.~~~~,*m~ U~. ( ~83). F~. 0. ) &f=ri&\l3t~wt~~~~~~ifJrQJ ( ~ 69-82 ) Ji~JIJ~~m : ~~69~821f. *m:~~f.f*~ §3(ji$fi*fqjll*~*4 (~69-83 *1fBt*¥~. ( ~ 82-83 ). '$~~~*1fwttH~. 3~.$.Z~Alli~fi*. 0. ••A~'~~ffim,m.~~~m~fD~$Z~&~*1fH~. tI. Mo~$~~m.~$m~ffl~~~~~811fZ~.~Il*.~A~~Moiffi~.~~. 8). m~fDwt.~~~m~=~Jt~ffl.~~~pJT1~' f§Jjm.~~f.1~~&f§JjIIi$Z~. 14. , 1f~. 0. 3.2. nlHmt~;}*ff. EI3<~2>~alli~B*.~A~Z~JiM~Mm.~'~.lli§~~~OO~~~~. AW~B*~*'W~B~.~A~.~m~M.~~~m~o~~~~~~74~~~. ~~~.'~~751fM~~~~'iffiEl3~~~~1fi&W •• H~*~ ••i&.~.'~~. ~lli~fi*.~A~~*m~~o~$~~~n~.ifJ.m~.'~~~78~~.751 - 193. I,.

(16) %'~~.~~lli~ft*~~A.W~.~~'~R~~~~l00.A*~~~R~~~ ~. 400 ~.A*' ~~Tl2Bfg:~~ (Jl~~~R82). 0. A.tt 600,000 500,000 400,000 300,000 200,000 100,000. 79/\. 81/1. -f I Yl. A.tt 5,000,000 4,000,000 4,000,000 3,000,000 3,000,000 2,000,000 2,000,000 1,000,000 1,000,000 500,000. L---------. O.~~~--L-~-L~L-~-L~--~~~~. 69707172. 7374757677. - 194. 78798081. 82-f.

(17) ~~~.m~R*~~~*m~m~~tt. ~ 821:F. 1i5:. ,. <.2>,m.nh~~.$=. •• ~o ftl.~~Z m~RlJfi. <~1> ~~ ~ ~ ~ 72~ 73 ~ 74 ~ 75 ~ 76 ~ 77~ 78 ~ 79 ~ 80 ~ 81 ~ 82 ~. 69 70 71. 'l' ~1~. ffiHf$-. 484,901 575,537 640,669 674,578 750,404 846,789 812,928 1,058,410 1,601,992 2,107,813 2,942,316 3,366,076 4,214,734 4,654,436. 484,901 575,537 640,669 674,578 750,404 846,789 812,928 1,058,410 1,601,992 2,107,813 2,942,316 3,366,076 4,214,734. tm~$=. 683,114 713,172 710,282 834,753 955,554 780,421 1,378,020 2,424,749 2,773,344 4,107,207 3,850,867 5,277,356. m;RIJti~nZJ:t~. <~2> tm~$-. M~$=. MAPE. RMSPE. 14.79 11.01. 15.72 11.26. (-JB~r8,a~tlit +fja::Jra'm~f~hU~El3ft5H~~. , :ttq.t~.JmJ:t- , tL ,+Z Adj R-square ~r'it~ 0.92. , • •ft.ZmJ:to:tt•• ~fi~.~T: ~J:t-= : fn\\=~+,e;t ~J:ttL:. mJ:t+ :. <>. A. A. A. r t=,60+,61 t+,62t2 (). A. A. A. Inrt=,60+,6lt+,62t2 ~. Po. ==. 12.715(108.55) 0.181(12.31). PI. P2. "ji : .ft; 5/f:-. r*J ~ t. ~. ~. ~. tL. 958296(5.58) -277401(-4.92) 40125(10.24). 1tY.. - 195. ~. ~. +. 13.152(120.63) 0.006(0.19) 0.012(5.01).

(18) :l1.t-:lfrffff!lt.=mJ:tz Adj R-square 7ft.. MAPE ' RMSPE 7U1t:T~J..Xnlt~ : Adj R-square. MAPE. RMSPE. m~+. 0.9262 0.9789 0.9769. 12.63 4.02 25.50. 13.13 4.53 29.73. f~~Ctn~J~t±lmJ:tiLz. Adj R-square. m~::::. m~fL. ~ft*.§Jt. MAPE ' RMSPE. #~ft/J\. , !ltIlifEJ'!;.J. WJJEmJ:tiL~ft~mAo. ~~HJH~¥U,8o ,,81 5lft;BJ&ZP:m1¥;~ a ~ , 1l!EJ1~¥UZP:?lH1t:~tit~~af~' SSE( a ) ~p EJH.t~t±l. J!j;Blfx 0.73. a. 0. EI3 0.01. ~. 0.99. ~A1~1~¥U;fr a f~pJT!MJ!jz. of@:. SSEf@: 3.599 3.976 3.711 2.972 2.243 1.741 1.465. x 10 12 x 10 12 x 10 12 x 10 12 x 10 12 x 10 12 x 10 12. ffffa ffl 0.73 ~A~t.t±l ~. f~. , EI3 < ~ 3 > EJ~t±l a. 0. <~3>. 0.01 0.10 0.20 0.30 0.40 0.50 0.60. SSE. of@: 0.68 0.69 0.70 0.71 0.72 0.73 0.74. Sr[11 , Sr[2] ,. ff a ~1TItI!.:z SSE 11 SSE f@: 1.369 1.363 1.359 1.356 1.354 1.353 1.354. x x x x x x x. 10 12 10 12 10 12 10 12 10 12 10 12 10 12. of@: 0.75 0.76 0.77 0.78 0.80 0.90 0.99. 'ftU) 7ft.. et-I(l) ,;!tcp. , ;!t~5fHzOT :. - 196. t. SSE f@: 1.356 1.358 1.363 1.367 1.381 1.516 1.739. EI3 1 ~ 13. x x x x x x x. 10 12 10 12 10 12 10 12 10 12 10 12 10 12. ~.§.!;~69~81.

(19) ~.~~ili~ft*.$.*rn.~~z~.. 0 1 ...,. '-. 3 4 5 6 7 8 9 10 11 12 13. ~j;~. HlP. ell'. t. Yt(1 ). t. - 551,269 205,135 475,529 596,081 653,384 724,209 813,692 813,134 992,186 1,437,344 1,926,786 2,668,123 3,177,629 3,934,716. 484,901 575,537 640,669 674,578 750,404 846,789 812,928 1,058,410 1.601,992 2,107.813 2,942,316 3,366,076 4,214,734. A. S[2]. Sf l ] . Yt. - 656,442 - 27,490 339,713 526,862 619,223 695,862 781,878 804,695 941,563 1,303,483 1,758,495 2,422,523 2,973,750 3,675,255. - 161,740 1066,712 978,548 852,449 779,906 829,194 931,522 844,390 1,179,676 1,933,126 2,550,089 3,577,751 3,932,735 4,895,682. A. :j:~~*I±1~M-WJ~TJhijlJ~~£ et-l (1 )=Y t - Y r - 1(1) ~t~* §f\t:f§~m{*fz '. et-I (l). -. 646,641 491,175. 337,879. 177,871. - 29,502. 17 ,595. -118,594. 214,020. 422,316. 174,687. 392,227. - 211,675. 281,999. E8 < iii 3 >6}1J;O. .*§f\tffi~~fz~~~=fflm~£~~'D~~ffl~~~~.~Uo. (1113> : Lag Covariance Correlation 1.00473E!1 1.00000 -1.47562E9 -0.01469 5289855378 0.05265 -7.87006E9 -0.07833 4 -4. OG077E9 -0.04042 5 -1.19482£9 -0.01189 6 -3.2225£10 -0.32073 7 -1.6851£10 -0.16778 8 4760782957 0.04738 9 -4.65421E9 -0.04632 101.97175E10 0.19525. ~7tm~;:HI71ZACF. 1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 :*~:*==!**;*=*=;=;===:. 1::::*=. 81 f;£j;X.t1~1J;06}tt{UEJJjmlJf~~~ :. Y. (1)=(2 +. 13 . 0.73 /) 0,27. S[I] 13. (1+ 0,73 /) SrlJ 0.27 13. 83JJjmlJf~~JIMiJJjmlJ~~81 i'F:&82i'F~B*AfzJJjmlj{@ , f~H$f:Jt:JJjmlj~~jJ~OT : MAPE. RMSPE. 5.93 . 5.98 - 197. . -§=,/~ .

(20) ~<~l>~~."~zm~~'.~~m-~~~.~~~'~*~.~~mR~ ~a."1'F~~ftfjJE"~. ,fum Box-Cox "~1:J$7J-53UMJtl~1H SSE( A ) fmI~T* : SSEP) - 1. 5.19X]0'i. - 0.5. 5.07 x 10 'i 5.02 x 10 'i 6.59 x 10 'i 1.04 X 10 10. o. 0.5 1. ~<. *. 4 > cpl~?;o~M;~JUlfX § f!.HMft"~ ~ LY t =lnY t 0. '. ~ <~ 4. > ~JU LY t Z ACF. ~~.IH~Moo.~~mZAa.ffia*'~~.~m.*Aa.~*m~~m~'~. ~?;O~~~.~1'Fm7J-'~n-*m7J-&-**w~m7J-.'~~B".m~~m'~~~. (l-B)(l-B12)LYt =. \7\7. 12LY t. 0. (1IJ4) : fHIJLYtZACF Lag Covariance Correlation o 0.523579 1.00000 1 0.492526 0.94069 2 0.478832 0.91454 3 0.468295 0.89441 4 0.454749 0.86854 5 0.451809 0.86292 6 0.438046 0.83664 7 0.431312 0.82378 8 0.415863 0.79427 9 0.410106 0.78328 10 0.401884 0.76757 11 0.396351 0.75700 12 0.399785 0.76356. 1 9 8 7. 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 ********************1 *************** •••• •• ;;;;;;;; •• ;;;;;; ••••• ; •••••• ; ••• •• ;; •••••• ;;; •• ;; •••••• ;; ---. *a ••• ••• -- .;. --. - 198.

(21) #.~~ili~ft*.~~*M~.~Z~.. (1115) : ';91J(I-B)(l-BI2)LYtZACF Lag Covariance Correlation -1 9 8 7 6 5. o 1. 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21. 22 23 24. 0.029857 -0.014513 -0.0003682 0.0011491 -0.0003161 -0.0006746 -0.0004232 0.0025720 -0.0026202 0.0013675 -0.0031471 0.010495 -0.013181 0.0031904 0.0018491 -0.0024224 0.0014654 -0.0007478 0.0014899 -0.0010764 0.0020682 -0.0027080 0.0025790 -0.0017289 -0.0026349. 1.00000 -0.48610 -0.01233 0.05858 -0.01059 -0.02259 -0.01417 0.08614 -0.08776 0.04580 -0.10541 0.35150 -0.44148 o. 10686 0.06193 -0.08113 0.04908 -0.02505 0.04990 -0.03605 0.06927 -0.09070 0.08638 -0.05791 -0.08825. 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 l*~;;;;;;;**;;*;;;*;;:. **;;;;;;;;1. ;;. ;;;;;:;:;;;. ;:. ::: I. (1116) : J¥;9UO-B)(I-BI2)LYtZPACF Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 2. 6 8 9. 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24. -0.48610 -0.32555 -0.15762 -0.07168 -0.06572 -0.08287 0.04584 -0.01938 0.01635 -0.14169 0.34653 -0.15361 -0.18274 -0.17071 -0.16330 -0.10133 -0.10390 -0.07192 0.06040 0.11306 0.05409 -0.01805 0.21334 -0.18521. •••••••••• : ••••••• : •• 0: .•• : .• : .•• :. :::;:::: :;;;.:::::::::= ~:;;:. .:::;*:. .,.. . . . . .~. I. , ............. *;;;:. - 199.

(22) m;B:-:. 'iJ 'iJ 12LYt=(1-81B)(1-. m;B:=: (1- ~ lB12) 'iJ 2.. '. 'iJ 12LYt=(l-81B)at. ~1~fi5~t ~ A. ,. ;JOt. -. ~. 0.678(10.92) 0.671(10.45). 01 A 81 ~I. 3. e lB 12)at. :it. 0.692(11.36) - 0.456( - 5.96). rit:AIj ~:I: 6~ fjLt*$~f~=f1JEm;B:z~~~mi~. ,. ~-~t~t~=m;B:91~z. ACF:W PACF. m< Ili] 7 > ~ < 1li]10 > PJ9;o=m;B:91~z ACF ' PACF f@~~~=fNfj$~Zpq , 3 -'¥8TtI~fjz~* ¥1m <* 5 > ' <* 6 > $9;0 Q ®Ut:itz P fi~*~ 0.05 'mi~ lIil '. 0. lI:t=t~;B:t§'m3-~zm;B:. 0. Lag Covariance Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1. o 1 2 3 4 5 6 7 8 9 10 11 12. 0.014074 0.00029727 -0.0008953 3.37253E-6 -0.000477 0.00061231 0.0018520 0.0015633 -0.0010720 -0.0006328 -0.0009781 0.0023930 0.00014479. 1.00000 0.02112 -0.06362 0.00024 -0.03389 0.04351 O. 13159 0.11108 -0.07617 -0.04497 -0.06950 0.17003 0.01029. Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1. 4 5 6 7 8 9 10 11 12. 0.02112 -0.06409 0.00304 -0.03822 0.04553 0.12581 0.11428 -0.06635 -0.02859 -0.07568 0.17207 -0.03546. :*. - 200.

(23) ~. •• ~lli~~*.~m*m~~~z~~ ( \1119 > : .~='.~ZACF. Lag Covariance Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 1 5 6 7 8 9 1. o. 0.015953. 1 -0.0004932 2 -0.0004773 3 0.00089009 4 0.00003853 5 0.00047216 0.00097107 0.0017123 8 -0.0007577 9 0.00016354 10 -0.0006365 11 0.0023888 12 -0.0020362. 1.00000 -0.03091 -0.02992 0.05579 0.00242 0.02960 0.06087 0.10733 -0.04750 0.01025 -0.03990 0.14974 -0.12754. : ::: '*.::::::.::::::::::::;:::;::;:.;::::::::::::::::::;;::::: :;::;: :. (11110) : mit=91jiZPACF Lag Correlation -1 9 8 7 6 5 1 3 2 1 0 1 2 3 4 5 6 7 8 9 I 2. 10 11 12. -0.03091 -0.03091 0.05399 0.00492 0.03322 0.06034 o . 1 I 3 G9 -0.04025 0.00754 -0.OSIl7G O. 15107 -0.14123. ,. '. , ". , ., , ..... .~. .. ,. 1 '. T. .......... U~5. To Lag 6 12 18 24. ,.. Chi Sauare OF. Prob. 3.74 4 12.13 10 17. 67 16 20.1722. O. 443 0.276 0.344 0.573. ~.. ,. ) : tI it-z Q*1t ~t. Autocorrelations. 0.021 -0.064 O. 111 -0.076 -0.035 -0.052 0.063 -0.001. (~6. To Lag. Chi Sauare OF. Proh. 6 12 18 24. 1 . 43 9.89 10 1 3 . 28 16 25 . 31 22. 0.840 0.4S0 0.652 0.283. 0.000 -0.034 -0.045 -0.069 -0.096 -0.034 -0.088 0.016. O. 044 O. 170 0.009 0.052. O. 132 0.010 o . 135 -0.012. ) : tlit=ZQ*1t~t. Autocorrelations. -0.031 0.107 -0.072 0.035. -0.030 -0.047 -0.045 0.031. - 201 . 0.056 0.010 -0.087 - 0 . 061. .002 -0.040 0.014 0.040. .030. 0.061 -0.128 - 0 . 0 19 O. 074 .002 - 0 . 248. o . 150.

(24) 4. 'flitiH1fx EI3.t:)LPJ?;O=~J:\~mit~Z~J:\. m~J:\rj~lJpJTH.tfjz. ~Ji-*M~=~J:\z~~.$J'lIj AIC ' SBC. '. MAPE ' RMSPE. RMSPE. 9.17 6.26. 6.68 4.43. i:£ < ~ 7 > CPPJ~tfjgt~~rfUW AIC ' SBC. *~. (1. :. )11j~r~. MAPE. Ed:fe. ,. AIC. SBC. - 201.86 - 183.94. - 195.94 - 178.02. ~J:\-L@mit~~J:\. '. m.gtrj~lJij~jJ. ~~~~J:\=m.~'~~.~ffl~M~~L'~~~~J:\=mit~~J:\°. EI3~."~.z~~.$tiffiti~.~~mrn.&a$~~m,~*mw~~ti.fi~. ~mm • • Jifi"8~.~J:\~mott~ti~A*~.fi~~mmgn~*~~ffl~OO • • :!t~J:\¥lJ'z:~¥r1J~!llIic~~J:\. A.. pJTtiL@ SSE(. 0. ~~fi~~mM~~9i:l*)1Ij~ Box-Cox. A. ) f@)1Ij~r~. 2 ' :. "~, ~Jjlj~t.:tt:g.. :. <~ 8. >. *AJS,Fff;tB!Z. SSE f~. gnpt A 1~. SSE(A). - 1 - 0.5 0 0.5 1. EI3 < ~ 8 > PJ1~?;O*)11j gnpt. 2.51 X 10 2 2.47 x 10 2 2.43 X 10 2 2.64 x 10 2 2.95 X 10 1. L@J&ti.,,~. 0. Ji-*~t~~llIic~. 3 '. Ingnpt *)11j ,. EI3~:tt:±~ §. ~mffle1t,~:tt~H~ • • ~m~~M.~'~r~tfj~A*~zit~it~~J:\:. - 202. <~.

(25) ~.~.ili~fi*.~~*m. ~~flJfIHI'l[5]i¥J~AM~~tf:l}¥;JIJV"V" :Ed~. •• ~ztt.. 12LYt {'F"~ , l,ij¥U :. (1+0.211B I2 ) V"V" 12LYt=~t flJf'nJiB{t~pfTlij.ZQt. Jlf3 t }¥;JIJ '. ®fxi¥J!II~~t@l-arfU5E~A~. n.tf:lf«*~3Zfl'llRi,§fxl~JU~< ~ll. (b,r,s)=(0,0,2). > '. f;t~3Zfl'llR. 0. ( 11111) : tiH; A. It: PHiSHUfi ~ Z 3HIl J( IUlIiEl It:. nEj]. Lag Covariance Correlation -1 9 8 7 654 3 2 1 0 123 4 5 6 789 1 o -0.0006383 -0.14487 =:= 1 0.0011766 0.26703 2 -0.0006806 -0.15447 *=* 3 -0.0002582 -0.05860 4 0.00006934 0.01574 5 0.00032192 0.07306 6 -0.0001974 -0.04479 7 -5.4207E-6 -0.00123 8 0.00045536 0.10335 9 -0.0002091 -0.04745 10 0.00014902 0.03382 :*. ft~ ~~ t~. 2 ' ~IH!i~t. V"V" 12LYt=(wo -wIB. -w2B. 2. #flM~Hli. Wo= -. (1 -(JIB). )'i7 'i712 1ngnpt + (1 _. 0.743 WI = - 1.345 w2= - 0.908 81= 0.67'1 til = - 0.398. ~. IB12) at. T ®'t~tit. - 2.01 - 3.04 2.45 10.54 - 4.96. 3 ' tlit~1fi. E8 < 11112> ' < ~13 > 71~z ACF ,& PACF III ' §. < ~ 9 > t:p~O Q fD Qo ~nitz P 1iH:i$J*~ 0.05. - 203. lij.~O:i$J&1[*~=1:g:fj~~. 'Dff-~AZ~5E:i$J-ar~S¥:. 0. , EE8.

(26) Lag Covariance Correlation - 1 9 8 7 6 5 1 3. o. 0.015473 1 -0.0004666 -0.000263 3 0.00083084 4 -0.0003197 50.00082617 60.00070136 7 0.0015076 8 -0.000407 9 0.00027217 10 -8.6289E-6 110.00074155 12 -0.0014881. 1.00000 -0.03016 -0.01700 0.05370 -0.02056 0.05339 0.04533 0.09744 -0.02631 0.01759 -0.00056 0.04793 -0.09617. 2101234567891. :*"******************:. .,. In. ([;]13) : m;t~I~PACF Lag Correlation - 0 . 03016 1 - 0 . 017V2 2. 198765132101231567891. 0.05270. - 0 . 01782 0.05427. 6 7 8 10 11 12. 0.04:)2). 0.10496. -0. 02459. 0.01775. -0.01274. O. 05 1 1 7. - 0 . I 1252. (~9. To Lag 6 12 18 24. 4. 11. ) : m;t~ QlQQOl1t~t.. Chi. Autocorrclations. Square DF. 1. 4. 8. 22.. 39 77 10 65 16 79 22. To Lag. Chi Square DF. 5 1I 17 23. 2. 42 5.63 9 18. 25 15 21. 4 1 21. Prob. 0.847 0.030 - 0 . 0 1 7 O. 054 - 0 .021 O. gO 6 0.097 -0.026 0.018 - 0 . 001 0.927 -0. 095 -0.042 -0.089 O. 033 o . 4 1 3 o . 016 o . 041 -0.082 0.008. 0.045 0.053 0.048 -0.096 0.025 0.061 0.062 -0.264. Crosscorrelations. Prob. O. 4 9 0 - 0 .044 0.776 - 0 . 025 0.250 0.200 O. 027 O. 434. 0.003. -o. 012. -0. 010 0.052. 0.008 -0. 094 O. I I I o . 034 0.028 0.092 o . 1 2 I - 0 . 045. - 0 . 029 0.073 0.090 O. 020 o . 136 0.147 - 0 . 045 -0.010. ' tiitilUfx ~*m~~~-~A~~H~~m~~m.~~&~m~'~~~fi~m~'~-*~. ~~t~~J"lIj AIC ' SBC"& MAPE ' RMSPE 37Jj~T*: Was~. - 204.

(27) ~. •• ~W~D*~~.*m.m~~~. <~10>. 31Hl$l'IIJ~Bli;RIJ~g:tJ. MAPE. RMSPE. AIC. SBC. 4.59. 6.17. 182.73. - 167.98. H~t.*~5;!HI~ *rP:t~~tit*~?;!fmA~**5~tlOr. :. 1nYt=,8o+,8 11 ngnpt+,821 ncpi t+,8 31 next+,841nYt-I+,85It+ ...t~mA*~~C~{&. '. ~fJ!mJf~4o/J1.1~fz cpit. &Iri$ eXt. Et. ~~fz~1'e~. , .EH~J~fr AIZSJ. .~#~~.A~.WfzIt 'lZSJfta~~.r~MA:. 1nYt=f30+f3IIngnpt+f34InYt-1 +. Et. ;tt~fzfii~t1@&t§mm;J;ttH:m:JIj~ < ~11 >. >. <~ 11 ~f{{t~tf@. t:~ii!i~t~~. TttJtH~. VIF. 1.83 3.29 7.00. 0.00 6.97 6.97. 30=1.791 31=0.517 34 =0.748 <~ 12. ' < ~12 > :. >. *~~*1t~t;.. F ttJt~t:i:. DWf@. Adj R-square. MAPE. RMSPE. 357.889. 2.126. 0.9848. 6.63. 8.25. du=1.25 Bn~r:ppH~9iD~fz~~!Jf~. , HWfzz VIF(Variance Inflation Factor) 1@ ( ~ J! Neter,. Wasserman and Kutner(l989), Chapter 11 ). 1iJBHill-g-Fr:l'Jrn '. ~~f~~ OW ;J;tt~t:m:. '. ~/NB. ~JJ! OW. - 205. 10. 'li7FmAr:pZ EHlfzFa't)i1W1¥. & 4-0W 1@~*~ du 1@ , ~7FmA~.

(28) £.~~-~~fiffigtt~~a'@3~.~~~~.~~.mmmm~'~~~~ • • ~ m~~zmJ:t. > '. 0. ~-#7H4~-g.~mJ:tz. f:£*r:p~~1±l. ~EI3~mJ:t.~. 0. Adj R-square & MAPE ' RMSPE jlj~<~12. Adj R-square m 0.9848 'D~*rP!~I±l~fI:YcA~~~~~ 98,48 %. m~. El3mJ:tr:pD~~ gnpt. m:i. i1t170 1 %~*rP!~I±l~A~H4i1ttJo 0.517 % ' @E13. 1nYt-l z{*,~~1~9;O~iW-mi1ttJo 1 %~~u*ml±l~A~H4i1ttJo 0.748 % 0. ~~. &. fJ1~. jUt. fiiJ: zm~Uijg:1J**~~r*. :. Iff f!AitHi;RIJ1m:tJJ:t~. <~13>. s. ttlll Mi~$-. ~. :4'. ~. ~.. (MAPE). W. i't!l. •. .'f$~l'tm~. 14.79(7) 11.01(6) 4.43(2) 4.59(3). !F.¥iajm~$ f~ 151: zp: m $ H:fi:~~m~. 4.02(1) 5.93(4) 6.63(5). 8.07(4) 7.46(3) 6.45(1). 6.98(2) 16.68(7) 10.68(4). 6.49(5) 5.66(4) 4.57(3). 58.61(6)* 55.60(5)* 53.78(4)*. 5.18. 7.62. 6.97. 4.43. 30.06. Mi.$=. SARIMAm~. ~~m~ffll1ltl. * {.U~.~~ !tftzffli~Hjt h. 7.08(2) 14.78(6) 15.69(7) 9.90(5) 10.83(5) 14.66(6) 13.13(7) 6.22(1 ) 3.57(2) 12.81(6) 8.76(3) 3.54(1 ). ~. ttd Mi.$= SARIMAmA "f$~l'tm~ !F.¥iajm~$ f~l'tzp:m$. lIT:fi:~~m~ ~~m~ffll1lIJ. ~. 45.64(3)* 61.07(7)* 19.98(1) 24.95(2). 13.00(5) 12.79(4) 11.66(3) 8.57(1) 11.25(2). 13.04(6). 27.10(7). 15.72(7) 11.26(6) 6.26(4) 6.17(3). m. .,. ~. 5.13. mitHi;RIJti~:tJJ:t~. s. :4'. ~. I!U. (RMSPE). W. i't!l. •. I!U. ~. I!U. 9.03(2) 11.75(5) 15.92(7) 15.71(6). 16.81(6) 12.53(4) 6.71(1) 10.36(3). 16.80(7) 14.68(6) 3.67(1) 3.73(2). 60.63(3)* 72.89(6)* 26.97(1) 35.26(2). 15.95(6). 14.31(5). 11.68(2). 8.73(1 ). 4.53(1 ) 10.60(4) 5.98(2) 9.55(3) 8.25(5) 6.81(1). 9.85(2) 18.55(7) 13.57(5). 8.44(5) 5.74(4) 5.55(3). 81.33(7)* 69.16(4)* 71.84(5)*. 12.04(3) 13.62(4) 27.40(7). 7.63. 4.. 5. 41.80. 6.54. 5.55. J:\. 0. <~14>. Mi~$-. ~. 8.53. - 206. >.

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(30) Yt=958296 - 277401t+40125t 2. fri&~. InYt=1.843+0.679Ingnpt +1.211 lnex t + 0.510 InY t_1 '1 '1 '1 '1 '1. fri&1. 12LYt=(l - 0.338B - 0.24IB2)(1 - 0.580B I2 )a t 12. LY =0.384B '1 t. 'l12LYt= -. '1. P+. 12 t. 0.953'1 '1. 5(jjj. a. 1. (1 +0.254B+0.205B2+0.243B3)(J +0.3 73B 12). ~~j t. 12Pt+(l - 0.75IB)(1 - 0.548B12)a t. •• ~~~~*~.~m.8~~.~.~m~.Mffi~~~'~ ••• ~m~.M~.,~~=.m•• (~ID'~~) '~~~~.~.~M*~.~m ~~~~ffl.~$~. .'8~f,{.~pfT~~~rjUlUf® ~+JH:tt)1IJ~< ~16 >. ( 24jW ). ' <~17 > '. $f'-¥ ' ZJS7}f1<tg , iZ§llt '. ~+.~[QJ~Ht~£mm~fI!ft~£m~~IJ:iJD~)W¥{'i!i. '. ~~~Q]'~ttlm~.~tEfflnlU~[Q]~ftmm~~ftL1'7}. , m.~1E~ £.,@~tE~~.~MMtt'~~~.~.~~*~.~~~.fi~.~~ ••. Abr. Ak,. ~.f.lz:%~[Q]~ft~£mm~~ft~£m~~IJ*~'". o. <~ 16. >. tlitHi;~ljtm:tJ!t~ (Direction of Change Error) ~. mj'\ "f¥l§f.:mj'\. >. mj'\ K1f¥l§fxmj'\. B. :<$:. 82.96 82.61. 5t€. ~. 82.61 86.96. W it!! 73.91 73.91. •. ~. 73.91 73.91. *. ~. 69.57. 69.57. tlitHi;~IJ1i~:tJ!t~ (Trend Change Erroe) ~. SARIMA. U. 69.57 69.57. SARIMA. <~ 17. Brc. U. 80.00 . 80.00. B. :<$:. 85.71 85.71. ~. W it!!. 91.67 83.33. 50.00 50.00. 5t€. •. Cal. Cr: Fri. M. M. ~. 60.00 50.00. *. ~. 30.00 40.00. M. M. - 208.

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