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題名:臺灣水果價格之平穩性測定
書刊名:農業經濟半年刊
作者:葉敬軒魯真 引用關係
作者(外文):Yeh, Ching-hsuanLu Hsu, Jane
出版日期:2000
卷期:68
頁次:頁57-90
主題關鍵詞:水果價格平穩性Fruit pricesStationarity
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:4
  • 點閱點閱:44
     單根檢定已成為實證分析中用以檢定時間序列資料平穩性的基本檢定方法,以DF 及ADF檢定法最常被研究所採用。單根檢定在應用時需考量落遲期數及檢定型態,以減少在 判定上產生誤差的可能性。本研究以AIC落遲期數選取準則及Enders單根檢定程序對臺灣十 種水果價格進行平穩性測定,實證結果顯示十種水獰價格的最終檢定結果皆具平穩性,其中 香蕉、鳳梨、西瓜、木瓜、蓮霧、香瓜、洋香瓜、及梨子價格的最適檢定方程式型態含截距 及趨勢項,落遲期數分別為1期至5期;葡萄價格的最適檢定型態為含截距項、但不含趨勢 項的方程式型態,落遲期數為4期;楊桃價格的最適檢定型態不含截距及趨勢項,落遲期數 為6期。
     Stationarity is a certain condition to be maintained in time-series analyses. In applying the Dickey-Fuller or the Augmented Dickey-Fuller tests, appropriate functional form and optimal lag lengths need to be determined. This study utilizes a procedure suggested by Enders to test stationarity of fruit prices in Taiwan. For each functional form, Akaike Information Criterion is used to choose the proper lag length. Results indicate that for carambola prices, appropriate functional form for the stationarity test is the one without intercept or trend, and the lag length of six is appropriate. For grape prices, appropriate functional form is the one with the intercept but without trend, and four legs seem to be optimal. For banana, pineapple, watermelon, papaya, wax apple, muskmelon, cantaloupe, and pear prices, appropriate functional forms are with intercepts and the trend variables. Optimal lag lengths for these fruit prices are between one and five. The results of stationarity tests reveal that the prices of these fruits are stationary.
期刊論文
1.劉祥熹(199406)。主要果品進口對國產水果需求面影響之交叉效果。農業經濟半年刊,55,39-66。new window  延伸查詢new window
2.陳慧秋、陳宗玄(19940900)。臺灣毛豬批發價格空間均衡分析--共整合方法之應用。臺灣經濟,213,86-96。  延伸查詢new window
3.郭如秀(19980300)。共整合與市場效率:臺灣玉米現貨價格與美國玉米期貨價格之研究。臺灣土地金融季刊,35(1)=135,121-130。  延伸查詢new window
4.Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。  new window
5.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
6.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
7.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
8.萬鍾汶(1996)。臺灣木瓜經濟結構性變動之實證分析。農業經濟半年刊,60,31-61。new window  延伸查詢new window
9.吳明哲、鄒慧娟(1995)。我國加入GATT對水果產業之影響。農產運銷,103,129-136。  延伸查詢new window
10.吳明敏、許漢卿(1992)。果菜共同運銷與批發市場。農產運銷,91,5-10。  延伸查詢new window
11.許文富(1994)。臺灣家庭香蕉消費之經濟分析。臺灣經濟(臺灣省政府),207,35-49。  延伸查詢new window
12.陳淑恩(1997)。拓展蔬菜水果直接運銷之行銷策略。農產運銷論叢,2,95-104。  延伸查詢new window
13.陳淑恩、洪仁杰(1994)。生鮮蔬果直接運銷之消費者行為分析。國立屏東科技大學學報,3,137-149。  延伸查詢new window
14.蔡月香(1997)。臺蕉與菲蕉在日本市場上價格行為分析-共整合法之應用。農產運銷論叢,2,143-152。  延伸查詢new window
15.黃文星、萬鍾汶(1996)。外銷香蕉契作生產配置之研究。臺灣經濟(臺灣省政府),231,44-57。  延伸查詢new window
16.廖武正(1995)。我國加入GATT水果運銷部門之因應對策。農產運銷,103,137-150。  延伸查詢new window
17.劉祥熹(1994)。臺灣水果供需、貿易與價格關係之經濟結構-兼論水果產業之運作調整與政策調適。農產運銷,98,9-16。  延伸查詢new window
18.劉祥熹(1995)。匯率變動對臺灣水果產業衝擊之計量分析。農業金融論叢,33,107-138。  延伸查詢new window
19.魯真、葉敬軒(2000)。水果需求彈性之測定。農產運銷論叢,5,177-191。  延伸查詢new window
20.蕭清仁、李玲玉(1992)。果菜、毛豬及魚類等批發市場管理費率之探討。臺灣農業,28(5),40-53。  延伸查詢new window
21.Pick, D.、Arnade, C.(1998)。Seasonality and Unit Roots: The Demand for Fruits。Agricultural Economics,18,53-62。  new window
22.Balcombe, K.(1999)。Seasonal Unit Root Tests with Structural Breaks in Deterministic Seasonality。Oxford Bulletin of Economics and Statistics,61,569-582。  new window
23.Caporale, G. M.、Pittis, N.(1999)。Unit Root Testing Using Covariates: Some Theory and Evidence。Oxford Bulletin of Economics and Statistics,61,583-595。  new window
24.Sosvilla-Rivero, Simon、Jenkinson, Tim、Dolado, Juan J.(1990)。Cointegration and Unit Roots。Journal of Economic Surveys,4(3),249-273。  new window
25.Goodwin, B. K.(1992)。Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets。Review of Agricultural Economics,14,117-124。  new window
26.Moss, C. B.(1992)。The Cost-Price Squeeze in Agriculture: An Application of Cointegration。Review of Agricultural Economics,14,205-213。  new window
27.Sarker, R.(1993)。A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports。Canadian Journal of Agricultural Economics,41,97-110。  new window
28.Yang, J.、Leatham, D. J.(1998)。Market Efficiency of US Grain Markets: Application of Cointegration Tests。Agribusiness,14,107-112。  new window
會議論文
1.蕭清仁(1996)。臺灣食品價格與所得完整體系之研究-肉類與水果類次需求體系之估計。沒有紀錄。  延伸查詢new window
學位論文
1.趙振輝(1987)。台灣水果消費型態與品質需求之分析(碩士論文)。國立中興大學。  延伸查詢new window
2.顏坤賢(1994)。臺灣地區水果需求體系之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.廖秀梅(1996)。農產品市場間整合性與效率性之探討-以黃豆、玉米及小麥每小時期貨價格作分析,0。  延伸查詢new window
4.王亮月(1989)。新臺幣升值對我國水果進出口及產業之影響-椪柑、柳橙及葡萄之個案分析,0。  延伸查詢new window
5.吳性音(1997)。農產品市場間整合性與效率性之探討-以黃豆、黃豆粉及黃豆油每小時期貨價格作分析,0。  延伸查詢new window
6.蕭秀琴(1985)。臺灣青果需求之計量分析,0。  延伸查詢new window
7.蘇志倫(1999)。臺灣主要水果市場之動態分析,0。  延伸查詢new window
圖書
1.Judge, George G.、Griffiths, William E.、Hill, R. Carter、Lutkepohl, Hlemut、Lee, Tsoung-Chao(1985)。The Theory and Practice of Econometrics。John Wiley & Sons。  new window
2.行政院農業委員會(2009)。農業統計年報。  延伸查詢new window
3.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
4.Enders, Walter(1995)。Applied Econometric Time Series。John Wiley & Sons, Inc.。  new window
5.Deadman, D. F.、Charemza, W. W.(1997)。New Directions in Econometric Practice。New Directions in Econometric Practice。Cheltenham, UK。  new window
6.李皇照(1999)。蔬果類產品需求彈性估計之研究。農業經濟論文專集,第36輯。臺北。  延伸查詢new window
7.彭作奎、王葳、萬鍾汶、陳慧秋(1991)。水果價格安定制度之建立。水果價格安定制度之建立。沒有紀錄。  延伸查詢new window
8.薛玲、陳淑恩、許應哲、林豐瑞(1995)。臺灣地區主要蔬果運銷成本比較分析。臺灣地區主要蔬果運銷成本比較分析。沒有紀錄。  延伸查詢new window
其他
1.行政院農業委員會中部辦公室(1990)。臺灣地區農產品批發市場年報,沒有紀錄:行政院農業委員會中部辦公室。  延伸查詢new window
2.行政院農業委員會中部辦公室(1990)。臺灣農產物價與成本統計月報,沒有紀錄。  延伸查詢new window
3.行政院主計處(1990)。中華民國臺灣地區物價統計,0。  延伸查詢new window
 
 
 
 
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