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題名:臺灣主要水果價格之非線性分析
書刊名:農業與經濟
作者:魯真 引用關係葉敬軒
作者(外文):Lu Hsu, JaneYeh, Ching-hsuan
出版日期:2001
卷期:26
頁次:頁45-69
主題關鍵詞:水果價格非線性分析Enders單根檢定程序Fruit pricesNonlinear analysisEnders unit root testing procedureESTARLSTAR
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(1) 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:43
     本研究利用非線性模型分析臺灣地區香蕉、鳳梨、木瓜、蓮霧、楊桃,香瓜、洋香 瓜、及梨子的價格。在單根檢定方面,本研究利用Enders單根檢定程序,以最適落遲期數及 檢定型態對個別水果的價格及可供消費量進行完整的平穩性測定。檢定結果顯示除了香蕉的 可供消費量不具平穩性之外,其餘水果之價格及可供消費量序列均具平穩性。香蕉可供消費 量序列經過一期差分處理後亦呈現平穩。在非線性模型方面,本研究選取ESTAR及LSTAR 模型分析個別水果價格,結果顯示ESTAR模型及LSTAR模型整體配置程度佳。樣本外預測 除蓮霧及梨子的實際值與預測值差距較大之外,其餘水果品項的預測誤差約在每公斤5元以 內。RMSPE及Theil不等係數顯示模型的樣本內及樣本外三期的預測能力良好。
     Nonlinear autoregressive models are utihzed in this study to analyze the asymmetric price fluctuations of bananas, pineapples, papayas, wax apples, carambolas, suskmelons, cantaloupes, and pears in Taiwan. For the stationarity tests, proper functional forms are selected based on a procedure suggested by Enders Fruit prices and disappearances are tested for stationarity with appropriate lag lengths Results indicate that all the series are stationary besides the disappearances of bananas, which have become stationary after taking the first difference. For the nonlinear price analyses, the logistic smooth transition autoregressive model (LSTAR) and the exponential smooth transition autoregressive model (ESTAR) are applied. Overall, these two models fit the data well Out-of-sample predicted prices of wax apples and pears are relatively more deviated from respective real prices. For other fruits, forecasting errors are less than NT$5 per kilogram for the out-of-sample forecasting. The RMSPE and the Theil's inequality coefficients that the models are capable to make reliable predictions.
期刊論文
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16.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
17.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
18.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
19.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
20.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
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22.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
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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.黃文芳(1996)。台灣股市價量線性與非線性關係之研究(碩士論文)。國立成功大學。  延伸查詢new window
2.李偉銘(1997)。股價指數期貨與現貨價格之關聯性分析--線性與非線性Granger因果關係檢定(碩士論文)。國立中興大學。  延伸查詢new window
3.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
4.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
5.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
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
8.曾繁仁(1998)。臺灣股票報酬行為分析-應用Markov Switching模型,0。  延伸查詢new window
9.鄭鼎立(1995)。臺灣地區貨幣市場利率非線性結構之探討,0。  延伸查詢new window
圖書
1.Dantzig, George B.、Thapa, M. N.(1997)。Linear Programming。New York, NY:Springer。  new window
2.行政院農業委員會(1995)。農業政策白皮書。臺北:行政院農業委員會。  延伸查詢new window
3.Granger, C. W. J.、Teräsvirta, T.(1993)。Modelling Nonlinear Economic Relationships。Oxford:Oxford 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
9.Granger, C. W. J.、Tjostheim, D.、Terasvirta, T.(1994)。Aspects of Modeling Nonlinear Time Series。Handbook of Econometrics, Vol. 4。Amsterdam, Netherlands。  new window
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其他
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2.行政院海關總稅務司署(1990)。進出口貿易統計月報,沒有紀錄。  延伸查詢new window
3.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
4.臺北農產運銷股份有限公司(1990)。果菜運銷統計月報,沒有紀錄。  延伸查詢new window
5.行政院主計處(1990)。中華民國臺灣地區物價統計資料,0。  延伸查詢new window
 
 
 
 
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