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題名:臺灣地區汽車持有預測模式之建構與評估:ARMAX之應用
書刊名:運輸學刊
作者:汪志忠 引用關係黃國平 引用關係鄭雅云
作者(外文):Wang, Chi-chungHuang, Kuo-pingCheng, Ya-yun
出版日期:2008
卷期:20:4
頁次:頁405-424
主題關鍵詞:汽車持有預測ARMAXAutomobile ownershipForecasting
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(3) 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:3
  • 共同引用共同引用:14
  • 點閱點閱:43
臺灣地區汽車持有數的逐年成長反映出臺灣正無法避免地逐漸邁向高機動車輛依存性,而此現象會附加產生經濟、社會與環境上的成本,加上國家地區內汽車持有數量的預測對於國家經濟、未來能源需求與污染排放預測有其關鍵性,因此掌握未來的汽車持有數量便顯得尤其重要。本研究有別於傳統預測之迴歸模型,使用結合迴歸模式與時間數列模式之ARMAX動態迴歸模式建立汽車持有預測模式。模式估計結果顯示汽車持有數量可以透過一階自我迴歸、落後一期之移動平均與國內生產毛額、交通類消費者物價指數兩經濟變數加以解釋,且加入經濟解釋變數的ARMAX(1,1)模式具有高預測精確度,其樣本內、樣本外之評估結果均優於不含解釋變數之AR(2)與ARMA(1,1)模式,ARMAX(1,1)模式確實能解釋與萃取汽車持有數的訊息。最後本研究應用ARMAX(1,1)模式,預測未來民國96年至民國101年之汽車持有數量。
The continuous increment in automobile ownership in Taiwan reflects the fact that the Taiwan society has been increasing its reliance on motor vehicles, which in turn increase the economic, social, and environmental cost. In addition, the prediction of domestic automobile ownership is critical to the projection of a nation’s economy, energy needs, and pollution production. Therefore, an accurate prediction of automobile ownership becomes extremely important. Different from traditional regression approaches, this research combines regression models and time-series models as an ARMAX dynamic regression model to predict automobile ownership. The results indicated that the quantity of automobile ownership can be estimated by the GDP and transportation and communication CPI with a first-order autoregressive and a stochastic moving average filter at lag 1 with a high level of accuracy. The model ARMAX(1,1) with economic variables outperforms the models without any explanatory variables such as AR(2) and ARMA(1,1). This result demonstrates the excellent ability of the proposed model ARMAX(1,1) to explain and extract the information of automobile ownership. Finally, this research applied the model ARMAX(1,1) to predict the automobile ownerships from 2007 to 2012 in Taiwan.
期刊論文
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2.Hamilton, James D.(1983)。Oil and the Macroeconomy since World War II。Journal of Political Economy,91(2),228-248。  new window
3.Hooker, Mark A.(1996)。What Happened to the Oil Price-Macroeconomy Relationship?。Journal of Monetary Economics,38(2),195-213。  new window
4.周榮昌、陳志成、翁美娟(20041200)。臺灣地區家戶汽機車相互持有與使用間的關係--Ordered Bivariate Probit與SURE模式之應用。運輸計劃,33(4),625-647。new window  延伸查詢new window
5.Wong, K.(1997)。The Relevance of business cycles in forecasting international tourist arrivals。Tourism Management,18(8),581-586。  new window
6.徐之強(20010900)。多次結構變動下趨勢穩定與差分穩定之認定--臺灣總體資料實證研究。經濟論文,29(3),321-339。new window  延伸查詢new window
7.Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika,65(2),297-303。  new window
8.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
9.Granger, C. W. J.(1988)。Some Recent Development in a Concept of Causality。Journal of Econometrics,39(1/2),199-211。  new window
10.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
11.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
12.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。  new window
13.Tanner, C. F.(1978)。Long Term Forecasting of Vehicle Ownership and Road Traffic。Journal of the Royal Statistical Society,141(1),14-63。  new window
14.Nerlove, M.(1957)。A Note on Long-run Automobile Demand。Journal of Marketing,22(1),57-64。  new window
15.Kayser, H. A.(2000)。Gasoline Demand and Car Choice: Estimating Gasoline Demand Using Household Information。Energy Economics,22(3),331-348。  new window
16.Abu-Eisheh, S. A.、Mannering, F.(2002)。Forecasting Automobile Demand for Economies in Transition: A Dynamic Simultaneous-equation System Approach。Transportation Planning and Technology,25(4),311-331。  new window
17.Akal, M.(2004)。Forecasting Turkey's Tourism Revenues by ARMAX Model。Tourism Management,25(5),565-580。  new window
18.Franses, P. H.(1991)。Primary Demand for Beer in the Netherlands: An Application of ARMAX Model。Journal of Marketing Research,28(2),240-245。  new window
19.Brännlund, R.、Ghalwash, T.、Nordström, J.(2007)。Increased Energy Efficiency and the Rebound Effect: Effects on Consumption and Emissions。Energy Economics,29(1),1-17。  new window
20.Chin, A.、Smith, P.(1997)。Automobile Ownership and Government Policy: The Economics of Singapore's Vehicle Quota Scheme。Transportation Research: Part A,31(2),129-140。  new window
21.Vasconcellos, E. A.(1997)。The Demand for Cars in Developing Countries。Transportation Research: Part A,31(3),245-258。  new window
22.Romilly, P.、Song, H.、Liu, X.(1998)。Modelling and Forecasting Car Ownership in Britain。Transport Economics and Policy,32(2),165-185。  new window
23.Dargay, J.、Gately, D.(1999)。Income's Effect on Car and Vehicle Ownership: Worldwide: 1960-2015。Transportation Research: Part A,33(2),101-138。  new window
24.Ralph, G.(1999)。Urban Mobility in the Developing World。Transportation Research: Part A,33(7/ 8),671-689。  new window
25.Fowkes, A. S.、Button, K. J.(1997)。An Evaluation of Car Ownership Forecasting Techniques。International Journal of Transport Economics,4(2),115-143。  new window
26.Carlson, R. L.、Umble, M. M.(1980)。Statistical Demand Functions for Automobiles and Their Use for Forecasting in an Energy Crisis。The Journal of Business,53(2),193-204。  new window
27.Hannan, E. J.(1980)。The Estimation of the Order of an ARMA Process。The Annals of Statistics,8(5),1071-1081。  new window
學位論文
1.王天賜(2005)。原油價格,台灣股價指數與總體經濟的關聯性(碩士論文)。國立東華大學。  延伸查詢new window
圖書
1.Chow, G. C.(1957)。Demand for Automobiles in the United States。Demand for Automobiles in the United States。Amsterdam, Netherlands:North Holland Publishing Company。  new window
2.Lewis, C. D.(1982)。Industrial and Business Forecasting Methods: a practical guide to exponential smoothing and curve fitting。Southampton:London:The Camelot Press Ltd:Butterworth Scientific。  new window
3.Harvey, A. C.(1990)。The Econometric Analysis of Time Series。Cambridge, MA:The MIT Press。  new window
4.Box, George E. P.、Jenkins, Gwilym M.(1970)。Time Series Analysis: Forecasting and Control。Holden-Day。  new window
5.Chow, G. C.(1960)。Statistical Demand Functions for Automobiles and Their Use for Forecasting。The Demand for Durable Goods。Chicago, IL。  new window
其他
1.Litman, T.(2000)。The Costs of Automobile Dependency and Benefits of Transport Diversity,0。  new window
 
 
 
 
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