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題名：歐美地區對臺灣之旅遊需求預測
書刊名：國家發展研究
作者：邱鳳臨 引用關係／陳奕均
作者(外文)：Chu, Fong-lin／Chen, Yi-chun
出版日期：2010
卷期：9:2
頁次：頁1-26
主題關鍵詞：旅遊；單根檢驗；預測；平均絕對百分比誤差；Tourism；Forecast；Unit roots test；Mean absolute percentage errors
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(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:0
  • 點閱點閱:42
回顧歷年來之來台旅客，雖皆以亞洲旅客居多，但有鑒於美、加及歐洲地區亦是來台旅遊之新興市場，同時也爲我國在觀光客倍增計畫中努力拓展來台旅遊之目標市場，故本篇研究將以美國、加拿大和歐洲爲研究對象，採用交通部觀光局所公佈的1971年l月至2008年12月之旅客入境人數年、季和月資料，分別對此三個地區建立簡單線性迴歸模型(linear trend)、Holt-Winters趨勢的季節性加法預測模型、自我迴歸自我迴歸移動平均模型(autoregressive autoregressive moving average)、季節性與非季節性自我迴歸整合移動平均模型(seasonal-nonseasonal autoregressive integrated moving average)和部分整合自我迴歸移動平均模型(fractionally integrated autoregressive moving average)等五種模型，進行樣本內的預測，並使用平均絕對百分比誤差和均方根誤差統計量檢驗不同預測模型之預測能力。SARS（嚴重急性呼吸系統綜合症）爆發於2003年3月初，如果因爲這一事件產生一個結構突破，在假設整個期間是一個常數參數結構下得到的預測結果將受到懷疑。因此本文最後將作一項帶有結構破壞的單根檢驗之時間序列分析。
This paper examines five time-series forecasting models and fits them to the datasets of yearly, quarterly and monthly visitor arrivals in Taiwan from the United States, Canada and Europe. We then use the resulting estimated models to make 'out-of-sample' forecasts over the next 2 years (8 quarters and 24 months). We find that forecasts generated using the autoregressive integrated moving average and fractionally integrated autoregressive moving average models provide more accurate forecasts than those from other models when judged on the basis of mean absolute percentage errors and root mean square errors criteria. If there has been a structure break because of SARS outbreak in early march 2003, the result obtained by assuming a constant parameter structure during the entire period will be suspect. An analysis of the time series, including unit root tests with structural break is carried out as well.
期刊論文
1.Chen, K.Y.,(2007)。Forecasting systems reliability based on support vector regression with genetic algorithms。IEEE Transactions on Reliability Engineering and System Safety,，92，423-432。  new window
2.Hosking, J. R. M.(198104)。Fractional differencing。Biometrika，68(1)，165-176。  new window
3.Song, H.、Witt, S. F.(2006)。Forecasting International Tourist Flows to Macau。Tourism Management，27(2)，214-224。  new window
4.Uysal, Muzaffer、Crompton, John L.(1985)。An Overview of Approaches Used to Forecast Tourism Demand。Journal of Travel Research，23(4)，7-15。  new window
5.Baillie, R. T.(199607)。Long memory processes and fractional integration in econometrics。Journal of Econometrics，73(1)，35-59。  new window
6.Robinson, P. M.(1995)。Gaussian Semiparametric Estimation of Long Range Dependence。Annals of Statistics，23，1630-1661。  new window
7.Chan, Y. M.(1993)。Forecasting tourism: A sine wave time series regression approach。Journal of Travel Research，32(2)，58-60。  new window
8.Martin, Christine A.、Witt, S. F.(1989)。Forecasting tourism demand: A comparison of the accuracy of several quantitative methods。International Journal of Forecasting，5(1)，7-19。  new window
9.Chu, F. L.(2009)。Forecasting Tourism Demand with ARMA-based Methods。Tourism Management，30(5)，740-751。  new window
10.Granger, C. W. J.、Joyeux, Roselyne(1980)。An introduction to long-memory time series models and fractional differencing。Journal of Time Series Analysis，1(1)，15-29。  new window
11.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
12.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society，57(6)，1361-1401。  new window
13.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。  new window
學位論文
1.江麗文(1995)。來華旅客需求計量經濟模式之研究(碩士論文)。文化大學。  延伸查詢new window
2.時巧煒(1994)。來華觀光旅客需求預測模式建立之研究(碩士論文)。國立政治大學。  延伸查詢new window
3.施瑞賢(2003)。來華觀光旅客人數需求預測之研究(碩士論文)。朝陽科技大學。  延伸查詢new window
圖書
1.交通部(2009)。六大新興產業發展規劃--觀光拔尖領航方案行動計畫。台北：交通部。  延伸查詢new window
2.Lewis, Colin D.(1982)。Industrial and Business Forecasting Methods: A Practical Guide to Expoential Smoothing and Curve Fitting。University of Aston。  new window
3.交通部觀光局(2002)。「觀光客倍增計畫」--挑戰2008：國家重點發展計畫。台北：交通部觀光局。  延伸查詢new window
4.Box, George E. P.、Jenkins, Gwilym M.(1970)。Time Series Analysis: Forecasting and Control。Holden-Day。  new window
5.交通部觀光局(2001)。觀光政策白皮書。交通部觀光局。  延伸查詢new window
其他
1.中華民國交通部觀光局(1971~2008)。台灣地區觀光統計月報。  延伸查詢new window
2.中華民國交通部觀光局(2001)。交通部觀光局成立三十週年特刊。  延伸查詢new window
3.Athanasopoulos, G.,Hyndman , R.(2008)。Modeling and forecasting Australia domestic tourism。  new window
4.Beran, J.(1994)。On a class of M-estimators for Gaussian long-memory models。  new window
5.Choy, D. L.(1984)。Forecasting tourism revisited。  new window
6.Chung, C. F.,Bai1lie, R. T.(1993)。Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA methods。  new window
7.Cochrane, D. & Orcutt, G. H.,(1949)。Application of least squares regressions to relationships containing autocorrelated error terms。  new window
8.Crouch, I. G.(1994)。The study of international tourism demand: A survey of practice。  new window
9.Crouch, G. I.,Schultz, L.,Valerio, P.(1992)。Marketing international tourism to Australia: A regression analysis。  new window
10.Dahlhaus, R.(1989)。Efficient parameter estimation for self-similar processes。  new window
11.Durbin, J.(1960)。Estimation of parameters in time series regression models。  new window
12.Fox, R.,Taqqu, M. S.(1986)。Large sample properties of parameter estimates for strongly dependent stationary Gaussian time series。  new window
13.Geurts, M.,Ibrahim I. B.(1975)。Comparing the Box-Jenkins approach with the exponentially smoothed forecasting model: Application to Hawaii tourists。  new window
14.Gil-Alana, L. A.(2005)。Modeling international monthly arrivals using seasonal univariate long-memory processes。  new window
15.Giraitis, L.,Surgailis, D.(1990)。A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate。  new window
16.Granger, C, W. J. & Engle, R. F. ,(1987)。Econometric forecasting: A brief survey of current and future techniques。  new window
17.Hildreth, C.,Lu, J. Y.(1960)。Demand relations with autocorrelated disturbances。  new window
18.Holt, C. C.(1957)。Forecasting seasonals and trends by exponential weighted moving averages。  new window
19.Kulendran, N., King M. L.(1997)。Forecasting international quarterly tourist flows using error-correction and time-series models。  new window
20.Leob, P. D.(1982)。International travel to the United States: An econometric evaluation。  new window
21.Lim, C.,McAleer, M.(2002)。Time series forecasts of international travel demand for Australia。  new window
22.Magnus, J. R.(1978)。Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix。  new window
23.Makridakis, S.(ed.),Anderson, A.(ed.),Carbone, R.(ed.),Fildes, R.(ed.),Hibon, M.(ed.),Lewandowske, R.(ed.),Newton, J.(ed.),Parzen, E.(ed.)(1984)。The accuracy of major forecasting procedure。  new window
24.Malenberg, B.,Van Soest, A.(1996)。Parametric and semiparametric modeling of vacation expenditures。  new window
25.Parzen, E.(1982)。ARARMA models for time series analysis and forecasting。  new window
26.Prais, S. J. & Winsten, C. B.,(1954)。Trend estimators and serial correlation。  new window
27.Sowell, F.(1992)。Maximum likelihood estimation of stationary univariate fractionally integrated time series models。  new window
28.Winters, P. R.(1960)。Forecasting Sales by Exponentially Weighted Moving Averages。  new window
29.Wong, K. F.,Song, H.,Witt, S. F.,Wu , D.(2007)。Tourism forecasting: To combine or not to combine。  new window
 
 
 
 
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