시계열모형의 인삼가격 예측성과 비교

• 영문명: Forecasting Performance of Times Series Models for Korean Ginseng
• 발행기관: 한국농식품정책학회
• 저자명: 김선웅(Seon-Woong Kim) 윤병삼(Byung-Sam Yoon) B. Wade Brorsen
• 간행물 정보: 『농업경영.정책연구』농업경영·정책연구 43권 2호, 287~304쪽, 전체 18쪽
• 주제분류: 농수해양 > 식품과학
• 파일형태: PDF
• 발행일자: 2016.06.30

영문 초록

The primary objective of the study is to compare the performance of time-series models for forecasting the price of Korean ginseng. Four different types of extended AR (autoregressive) model with various rolling windows are evaluated based on the accuracy measures and optimality conditions (unbiasedness and efficiency). Results show that the proposed ARXMG (autoregressive model with monthly dummies, an exogenous acreage variable, and the conditional variance of GARCH process) model with 48-month rolling window is the best among all the models considered in this study.

목차

Ⅰ. 서 론

Ⅱ. 분석자료

Ⅲ. 분석방법

Ⅳ. 분석결과

Ⅴ. 요약 및 결론

키워드

Forecasting Performance Forecasting Accuracy Measures Optimal Forecasting Properties Korean Ginseng