The Study on the Composite Forecasting of Wholesale Price of the Hog in Taiwan
Date Issued
2005
Date
2005
Author(s)
Huang, Sheng-Ju
DOI
zh-TW
Abstract
The purpose of this study is mainly to estimate composite weight, and then compare the composite forecasting models to increase the precision of the forecast of wholesale price of the hog in Taiwan. The individual forecasting models are Econometric Model and Time Series (Intervention) Model; the composite forecasting models are Normal Error Model, Regression Model, Bayesian Model and Logit Qualitative Model to proceed with forecast of wholesale price of the hog in Taiwan.
The empirical results have shown that the composite forecasting model performs better than individual forecasting model; on the individual forecasting models, Time Series (Intervention) Model is better than Econometric Model; on the composite forecasting models,
Regression Model and Bayesian Model are the best.
Subjects
毛豬價格
組合預測
組合權數
Hog Prices
Composite forecasting
Composite weight
Type
thesis
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