농업경제연구

Korean Agricultural Economics Association

제목 돼지의 산지가격예측을 위한 계량모형 연구
저자 김태완
발행정보 44권 2호 (2003년 6월) 페이지 43~66
초록 This paper is to determine the major factors explaining the variation in the pig farm price using alternative time series models, and to search the suitable forecasting model among these models. The variation factors of farm price were decided by Stepwise Selection Method and Granger Causality Test. Also, the selected variations by these methods have application to time series models of Transfer Function, Vector Autoregression(VAR), and Vector Error Correction Model(VECM) that allow exogenous variables in time series analysis. As a result, the optimum forecasting model of pig farm price select time series model that the value of Root Mean Square Error(RMSE) and Mean Absolute Percent Error(MAPE) are minimum.
논문파일 농업경제연구-2003(44권제2호)-03.pdf