원문정보
초록
영어
This paper estimates and forecasts the Busan’s exports and imports using the monthly data for years 2000-2014. To do this, this paper uses the several seasonal multiplicative ARIMA models. Among several ARIMA models, seasonal multiplicative ARIMA model (1,0,1)×(1,0,1)12 and (1,0,1)×(1,0,1)4 are selected as the most appropriate models for the estimation of exports and imports by AIC, SC and Hannan-Quin information criterion a, respectively. According to the forecasting values of the selected seasonal multiplicative ARIMA model (1,0,1)×(1,0,1)12 and (1,0,1)×(1,0,1)4, Busan’s exports and imports will increase steadily annually for 2013-2020, but there will be some volatile variations monthly due to the seasonality. Thus, to forecast the future Busan’s exports and imports and to develop them, we need to use seasonal multiplicative ARIMA model (1,0,1)×(1,0,1)12 and (1,0,1)×(1,0,1)4 for the estimation of exports and imports,
목차
I. 서론
II. 부산의 수출입 동향
III. 부산 수출입의 시계열 특성
IV. 승법계절 ARIMA 모형에 의한 수출입 추정
V. 승법계절 ARIMA모형에 의한 수출입 예측
VI. 결론
참고문헌