KREI Repository: 전이함수를 이용한 산지 수소 가격 예측

전이함수를 이용한 산지 수소 가격 예측

목차: 1. 연구의 배경 및 목적
2. 시계열 분석 모델
3. 모델의 추정과 가격 전망
4. 요약 및 결론
A transfer function model that allows exogenous variables in time series
analysis is used to forecast monthly beef cattle prices. Three models are
considered: i) a transfer function with male calf price (model I), ii) a
transfer function with the quantity of beef slaughter (model II), and iii)
a transfer function with male calf price and the quantity of beef slaughter
(model III).
Model II turns out superior for three and six month-forecasting, while model
I shows best fitness for one-year period forecasting. A downward trend from its
peak in November 2001 is forecasted.
Beef cattle price is likely to fall until July 2002. Later the price will
become back to rise, reaching peak of 4,150 or 4,300 thousand won around
November 2002. It may also be worthwhile to apply time series models for
forecasting short-run pork and chicken prices.

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Korea Rural Economic Institue