標題: 多條供應鏈的向量自我迴歸模式與共整合分析
VAR Model and Co-integration Analysis of Multiple Supply Chains
作者: 賴瀚棠
Han-Ton Lai
梁高榮
Gau-Rong Liang
工業工程與管理學系
關鍵字: 市場整合;假性迴歸;單位根檢定;共整合分析法;向量自我迴歸;Market Integration;Spusirous Regression;Unit Root Test;Co-Integration Analysis;Vector Autoregressive; VAR
公開日期: 2003
摘要: 花卉產業中多條供應鏈彼此的互動是非常複雜的。本論文提出運用向量自我迴歸模式與共整合技術建構此互動模式。事實上,向量自我迴歸模式是用來分析多種花卉產品的相依性,而共整合模式則檢定多條供應鏈中的市場整合度。進一步,利用由台北與彰化花卉資料倉儲中的交易資料探索兩模型之關係,研究結果顯示,向量自我迴歸模式中共整合特性之花卉產品存在特定關係。
The interaction among multiple supply chains in flower industry is complicated. In this thesis, Vector Autoregression (VAR) and co-integration techniques are proposed to model this interaction. Essentially the VAR model is used for analyzing the dependence of multiple flower products, and the co-integration model is used for testing the degree of market integration among multiple supply chains. Moreover, the transactional data from two flower wholesale markets located at Taipei and Changhua are examined for exploring the relation of both models. The research results show the existence of a specific relation among co-integrated flower products in the VAR model.
URI: http://140.113.39.130/cdrfb3/record/nctu/#GT009133530
http://hdl.handle.net/11536/57523
Appears in Collections:Thesis


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