景氣豫告指標를 考慮한 中期 時系列 豫測方法에 關한 考察 = Note on the Medium Term Time Series Forecasting Method in Consideration of Business Warning Indicator

다국어 초록 (Multilingual Abstract)

There are various ways in time series forecasting method. This paper is to show an efficient way for method of decomposition. Original value in method of decomposition is deemed to be made up of the combination of four elements, the tendency element, the cyclic element, the seasonal element and the irregular element.
In due process of time series forecasting each of these four elements has been separated and analyzed by applying the statistic method.
Estimation of the tendency variation element has been made by employing the regresson line and seasonal variation index by employing the central moving average method.
Estimation of the irregular variation index has been set to 1.0 since analysis of the results of the past indicates the least fluctuations.
Specially, on this paper, the cyclic variation index has been functionalized considering the business warning indicator.

목차 (Table of Contents)

• Ⅰ. 序論
• Ⅱ. 要素分解法에서 變動要素의 分離推定
• 1. 傾向變動의 分離推定
• 2. 季節變動의 分離推定
• 3. 不規則變動의 分離推定
• 4. 循環變動의 分離推定
• Ⅲ. 事例硏究
• Ⅳ. 結論