本省木材供需價格變動之研究（二）

Studics on the Price of Wood Fluctuation in Taiwan

鍾達雄(Darry-Ilsiung Chung) ； 塗三賢(San-Shyan Tu)

《林產工業》 14卷1期 (1995/03) Pp. 129-148

摘要

本研究從整個木材的供給面分析探討台灣木材價格的變動情形，進一步預測其價格走向，以提供木材相關產業作有關經濟分析及策略訂定時的參考。所得結果如下：（一）台灣木材總供應量中，大約有99%的量是進口材所供應。而進口材的主要來源地區為亞洲及美洲地區，民國81年時二地區原木用材進口量合計佔當年原木用材總進口材積的95%以上。其中主要進口來源國家為香港、日本、韓國、馬來西亞、泰國、印尼、越南、新加坡、菲律賓、中國大陸、加拿大、美國。（二）進口材躉售物價指數與其他經濟指數闊的複迴歸模式如下：Yt=12. 9969+0. 0396X_1-0. 0570X_2+0. 4762X_3+0. 07060X_4-0. 3499X_5式中：Yt為進口材躉售物價指數，X_1為直售物價指數，X_2為房屋建築指數，X_3為前期木材價格指數，X_4為木材貿易量值指數，X_5為工業生產指數。（三）近五年來進口材躉售物價總指數每季平均變動幅度約為1.26%；其中進口材的用材額指數每季平均變動幅度約為1.66%；進口材的工業原料材指數方面，每季平均變動幅度約為-0.67 %，各指數均無明顯的季節變動。（四）進口材各類指數的ARIMA模式如下所示：（1）總指數ARIMA（1，1，1）（1+0.11053B）（1-B）Zt=0.56088+（1+0.12543B）at（2）用材類ARIMA（1，1，1）（1+0.19868B）（1-B）Zt=0.68113+（1+0.50906B）at（3）工業原料材類ARIMA（1，1，1）（1-0.54246B）（1-B） Zt= -0.24129+（1+0.74777B）at各式中B=Zt-1/Zt即上期躉售物價指數與本直售物價指數之比值，at為當期躉售物價指數實際值與預測值之差。

並列摘要

This study investigates the price of wood fluctuation and forecasts its future price in Taiwan as the reference to the Wood Industrial. The results of this study are summarized as follows: 1.99% of total timber provisions used in Taiwan is imported. Mostly is imported from Asia and North America. Both areas supply 95% of the total volume of imported logs in 1992. The major exporting countries are Hong Kong, Japan, Korea, Malaysia, Thailand, Indonesia, Vietnam, Singapore, Philippine, Mainland China, Canada, and U.S.A. 2. The multiple-regression model of the wholesale index of imported wood against the other economic indexes is corcluded as follows: Y_t=12. 9969+0. 0396X_1-0. 0570X_2+0. 4762X_3+0. 7060X_4+0. 3499X_5 The reference of above formulas are: Y_t= wholesale index of imported wood; X_1= wholesale index; X_2= index of housing; X_3= index of the last wood price; X_4= index of quantity of wood trades; X_5= industrial index 3. Over the past five years, the average seasonal ranges of fluctuation of imported wood, timber and industrial raw materials have been 1.26%, 1.66% and -0.67% respectively. Each seasonal fluctuation is not obviously. 4. The ARIMA models of the imported wood indexes are concluded as faIIows: (1) General index: ARIMA (1 ,1 ,1) (1+0.11053B) (1-B) Zt =0.56088+ (1+0.12543B)at (2) Timber: ARIMA(1, 1, 1) (1+0.19868B) (1-B) Zt =0.68113+ (1+0.50906B)a t (3) lndustrial materials: AR IMA (1, 1, 1) (1-0.5424B) (1-B) Zt=-0.24129 + (1+0.74777B) at The reference of above formulas are:B=Zt-1jZt , that is , the rate of the last period and this period wholesale index. a_t is the difference from actual data sand estimation of this period wholesale index.