臺灣主要貿易預測之績效評析－以中華經濟研究院、行政院主計總處與中央研究院經濟研究所為例

Evaluating the Foreign Trade Forecasts for Taiwan Produced by CIER, DGBAS and IEAS

周大森(Ta-Sheng Chou) ； 林建甫(Chien-Fu Lin) ； 林世昌(Eric S. Lin)

《臺灣經濟預測與政策》 44卷1期 (2013/10) Pp. 81-132

摘要

中華經濟研究院、行政院主計總處與中央研究院經濟研究所發布的貿易預測受到國內公、私部門使用者重視，本文由傳統以及晚近發展的計量方法等不同觀點，研析該三個機構1996年至2010年的貿易預測績效。實證結果顯示三個機構對隔年方向變化之預測，幾乎為統計顯著的優質狀況。根據Ashley的預測有用性指標，三個機構的當季與後一季預測頗優；此外，Lin et al.（2011）的預測有用性檢定亦支持三者的年預測均展現極佳的有用性。綜合言之，主計總處的當年預測、中研院經濟所的後一年預測，最能讓使用者安心引用；而臺灣對主要貿易夥伴的出、進口變化，中經院的當年預測，亦屬優良。

關鍵字

貿易預測 ； 預測評估 ； 預測有用性檢定

並列摘要

The trade forecast for Taiwan conducted by the Chung-Hua Institution for Economic Research (CIER), the Directorate-General of Budget, Accounting and Statistics (DGBAS), and the Institute of Economics, Academia Sinica (lEAS) has received considerable attention from decision makers in the private and public sectors. We evaluate the forecasting performance of the three institutions in terms of the conventional criteria and the usefulness tests recently developed by Lin et al. (2011). More specifically, we analyze the samples for the annual and quarterly projections released by CIER, DGBAS and IEAS from 1996 to 2010. Our findings are as follows. First, the directional accuracy statistics show that the one-year-ahead annual projections are generally well produced. Second, Ashley's usefulness statistics indicate that the current-quarter forecasts released by those institutions perform the best. In addition, based on the tests for usefulness (Lin et al., 2011), the annual forecasts have also done a good job. Overall, the current year forecasts (prepared in the middle of the same year) produced by DGBAS and the next-year forecasts (prepared at the end of each year) produced by IEAS perform the best. Meanwhile, the current-year forecasts for the changes in trade between Taiwan and specific countries produced by CIER also provide useful information.

並列關鍵字

Trade forecasts ； Forecast evaluation ； Usefulness tests of forecasts

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