台灣電子零組件產業薪資預測─ARIMA模式與迴歸模式之比較(民國87-99年)

本研究利用ARIMA模式與迴歸模式對台灣電子零組件產業薪資的預測進行相關研究，並比較此二種模式的預測能力。研究採用的數據為1998年1月至2010年8月期間之薪資水準、出口值、電子業平均工時、股市、失業率、消費者物價指數等經濟指標，透過最佳分組迴歸建立多元迴歸模式；並以同期間之台灣電子零組件產業薪資為時間數列資料建立ARIMA模式。最後本研究分別對2010年9月到11月間台灣電子零組件產業薪資變化進行預測，並將其結果與實際值進行檢測，評估其預測效力。研究結果發現，迴歸模式顯示台灣電子零組件產業薪資變化受到出口值、電子業平均工時及股市三者的影響較為顯著。另外，本研究亦發現ARIMA (0,2,1)可作為預測台灣電子零組件產業薪資變化的合適ARIMA模式。利用判定係數(R2)及均方誤差(MSE)兩種指標比較迴歸模式與ARIMA(0,2,1)模式，我們發現其ARIMA(0,2,1)的R2較大且MSE較小，可獲得較佳台灣電子零組件產業薪資變化的預測效力。

關鍵字

預測；薪資；迴歸模型； ARIMA

並列摘要

Generally, many decision-making problems in the company are related to the salary because they need to plan their expenses and make a profit. If one can understand the factors that affect the wage fluctuation, one would be able to make better forecast on the future wage change through an appropriate model. This research adopts ARIMA model and regression model towards the forecast of Taiwan’s electronic component industry wage using the data from January, 1998 to August, 2010 that includes exports, average working hours, stock market index, and consumer price index. Both regression model and ARIMA model are identified through Best Subsets Regress, and time series patterns, respectively. The research result from regression model indicates that Taiwan’s electronic component industry wage is affected significantly by exports, average working hours and stock market index. In addition, it finds that ARIMA(0,2,1) is an appropriate ARIMA model in the prediction of Taiwan’s electronic component industry wage. Using the R-square and Mean Square Error (MSE) as indicators, we find ARIMA (0,2,1) model has higher R-square value and lower MSE, making it a better model in the prediction of Taiwan’s electronic component industry wage. Predictions on the period of September-November, 2010 are conducted and their results compared with the actual values for August-September, 2010 to assess the predictability of the model.

並列關鍵字

Predict ； Salaries ； Regression ； ARIMA

參考文獻

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