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題名 轉移函數模型在旅遊需求預測上的應用-以澳門為例
Forecasting demand for tourism using a transfer function model - A case for Macau
作者 張家瑋
Chang, Chia Wei
貢獻者 邱鳳臨<br>蕭明福
張家瑋
Chang, Chia Wei
關鍵詞 轉移函數模型
旅遊需求
預測
澳門
transfer function model
tourism demand
forecast
Macau
日期 2010
上傳時間 29-Sep-2011 18:32:09 (UTC+8)
摘要 近數十年來旅遊業不斷茁壯並走向多元化,在一國經濟中常扮演著舉足輕重地位。澳門為一小型開放經濟體,旅遊業是其產業龍頭及重點發展目標,對整體經濟發展至關重要。然回顧過去文獻少有考慮季節性與突發事件干擾的前提下,針對亞太地區的旅遊需求研究,加以預測方法多為單獨使用因果分析法或時間序列法。本研究在考慮該二種因素,先利用片段線性模型刻畫結構轉變的發生,再進一步結合時間序列分析法建構轉移函數模型。基於平均絕對比率誤差與均方差平方根的評比,轉移函數模型在預測澳門旅遊需求能力上確實有著較優異的表現。實證研究結果可供澳門旅遊相關業者規劃投資、觀光行銷企劃及政府單位採行總體政策參考。
參考文獻 王天祐,何雍慶(2005),旅遊業趨勢預測方法比較,北京交通大學報,第29期。
任來玲,劉朝明 (2006),旅遊需求預測方法文獻評述,旅遊學刊,第8期。
李貽鴻 (1992),觀光行銷學-供應與需求,台北:淑馨出版社。
唐學斌 (2002),觀光事業概論,台北:國立編譯館出版。
翁鋼民,鄭竹葉,劉洋(2009),我國入境旅遊預測:基於ARFMA模型的研究,
商業研究,第386期。
曹勝雄 (2001),觀光行銷學,台北:揚智文化。
陳旭昇 (2009),時間序列分析:總體經濟與財務金融之應用,台北:東華書局。
陳思倫,宋秉明,林連聰 (2003),觀光學概論,台北: 國立空中大學。
曾忠祿,張冬梅 (2007),澳門遊客分析與預測,澳門:澳門理工學院。
楊明賢 (1999),觀光學概論,台北:揚智文化。
楊奕農 (2009),時間序列分析:經濟與財務上之應用,台北:雙葉書廊。
劉修祥 (2007),觀光學導論,台北:至揚文化。
Box, G. E. P., and Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control. San Francisco: Holden Day.
Burger C.J.S.C., Dohnal M., Kathrada M.and Law R. (2001). A practitioners guide to time-series methods for tourism demand forecasting – A case study Durban, South Africa. Tourism Management, 22, 403 – 409.
Chan, F., Lim, C. and McAleer, M. (2005). Modeling multivariate international tourism demand and volatility. Tourism Management, 26, 459–471.
Chen, K. Y. and Wang, C. H. (2007). Support vector regression with genetic algorithms in forecasting tourism demand. Tourism Management, 28, 215 – 226.
Cho, V. (2003). A comparison of three different approaches to tourist arrival Forecasting. Tourism Management, 24, 323-330.
Choy, D. J. L. (1984). Forecasting tourism revisited. Tourism Management, 5, 171-176.
Chu F. L. (1998) Forecasting tourist arrivals: nonlinear sine wave or ARIMA? Journal of Travel Research, 36, 79-84.
Chu, F. L. (2004). Forecasting tourism demand: A cubic polynomial approach. Tourism Management, 25, 209-218.
Croes, R. R., and Vanegas, M., Sr. (2005). An econometric study of tourist arrivals in Aruba and its implications. Tourism Management, 26, 879–890.
Daniel, A. C. M., and Ramos, F. F. R. (2002). Modeling inbound international tourism demand to Portugal.
International Journal of Tourism Research, 4, 193–209.
De Mello, M. M., Pack, A., and Sinclair, M. T. (2002). A system of equations model of UK tourism demand in neighbouring countries. Applied Economics, 34, 509–521.
Divisekera S. (2003). A model of demand for international tourism. Annals of Tourism Research, 30, 31-49.
Du Preez, J., and Witt, S. F. (2003). Univariate versus multivariate time series forecasting: An application to international tourism demand. International Journal of Forecasting, 19, 435–451.
Eugenio-Martin, J., Sinclair, M. T., and Yeoman, I. (2005). Quantifying the effects of tourism crises: An application to Scotland. Journal of Travel and Tourism Marketing, 19, 21–34.
Geurts, M. D., Buchman, T. A. and Ibrahim I. B. (1976). Use of the Box-Jenkins approach to forecast tourist arrivals. Journal of Travel Research, 14, 5-8.
Dale, G. and Oliver, H. (2002). Travel and Tourism. 王昭正、陳怡君譯,旅遊與觀光概論,台北:弘智文化。
Goh, G. and Law, R. (2002), Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention. Tourism Management, 23, 499-510.
Gonzailez P. and Moral P. (1995). An analysis of the international tourism demand in Spain. International Journal of Forecasting, 11, 233-251.
Ismail, J. A., Iverson, T. J., and Cai, L. A. (2000). Forecasting Japanese arrivals to Guam: An empirical model. Journal of Hospitality and Leisure Marketing, 7, 51–63.
Law B. (2000). Back-Propagation learning in improving the accuracy of neutral network-based demand forecasting. Tourism Management, 21, 331-340.
Lewis, C. D. (1982). International and Business Forecasting Methods. London: Butterworths.
Lim, C. (2004). The major determinants of Korean outbound travel to Australia. Mathematics and Computers in Simulation, 64, 477–485.
Makridakis S. and Hibon M. (1979). Accuracy of forecasting: An empirical investigation. Journal of the Royal Statistical Society, A 142, 97-145.
Makridakis, S. and Wheelwright, S. C. (1978). Forecasting: Methods and Application. New York: Wiley.
Martin, C. A. and Witt, S. F. (1989). Forecasting tourism demand: A comparison of the accuracy of several quantitative methods. International Journal of Forecasting, 5, 7-19.
Pindyck, R. S., and Rubenfeld, D. L. (1981). Econometric models and Economic forecasts. New York: McGraw–Hill.
Sheldon, P. J. (1993). Forecasting tourism: Expenditure versus arrivals. Journal of Travel Research, 32: 13-20.
Song, H., and Witt, S. F. (2006). Forecasting international tourist flows to Macau. Tourism Management, 27, 214–224.
Song, H., Witt, S. F. and Jensen, T. C. (2003). Tourism forecasting: accuracy of alternative econometric models. International Journal of Forecasting, 19, 123 – 141.
Song, H., Wong, K. F., and Chon K. S. (2003). Modeling and forecasting the demand for Hong Kong tourism. International Journal of Hospitality and Management, 22, 435–451.
Wang, C. H., (2004) Predicting tourism demand using fuzzy time series and hybrid grey theory. Tourism Management, 25, 367 – 374.
White, K. J. (1985). An international travel demand model: US travel to Western Europe. Annals of Tourism Research, 12, 529-545.
William, B. (1991). Introducing Econometrics. St. Paul, MN: West Publishing Company.
Witt, S. F. and Witt C. A. (1995). Forecasting tourism demand: A review of empirical research. International Journal of Forecasting, 11, 447–475.
Witt, S. F. and Witt, C. A. (1991). Tourism forecasting: Error magnitude, direction of change error, and trend change error. Journal of Travel Research, 30, 26-33.
描述 碩士
國立政治大學
經濟學系
98258023
99
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0098258023
資料類型 thesis
dc.contributor.advisor 邱鳳臨<br>蕭明福zh_TW
dc.contributor.author (Authors) 張家瑋zh_TW
dc.contributor.author (Authors) Chang, Chia Weien_US
dc.creator (作者) 張家瑋zh_TW
dc.creator (作者) Chang, Chia Weien_US
dc.date (日期) 2010en_US
dc.date.accessioned 29-Sep-2011 18:32:09 (UTC+8)-
dc.date.available 29-Sep-2011 18:32:09 (UTC+8)-
dc.date.issued (上傳時間) 29-Sep-2011 18:32:09 (UTC+8)-
dc.identifier (Other Identifiers) G0098258023en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/51039-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟學系zh_TW
dc.description (描述) 98258023zh_TW
dc.description (描述) 99zh_TW
dc.description.abstract (摘要) 近數十年來旅遊業不斷茁壯並走向多元化,在一國經濟中常扮演著舉足輕重地位。澳門為一小型開放經濟體,旅遊業是其產業龍頭及重點發展目標,對整體經濟發展至關重要。然回顧過去文獻少有考慮季節性與突發事件干擾的前提下,針對亞太地區的旅遊需求研究,加以預測方法多為單獨使用因果分析法或時間序列法。本研究在考慮該二種因素,先利用片段線性模型刻畫結構轉變的發生,再進一步結合時間序列分析法建構轉移函數模型。基於平均絕對比率誤差與均方差平方根的評比,轉移函數模型在預測澳門旅遊需求能力上確實有著較優異的表現。實證研究結果可供澳門旅遊相關業者規劃投資、觀光行銷企劃及政府單位採行總體政策參考。zh_TW
dc.description.tableofcontents 第一章 緒論 .................... 1
第一節 研究背景與動機 .................... 1
第二節 研究目的 .................... 4
第三節 研究方法 .................... 5
第四節 研究架構 .................... 5
第二章 澳門概況 .................... 6
第一節 澳門簡介 .................... 6
第二節 澳門旅遊業發展 .................... 7
第三章 文獻回顧 .................... 10
第一節 觀光事業相關探討 .................... 10
第二節 旅遊需求預測模型 .................... 16
第三節 旅遊需求文獻 .................... 18
第四章 澳門旅遊需求預測模型 .................... 24
第一節 模型設定 .................... 24
第二節 模型預測能力判斷指標 .................... 28
第五章 實證估計結果與分析 .................... 30
第一節 資料處理 .................... 30
第二節 參數估計 .................... 32
第三節 樣本外預測 .................... 40
第六章 結論與建議 .................... 44
參考文獻 .................... 46
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0098258023en_US
dc.subject (關鍵詞) 轉移函數模型zh_TW
dc.subject (關鍵詞) 旅遊需求zh_TW
dc.subject (關鍵詞) 預測zh_TW
dc.subject (關鍵詞) 澳門zh_TW
dc.subject (關鍵詞) transfer function modelen_US
dc.subject (關鍵詞) tourism demanden_US
dc.subject (關鍵詞) forecasten_US
dc.subject (關鍵詞) Macauen_US
dc.title (題名) 轉移函數模型在旅遊需求預測上的應用-以澳門為例zh_TW
dc.title (題名) Forecasting demand for tourism using a transfer function model - A case for Macauen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 王天祐,何雍慶(2005),旅遊業趨勢預測方法比較,北京交通大學報,第29期。zh_TW
dc.relation.reference (參考文獻) 任來玲,劉朝明 (2006),旅遊需求預測方法文獻評述,旅遊學刊,第8期。zh_TW
dc.relation.reference (參考文獻) 李貽鴻 (1992),觀光行銷學-供應與需求,台北:淑馨出版社。zh_TW
dc.relation.reference (參考文獻) 唐學斌 (2002),觀光事業概論,台北:國立編譯館出版。zh_TW
dc.relation.reference (參考文獻) 翁鋼民,鄭竹葉,劉洋(2009),我國入境旅遊預測:基於ARFMA模型的研究,zh_TW
dc.relation.reference (參考文獻) 商業研究,第386期。zh_TW
dc.relation.reference (參考文獻) 曹勝雄 (2001),觀光行銷學,台北:揚智文化。zh_TW
dc.relation.reference (參考文獻) 陳旭昇 (2009),時間序列分析:總體經濟與財務金融之應用,台北:東華書局。zh_TW
dc.relation.reference (參考文獻) 陳思倫,宋秉明,林連聰 (2003),觀光學概論,台北: 國立空中大學。zh_TW
dc.relation.reference (參考文獻) 曾忠祿,張冬梅 (2007),澳門遊客分析與預測,澳門:澳門理工學院。zh_TW
dc.relation.reference (參考文獻) 楊明賢 (1999),觀光學概論,台北:揚智文化。zh_TW
dc.relation.reference (參考文獻) 楊奕農 (2009),時間序列分析:經濟與財務上之應用,台北:雙葉書廊。zh_TW
dc.relation.reference (參考文獻) 劉修祥 (2007),觀光學導論,台北:至揚文化。zh_TW
dc.relation.reference (參考文獻) Box, G. E. P., and Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control. San Francisco: Holden Day.zh_TW
dc.relation.reference (參考文獻) Burger C.J.S.C., Dohnal M., Kathrada M.and Law R. (2001). A practitioners guide to time-series methods for tourism demand forecasting – A case study Durban, South Africa. Tourism Management, 22, 403 – 409.zh_TW
dc.relation.reference (參考文獻) Chan, F., Lim, C. and McAleer, M. (2005). Modeling multivariate international tourism demand and volatility. Tourism Management, 26, 459–471.zh_TW
dc.relation.reference (參考文獻) Chen, K. Y. and Wang, C. H. (2007). Support vector regression with genetic algorithms in forecasting tourism demand. Tourism Management, 28, 215 – 226.zh_TW
dc.relation.reference (參考文獻) Cho, V. (2003). A comparison of three different approaches to tourist arrival Forecasting. Tourism Management, 24, 323-330.zh_TW
dc.relation.reference (參考文獻) Choy, D. J. L. (1984). Forecasting tourism revisited. Tourism Management, 5, 171-176.zh_TW
dc.relation.reference (參考文獻) Chu F. L. (1998) Forecasting tourist arrivals: nonlinear sine wave or ARIMA? Journal of Travel Research, 36, 79-84.zh_TW
dc.relation.reference (參考文獻) Chu, F. L. (2004). Forecasting tourism demand: A cubic polynomial approach. Tourism Management, 25, 209-218.zh_TW
dc.relation.reference (參考文獻) Croes, R. R., and Vanegas, M., Sr. (2005). An econometric study of tourist arrivals in Aruba and its implications. Tourism Management, 26, 879–890.zh_TW
dc.relation.reference (參考文獻) Daniel, A. C. M., and Ramos, F. F. R. (2002). Modeling inbound international tourism demand to Portugal.zh_TW
dc.relation.reference (參考文獻) International Journal of Tourism Research, 4, 193–209.zh_TW
dc.relation.reference (參考文獻) De Mello, M. M., Pack, A., and Sinclair, M. T. (2002). A system of equations model of UK tourism demand in neighbouring countries. Applied Economics, 34, 509–521.zh_TW
dc.relation.reference (參考文獻) Divisekera S. (2003). A model of demand for international tourism. Annals of Tourism Research, 30, 31-49.zh_TW
dc.relation.reference (參考文獻) Du Preez, J., and Witt, S. F. (2003). Univariate versus multivariate time series forecasting: An application to international tourism demand. International Journal of Forecasting, 19, 435–451.zh_TW
dc.relation.reference (參考文獻) Eugenio-Martin, J., Sinclair, M. T., and Yeoman, I. (2005). Quantifying the effects of tourism crises: An application to Scotland. Journal of Travel and Tourism Marketing, 19, 21–34.zh_TW
dc.relation.reference (參考文獻) Geurts, M. D., Buchman, T. A. and Ibrahim I. B. (1976). Use of the Box-Jenkins approach to forecast tourist arrivals. Journal of Travel Research, 14, 5-8.zh_TW
dc.relation.reference (參考文獻) Dale, G. and Oliver, H. (2002). Travel and Tourism. 王昭正、陳怡君譯,旅遊與觀光概論,台北:弘智文化。zh_TW
dc.relation.reference (參考文獻) Goh, G. and Law, R. (2002), Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention. Tourism Management, 23, 499-510.zh_TW
dc.relation.reference (參考文獻) Gonzailez P. and Moral P. (1995). An analysis of the international tourism demand in Spain. International Journal of Forecasting, 11, 233-251.zh_TW
dc.relation.reference (參考文獻) Ismail, J. A., Iverson, T. J., and Cai, L. A. (2000). Forecasting Japanese arrivals to Guam: An empirical model. Journal of Hospitality and Leisure Marketing, 7, 51–63.zh_TW
dc.relation.reference (參考文獻) Law B. (2000). Back-Propagation learning in improving the accuracy of neutral network-based demand forecasting. Tourism Management, 21, 331-340.zh_TW
dc.relation.reference (參考文獻) Lewis, C. D. (1982). International and Business Forecasting Methods. London: Butterworths.zh_TW
dc.relation.reference (參考文獻) Lim, C. (2004). The major determinants of Korean outbound travel to Australia. Mathematics and Computers in Simulation, 64, 477–485.zh_TW
dc.relation.reference (參考文獻) Makridakis S. and Hibon M. (1979). Accuracy of forecasting: An empirical investigation. Journal of the Royal Statistical Society, A 142, 97-145.zh_TW
dc.relation.reference (參考文獻) Makridakis, S. and Wheelwright, S. C. (1978). Forecasting: Methods and Application. New York: Wiley.zh_TW
dc.relation.reference (參考文獻) Martin, C. A. and Witt, S. F. (1989). Forecasting tourism demand: A comparison of the accuracy of several quantitative methods. International Journal of Forecasting, 5, 7-19.zh_TW
dc.relation.reference (參考文獻) Pindyck, R. S., and Rubenfeld, D. L. (1981). Econometric models and Economic forecasts. New York: McGraw–Hill.zh_TW
dc.relation.reference (參考文獻) Sheldon, P. J. (1993). Forecasting tourism: Expenditure versus arrivals. Journal of Travel Research, 32: 13-20.zh_TW
dc.relation.reference (參考文獻) Song, H., and Witt, S. F. (2006). Forecasting international tourist flows to Macau. Tourism Management, 27, 214–224.zh_TW
dc.relation.reference (參考文獻) Song, H., Witt, S. F. and Jensen, T. C. (2003). Tourism forecasting: accuracy of alternative econometric models. International Journal of Forecasting, 19, 123 – 141.zh_TW
dc.relation.reference (參考文獻) Song, H., Wong, K. F., and Chon K. S. (2003). Modeling and forecasting the demand for Hong Kong tourism. International Journal of Hospitality and Management, 22, 435–451.zh_TW
dc.relation.reference (參考文獻) Wang, C. H., (2004) Predicting tourism demand using fuzzy time series and hybrid grey theory. Tourism Management, 25, 367 – 374.zh_TW
dc.relation.reference (參考文獻) White, K. J. (1985). An international travel demand model: US travel to Western Europe. Annals of Tourism Research, 12, 529-545.zh_TW
dc.relation.reference (參考文獻) William, B. (1991). Introducing Econometrics. St. Paul, MN: West Publishing Company.zh_TW
dc.relation.reference (參考文獻) Witt, S. F. and Witt C. A. (1995). Forecasting tourism demand: A review of empirical research. International Journal of Forecasting, 11, 447–475.zh_TW
dc.relation.reference (參考文獻) Witt, S. F. and Witt, C. A. (1991). Tourism forecasting: Error magnitude, direction of change error, and trend change error. Journal of Travel Research, 30, 26-33.zh_TW