| Summary: | 碩士 === 國立彰化師範大學 === 商業教育學系 === 88 === The purpose of this study intends to study separately the relationship between the "total export value" and the "manufacturer number with ISO certification" in the three of mechanic、electric and electronic industry. Also the data used in this study was collected mainly from January 1981 to June 1999.
First of all, we separately used Box-Jenkins ARIMA model to predict the "total export value" and "manufacturer number with ISO certification" then we use Cross Spectral Analysis to estimate the coherence and phase of this two variables. We also measured the correlation and lead-lag structures of two series in different frequency. In addition, we measured the lead-lag time.
The empirical results are illustrated as follows:
1. In the prediction of "total export value", this research finds that the mechanic items belong to the model of ARIMA(0,1,1)(0,1,1)12, but electric items and electronic items are fitted separately the model of ARIMA(0,1,1)(0,1,1)12 and ARIMA(2,1,0)(0,1,1)12.
2. However, in the "manufacturer number with ISO certification", the three manufactures can be approximately fitted into the model of ARIMA(2,1,0)(0,1,1)12.
3. Nevertheless, we also finds that for the cross spectral analysis between "manufacturer number with ISO certification" and "total export value", mechanic items in period 60-70 have closer relationship in which the former variable leads the latter variable about 29.6-34.54 months ; Electric items in period 2.8-3.2 have closer relationship in which the former variable leads the latter variable about 0.89-1.27 months ; Electronic items in period 10-12 have closer relationship in which the former variable leads the latter variable about 1.59-3.44 months.
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