| Summary: | 碩士 === 國立臺北大學 === 統計學系 === 93 === Taiwan society has passed through the significant changes on politics, economics, and social culture during the past 30 years. Along with the economical development, the living style of Taiwan society has moved from agricultural primarily towards the industrialization, urbanization and modernization rapidly. The consumption style has also been changed simultaneously. The major household expenditures are transferred from those for food and beverage to those for education and entertainment. Understanding the expenditure vicissitude process is helpful for forecasting the trend of future expenditure. Therefore, in this research, the data collected from "Report on The Family Income and Expenditure Survey" are studied. The major expenditures and the income of households are analyzed for establishing good forecast models of major expenditures.
The stationary properties of the data are first discussed by the unit root test in this research. Then, univariate ARIMA models and multivariate VARMA model are used to analysis the time series data. For each expenditure time series data, the value of MAPE obtained from the VARMA model is smaller than the one obtained from the ARIMA model. This result shows that the VARMA model provides a better fit for the income and all the expenditure series.
Finally, the expenditures for the future three years are also forecasted. The results show that although the trend of income become smooth and steady from 2001, it will slightly rise in the future. The expenditure of food will keep the same level after descending of five years. Even though the expenditure of clothing went down because of the price of the original material dropping last few years, it will slightly rise in the next three years. The expenditures of housing, transportation and communication will still keep dropping lightly. The expenditure of education and entertainment had a bigger fluctuation because of excessive expenditure, economic depression, SARS (serious acute respiratory tract syndrome) and so on, but it will go stable later on.
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