Causal Analysis of Overseas Destinations Traveling from Taiwan

• Main Authors: Siou-Hao Jhang, 張修豪
• Other Authors: Neng-Fang Tseng
• Format: Others
• Language: zh-TW
• Published: 2015
• Online Access: http://ndltd.ncl.edu.tw/handle/69654293646198083243

碩士 === 真理大學 === 統計與精算學系碩士班 === 103 === In recent years, the number of overseas have become larger. The goal of the study is to study the mutual relationship between the people from Taiwan to the five continents in the world. In this research, we use the unit-root test to analyze whether the five continents are non-stationarity, and use the vector autoregression model to explore the relevance between the people traveling to Asia, the Americas, Europe, Oceania and the other continents. The impulse response analysis is used to study the effects caused by other variables when either a variable changes. And through Granger causality we can understand the interdependence between the two groups of variables. Finally, we predict the future trend of each variable