계절성을 고려한 가공유형별 오징어 소매가격 예측모형 비교 분석

다국어 초록 (Multilingual Abstract)

The purpose of this study is to forecast squid retail prices considering both seasonality in supply and different effects of seasonality on squid retail prices by processing types, and to find out which model is most appropriate for each processing type. We used ARIMA, SARIMA, and Holt-Winters Exponential Smoothing method to forecast squid retail prices in three different types of processing (Fresh, Frozen, and Dried). The results of MDM test show that the most accurate models for forecasting squid retail price are depending on each processing types. The results of analysis can be divided into two parts: Seasonal characteristics by processing types and forecasting power of models. First, it shows that fresh squid retail price has a circannual seasonality. Second, it shows that frozen squid retail price has a seasonality which is contrary to those of fresh squid retail prices. Third, although the seasonal price variation of dried squid turns out to be minimal, it was still found that the overall seasonal price variation of dried squid follows the pattern of price fluctuations in fresh squid. With regard to the forecasting power of the models, the results of analysis can be summarized as follows. First, the adequacy of models does not always come up with the most powerful forecasting power. Second, we found that the price volatility of squid, caused by uncertainty of supply and seasonal factors, is reduced by going through freezing or drying processing of squids, and the forecasting errors of models also decrease accordingly.

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