I.

T VN
Trong nhng nm va qua, nn kinh t nc ta ni chung v nng nghip
ni ring t c c nhng thnh tu ng khch l. Trong nng nghip,
nhiu nng sn ca ta c tnh cnh tranh kh cao trn th trng th gii. C cu
nng nghip tip tc c s chuyn dch theo chiu hng tch cc theo hng
chuyn t cy, con c gi tr tng thm thp sang cy, con c gi tr tng thm cao
tng thu nhp trn 1ha canh tc, chuyn t sn phm cung vt cu sang cc
sn phm c th trng tiu th rng ln hn, vi gi c cao hn. Tnh trong nm
2004, bn cnh vic gia tng v lng xut khu th gi xut khu ca nhiu loi
cng tng kh nh: gi go tng 22,9%; gi cao su tng 34,2%; gi iu nhn tng
22,2%. C th ni, y chnh l tn hiu ng mng, l ng lc thc y sn
xut i vi ngi nng dn. Tuy t c nhiu thnh tu, nhng trong khu vc
nng nghip vn cn mt s vn cn gii quyt x l. Mt trong nhng vn
l s bt n v gi nng sn dn n tnh trng khi c gi th u t t, lc
gi tt gim, cung vt qu cu, tiu th kh khn, ngi sn xut phi hng chu
thua l.
D bo xu th bin ng ca gi nng sn s l mt trong nhng cn c
quan trng cc nh hoch nh chnh sch a ra c nhng chin lc, chnh
sch pht trin ph hp, ngi sn xut a ra nhng quyt nh u t ng
n nht.

Trong phm vi hn hp, chuyn xin gii thiu mt s phng php d bo

mang tnh cht tham kho phc v cng vic xy dng mt m hnh d bo gi
nng sn mang tnh thuyt phc cao, ph hp vi thc trng nn sn xut nng
nghip nc ta.

Thi bo kinh t: 2004-2005

II. CC PHNG PHP D BO

1. Khi nim v d bo
Thut ng d bo (hoc thut ng tng ng d on) thng c s
dng trong ng cnh l c gng d on tng lai.
V phn loi cc phng php d bo, c th phn bit hai nhm phng
php. D bo kinh t lng da trn m hnh hi quy ni kt mt hoc mt vi
bin ph thuc vi mt s bin c lp. Phng php ny rt ph bin do n c kh
nng gii thch cc thay i cc bin ph thuc theo s thay i ca cc bin kinh
t hay cc bin ng thi khc-c bit l nhng thay i trong cc bin v chnh
sch. Ngc vi phng php kinh t lng, phng php d bo chui thi gian
ch yu da trn nhng n lc d on cc gi tr ca mt bin cn c vo
nhng gi tr trong qu kh ca chnh bin y.
Nhng nhm ny rt rng v ranh gii gia chng l khng r rng. Chng
hn, trong khi mt s m hnh kinh t lng c thit lp ch yu da trn cc gi
tr qu kh ca bin ph thuc, th mt s m hnh chui thi gian thun tu (phi
kinh t lng) li kt ni mt bin vi cc gi tr ca cc bin khc. Phng php
chui thi gian thng c xem l tri hn phng php kinh t lng khi d bo
ngn hn. Cc m hnh kinh t lng s thch hp hn trong trng hp m hnh
ho cc nh hng di hn hn. Cc m hnh tng hp c hai nhm phng php
ny thng to ra tim nng ci thin cc d bo c ngn hn ln di hn.
Mt mi trng d bo gm 3 thi on. Mt ngi kho st s dng mt
mu cc quan st v c lng m hnh. Cc gi tr d bo ca bin ph thuc
trong thi k trong mu ny cn c gi l cc gi tr thch hp ho. Cc gi tr
d bo ngoi mu c th l kim nh hay tin nghim. D bo kim nh l i vi
giai on m trong cc gi tr thc t ca bin ph thuc v c lp u bit.
Cc gi tr d bo nh th thng c so snh vi gi tr thc t nh gi nng
lc d bo ca m hnh. Cc d bo tin nghim l d bo cho tng lai vi cc
gi tr ca bin c lp c d bo t cc m hnh khc.
D bo c th l c iu kin hoc khng iu kin. Khi cc d bo ca cc
bin c lp l bit trc th ta c d bo c iu kin. D bo khng iu kin
c to ra khi cc gi tr ca cc bin ngoi sinh khng c bit trc m l
c to ra t bn thn m hnh hay t mt m hnh h tr khc.
2

Lm thch hp bng ng xu hng l mt k thut c s dng ph bin

din t bin ph thuc ca mt hm ch theo thi gian. Dng hm nhn c c
th l tuyn tnh, bc hai, log tuyn tnh, nghch o, tuyn tnh log, log hai ln hay
logistic.
Mt nh quan st m ch quan tm n xu hng r nt ca mt chui thi
gian hn l n s bin ng xung quanh xu hng th c th lm trn d liu
bng cch s dng gi tr trung bnh ca mt s cc thnh phn lin tip nhau (gi
l trung bnh trt) hoc lm trn theo lu tha, ngha l to ra mt trung bnh c
trng s ca cc gi tr hin ti v qu kh ca chui, cc trng s gim dn theo
lu tha khi chng ta li v qu kh. K thut ny c th c s dng i vi cc
sai s d bo c c cc d bo thch nghi.
Khi nhiu phng n m hnh c du hiu l to ra c cc gi tr d bo
kh tt, th tt hn ta nn kt hp cc d bo hn l chn ly mt m hnh tt nht
v b cc m hnh khc. Phng php ti u kt hp d bo l ly hi quy (s
dng d liu ca mu hay d liu giai on kim nh) cc gi tr thc t theo mt
hng s v cc gi tr d bo c to ra t cc phng n m hnh. Cc h s c
lng sau c dng nh cc trng s i vi d bo kt hp. Trong thi k
mu, gi tr d bo kt hp c tng sai s bnh phng nh nht, vi sai s d bo
bnh phng bng 0, ngay c khi cc d bo ring l b thin lch.
Trong cc m hnh kinh t lng, cc gi tr d bo c to ra bng cch
thay cc gi tr d bo hay gi nh cho cc bin c lp. Nu c tng quan chui
trong cc phn d, cc sai s c th c m hnh ho vi qu trnh t hi quy v
thng tin c dng thu c cc d bo c hiu qu hn.
2. D bo t cc m hnh kinh t lng
Phng php d bo kinh t lng u tin bao gm vic xy dng mt m
hnh kinh t lng kt ni bin ph thuc vi mt s bin c lp c xem l
c tc ng nh hng n n. K m hnh c nh gi v s dng to ra
cc d bo c iu kin v/hoc khng iu kin cho bin ph thuc. Cc m hnh
thng c xy dng trn c s c thng k ln kinh t lng.
Sau y l mt s cng thc thng dng trong d bo:
2.1. D bo kinh t lng vi cc bin ph thuc khng tr hay cc sai s c
tng quan chui
3

y l trng hp n gin nht ca d bo kinh t lng. M hnh r nt nht c

dng phng trnh:

Yt =Xt2 +Xt3 +kXtk + ut

(1)

Trong cc ng thi c sai s tt. Mt gi tr d bo cho thi on n+h (ngha l

d bo trc h bc) c cho bi:
Yn h 1 2 X

n h ,2

3 X

n h ,3

... k X

n h ,k

Gi tr d bo l c iu kin nu nh cc gi tr X n+h,i gi nh l c cho t mt

c ch ngoi sinh no .
2.2. D bo kinh t lng vi cc bin ph thuc khng tr nhng cc sai s c
tng quan theo chui
Nu cc sai s c ca m hnh hi quy l c tng quan chui th chng ta c
th c c cc d bo ci tin bng cch dng thng tin . Trong phng trnh
(1) gi s rng ut tun theo qu trnh t hi quy bc mt (tc gi nh l c ng
thi tt)

ut=t-1 + t
Nu ^ l c lng ca h s tng quan theo chui, ta c:
u n 1 u n

u n 2 u n 1 2u n

u n h h u n

V u n c th rt ra c t mu, nn ta c th c c sai s d bo h bc tt hn
trc v do s c c d bo Yh+n ci thin nh sau:
Yn h 1 2 X

n h ,2

3 X

n h ,3

... k X

n h ,k

h u n

Trong trng hp tng qut ca mt cu trc sai s t hi quy bc q

ut = 1 ut-1 + 2 ut-2 ++ q ut-q +

Sai s c s bo trc mt bc c c lng l:
u n 1 1u n 2u n 1 .... q u n 1q

Do , d bo trc 1 bc Yn+1 l:
Yn 1 1 2 X

n 1, 2

3 X

n 1, 3

... k X

n 1, k

u n 1

Cc d bo tip theo sau s c to ra theo cch tng t nh vy.

2.3. D bo kinh t lng vi cc bin ph thuc tr v cc sai s c tng
quan chui.

Cng thc kinh t lng tng qut nht ca mt bin ph thuc ring l l cng
thc c c cc bin ph thuc tr v cc sai s tng quan:

Yt = 0 + 1Yt-1 + + pYt-P + 1Xt1 ++ kXtk + ut

ut = 1 ut-1 + 2 ut-2 ++ q ut-q +
Vi cc gi tr cho trc X n+1,1, Xn+1,2,Xn+1,k gi tr d bo trc 1 bc c cho
bi:
Yn 1 0 1Y

2Y

n 1

... pY n 1 p 1 X

n 1,1

2 X

n 1, 2

.... k X

n 1, k

u n 1

Trong :
u n 1 1u n 2u n 1 .... q u n 1q

i vi nhng bc xa hn, qu trnh ny s c lp li vi Yn 1 thay v Yn+1

3. D bo t cc m hnh chui thi gian
Nh cp trc y, cc m hnh kinh t lng ch yu da trn mt
ng thi r nt ca cc i tng c lin quan n h thng kinh t. Tuy nhin,
mt h cc m hnh thay th khc c s dng rn ri, c bit trong d bo ngn
hn, c gi l cc m hnh chui thi gian. Ch yu, cc m hnh ny kt ni
mt bin ph thuc vi cc gi tr ca n trong qu kh v vi cc sai s ngu
nhin m c th tng quan theo chui. Mt cch tng qut, cc m hnh chui thi
gian khng da trn bt k mt ng thi kinh t r nt no. Cho n cch y 30
nm, cc m hnh chui thi gian c s dng ph bin nht trong k thut v cc
khoa hc vt l. Tuy nhin, trong khong 2 thp k gn y, cc phng php chui
thi gian c s dng rt rng ri trong kinh t hc c bit l trong d bo
ngn hn, trong cc m hnh chui thi gian chng t l thch hp hn so vi
cc m hnh kinh t lng.
Cc chui thi gian thng c m hnh ho dng tng (hay tch) ca 3
thnh phn (1) thnh phn xu hng, (2) thnh phn ma, v (3) thnh phn
ngu nhin. Do , ta c:
Yt = Tt + St + ut hay Yt = TtStut
Trong , Y l bin ph thuc, T l thnh phn xu hng, S l thnh phn
ma v u l thnh phn sai s ngu nhin. V d v mt xu hng theo thi gian
dng tuyn tnh n gin l Tt = + t. C nhiu dng thc xu hng khc c
thch hp ho. Nu Yt tng trng dng lu tha th trc tin nn chuyn sang
dng lgarit. Nh tn gi, thnh phn ma l thnh phn do hin tng ma v xy
5

ra thng xuyn chng hn nh thng, qu, tun, ngy, gi, cc ngy ngh l, v.v
C nhiu v d trong cc bin gi ch ma c th c dng c lng cc
dng thc ma. Cc k thut rt phc tp c xy dng c lng cc thnh
phn ny, nhng trc nhng nm 1930 cc nh kho st khng quan tm n
nhng phng php ny v hnh thnh cu trc khc cho cc bin chui thi
gian c trnh by di y.
Cu trc ca cc M hnh chui thi gian
3.1. Cc m hnh t hi quy (AR): M hnh chui thi gian t hi quy hon ton
c cu trc nh sau:

Yt = 1Yt-1 + 2Y t-2 + pYt-P + ut

(2)

Trong Yt l quan st th 1 i vi bin ph thuc sau khi tr i gi tr

trung bnh ca chnh n, v ut l thnh phn sai s c ng thi tt c trung bnh
bng 0 v phng sai khng i v khng tng quan vi us nu ts (khi nim ny
gi l nhiu trng). Thnh phn hng s c b qua v Yt c biu din dng
thin lch khi gi tr trung bnh. Yt c m hnh ho ch vi qu kh ca n
v khng c cc bin c lp khc. y l cc m hnh t hi quy, AR v m hnh
trong phng trnh (2) c gi l m hnh AR(p), vi p l bc t hi quy.
3.2. Cc m hnh trung bnh trt (MA): m hnh sau y goi l m hnh trung
bnh trt MA bc q, k hiu l MA(q).

Yt = vt - tvt-1 - 2 vt-2 -- q vt-q

Vi vt l chui sai s nhiu trng. Do , Yt l t hp tuyn tnh ca cc bin ngu
nhin nhiu trng.
3.3. M hnh ARMA. Phi hp gia cc cng thc t hi quy v trung bnh trt
to ra m hnh ARMA. Do , m hnh ARMA c dng tng qut:

Yt = Yt-1 + Yt-2 ++pYt-p + vt - vt-1 - vt-2 - qv

M hnh ARIMA - M hnh t hi qui kt hp trung bnh trt (AutoRegressive
Integrated Moving Average). M hnh ny gii thch s bin ng ca chui thi
gian bng cch quan h vi cc gi tr qu kh v tng c trng s cc nhiu ngu
nhin hin hnh v cc nhiu ngu nhin c tr. Di y s trnh by tm lc
mt s c s l thuyt lin quan n tnh dng (stationary), tnh ma v
(seasonality), nguyn l Box-Jenkin; cng mt s nguyn tc nhn dng, xc
nh cc thng s v v cc kim nh v m hnh ARIMA.

Tnh dng
Mt qu trnh ngu nhin Yt c xem l dng nu nh trung bnh v
phng sai ca qu trnh khng thay i theo thi gian v gi tr ca ng phng
sai gia hai thi on ch ph thuc vo khong cch hay tr v thi gian gia
hai thi on ny ch khng ph thuc vo thi im thc t m ng phng sai
c tnh. C th:
Trung bnh: E(Yt ) = m = const
Phng sai: Var (Yt ) = s2 = const
ng phng sai: Covar (Yt , Yt-k ) = gk
Tnh dng ca mt chui thi gian c th c nhn bit da trn th ca chui
thi gian, th ca hm t tng quan mu hay kim nh Dickey-Fuller.
Da trn th Yt = f(t), mt cch trc quan chui Yt c tnh dng nu nh
th cho thy trung bnh v phng sai ca qu trnh Yt khng thay i theo thi
gian.
Da vo hm t tng quan mu (SAC - Sample Auto Correllation)
1

Y1
SAC
Y
n

Y1 E (Y t Y )(Y t 1 Y )

(Y

Yn E (Y t Y ) 2

Y ) 2
n

(Y

Y )(Y t 1 Y )
n

Cov (Y t ,Y t 1 )

Var (Y t )

Nu SAC = f(t) ca chui thi gian gim nhanh v tt dn v 0 th chui c tnh

dng.
Kim nh Dickey-Fuller (kim nh nghim n v) nhm xc nh xem
chui thi gian c phi l Bc Ngu Nhin (Random Walk; ngha l Y t = 1*Yt-1 +
et) hay khng. Nu chui l Bc Ngu Nhin th khng c tnh dng. Tuy nhin,
Nu chui khng c tnh dng th cha chc l Bc Ngu Nhin.
bin i chui khng dng thnh chui dng, thng thng nu ly sai phn
mt ln hoc hai ln th s c mt chui kt qu c tnh dng.
Chui gc: Yt
Chui sai phn bc 1: Wt = Yt - Yt-1
Chui sai phn bc 2: Vt = Wt - Wt-1
7

Tnh ma v
Tnh ma v l hnh vi c tnh chu k ca chui thi gian trn c s nm
lch. Tnh ma v c th c nhn ra da vo th SAC = f(t). Nu c sau m
thi on th SAC li c gi tr cao (ngha l th SAC c nh cao) th y l du
hiu ca tnh ma v. Chui thi gian c tn ti tnh ma v s khng c tnh dng.
Phng php n gin nht kh tnh ma v l ly sai phn th m. Nu Yt c
tnh ma v vi chu k m thi on th chui s c kho st thay v chui Yt .
Cu trc m hnh
Theo Box- Jenkin mi qu trnh ngu nhin c tnh dng u c th biu
din bng m hnh T Hi Qui Kt Hp Trung Bnh Trt ARIMA.
Phng trnh tng qut ca m hnh ARIMA l:

Yt = Yt-1 ++ pYt-p + t + - qt-q

Nhn dng m hnh
Nhn dng m hnh ARIMA(p,d,q) l tm cc gi tr thch hp ca p, d, q.
Vi d l bc sai phn ca chui thi gian c kho st, p l bc t hi qui v q l
bc trung bnh trt. Vic xc nh p v q s ph thuc vo cc th SPAC = f(t)
v SAC = f(t). Vi SAC c gii thiu trn v SPAC l T Tng Quan
Ring Phn Mu (Sample Partial Auto-Correlation); ngha l tng quan gia Y t v
Yt-p sau khi loi b tc ng ca cc Y trung gian.
Chn m hnh AR(p) nu th SPAC c gi tr cao ti tr 1, 2, ..., p v
gim nhiu sau p v dng hm SAC gim dn.
Chn m hnh MA(q) nu th SAC c gi tr cao ti tr 1, 2, ..., q v
gim nhiu sau q v dng hm SPAC gim dn. Tm li,
Loi m hnh
AR(p)
MA(q)
ARMA(p, q)

Dng th SAC = f(t)

Gim dn
C nh q
Gim dn

Dng th SPAC = f(t)

C nh p
Gim dn
Gim dn

c lng cc thng s ca m hnh ARIMA(p, d, q)

Cc thng s fi v qj ca m hnh ARIMA s c xc nh theo phng
php bnh phng ti thiu (OLS-Ordinary Least Square) sao cho:

(Y

Yt ) 2 Min

vi

t (Y t Yt )

Kim tra chn on m hnh

Sau khi xc nh p, d, q v cc f i, qj; ngha l xc nh c phng trnh
cho m hnh ARIMA, iu cn phi lm l tin hnh kim nh xem s hng e t ca
m hnh c phi l mt nhiu trng, nhiu ngu nhin thun ty hay khng. y l
yu cu ca mt m hnh tt.
V mt l thuyt, et c to ra bi qu trnh nhiu trng nu:
Var ( = const

E( + Yk = Cov (

Vic kim nh tnh nhiu trng s da trn th SAC ca chui et.

D bo
Da trn phng trnh ca m hnh ARIMA, tin hnh xc nh gi tr d bo im
v khong tin cy ca d bo.
D bo im: Yt^
Khong tin cy: Yt

k ( t ) Y t Yt k ( t )

Vi tin cy 95%, k =2.

4. S dng m hnh trong d bo gi
4.1. M hnh ARIMA trong d bo gi c ti TP. H Ch Minh
minh ha, nghin cu p dng m hnh ARIMA trong vic d bo gi
c sng ti thnh ph H Ch Minh. Nghin cu s dng chui gm 111 d liu
thng t thng 1/1990 n thng 3/1999 v phn mm EVIEWS d bo gi tr
thng 4/1999.
Cc d liu qu kh ca gi c sng c t tn l RFISH v chui sai phn
bc 1 c t tn l DRFISH. th RFISH = f(t) v DRFISH = f(t) c trnh
by nh sau:

 th RFISH cho thy chui RFISH khng c tnh dng. th DRFISH

cho thy chui DRFISH cng khng c tnh dng. Qua th trn v d liu ta
nhn thy chui c tnh ma v theo qu. Cc kim nh theo hm t tng quan
mu hay kim nh Dickey-Fuller trong EVIEWS cng cho cho thy chui RFISH
v DRFISH khng c tnh dng do d liu c tnh ma v.
S dng phn mm EVIEW kh tnh ma v v tin hnh th nghim cho
nhiu m hnh ARIMA, cui cng ta c m hnh ti u c dng ARIMA(2,1,2)
vi thi on kh tnh ma v l m = 12. Kt qu v cc thng s f i v qj c trnh
by trong bng sau:
Dependent Variable: D(RFISH)
Method: Least Squares
Date: 2/3/2002 Time: 18:17
Sample(adjusted): 1991:04 1999:03
Included observations: 96 after adjusting endpoints
Convergence achieved after 50 iterations
Backcast: 1990:02 1991:03
Variable

Coefficient

Std. Error

t-Statistic

Prob.

-283.3601

1010.997

-0.280278

0.7799

AR(2)

0.413278

0.135466

3.050799

0.0030

SAR(12)

0.963121

0.044544

21.62164

0.0000

MA(2)

-0.846851

0.118603

-7.140218

0.0000

SMA(12)

-0.781433

0.078476

-9.957634

0.0000

R-squared

0.614807

Mean dependent var

203.1250

Adjusted R-squared

0.597875

S.D. dependent var

3545.923

S.E. of regression

2248.588

Akaike info criterion

18.32467

Sum squared resid

4.60E+08

Schwarz criterion

18.45823

Log likelihood

-874.5842

F-statistic

36.31124

Durbin-Watson stat

1.718345

Prob(F-statistic)

0.000000

10

Sau khi xc nh c phng trnh cho m hnh ARIMA, cn phi tin hnh
kim nh tnh nhiu trng ca et . Kt qu kim nh da trn th SAC ca chui
et. cho thy et c tnh nhiu trng v c trnh by nh sau:
Date: 2/3/2002 Time: 18:20
Sample: 1991:04 1999:03
Included observations: 96
Q-statistic probabilities adjusted for 4 ARMA term(s)
Autocorrelation

Partial Correlation

AC

. |*. |

. |*. |

0.108 0.108 1.1485

.*| . |

.*| . |

-0.060 -0.072 1.5093

.|.|

.|.|

-0.002 0.013 1.5099

.*| . |

.*| . |

-0.107 -0.115 2.6913

.|.|

.|.|

-0.046 -0.021 2.9138 0.088

.|.|

.|.|

0.003 -0.005 2.9147 0.233

.|.|

.|.|

-0.027 -0.031 2.9925 0.393

.*| . |

.*| . |

-0.069 -0.076 3.5015 0.478

.|.|

.|.|

-0.040 -0.037 3.6719 0.598

.|.|

.|.|

10 -0.008 -0.011 3.6789 0.720

.|.|

.|.|

11 -0.035 -0.046 3.8174 0.801

. |*. |

. |*. |

12 0.176 0.173 7.2986 0.505

. |*. |

.|.|

13 0.069 0.011 7.8428 0.550

.|.|

.|.|

14 0.010 0.025 7.8547 0.643

.*| . |

.*| . |

15 -0.059 -0.079 8.2589 0.690

.*| . |

.*| . |

16 -0.168 -0.133 11.559 0.482

.|.|

.|.|

17 0.021 0.064 11.614 0.560

.|.|

.*| . |

18 -0.050 -0.085 11.915 0.613

.|.|

.|.|

19 0.031 0.057 12.036 0.676

.|.|

.*| . |

20 -0.017 -0.060 12.072 0.739

.*| . |

.*| . |

21 -0.112 -0.087 13.648 0.692

.*| . |

.*| . |

22 -0.094 -0.099 14.771 0.678

.*| . |

.*| . |

23 -0.083 -0.084 15.649 0.681

.*| . |

**| . |

24 -0.177 -0.248 19.750 0.474

. |** |

. |** |

25 0.198 0.221 24.964 0.249

. |*. |

.|.|

26 0.133 0.014 27.356 0.198

.|.|

.*| . |

27 -0.053 -0.062 27.733 0.226

.|.|

.|.|

28 -0.039 -0.013 27.944 0.262

.|.|

.*| . |

29 -0.024 -0.070 28.023 0.307

.|.|

.|.|

30 -0.017 0.023 28.065 0.355

.|.|

.*| . |

31 0.005 -0.075 28.069 0.407

11

PAC

Q-Stat Prob

.|.|

.*| . |

32 -0.010 -0.059 28.084 0.460

.|.|

.|.|

33 -0.002 0.061 28.084 0.513

.*| . |

.*| . |

34 -0.072 -0.075 28.878 0.524

.|.|

.|.|

35 -0.040 -0.028 29.128 0.563

.|.|

. |*. |

36 0.045 0.117 29.450 0.596

Kt qu ca m hnh d bo c trnh by trong tp d liu RFISHF. th

ca RFISH v RFISHF c trnh by chung nh sau:

Da trn phng trnh ca m hnh ARIMA, tin hnh xc nh gi tr d

bo im v khong tin cy ca d bo.
D bo im l Yt^ = 26267 v Khong tin cy 95% l [21742 , 30792 ]
Sau khi c kt qu d bo, ta em so vi gi tr thc vo thng 4/1999 l Y t =
26000 . Gi tr ny nm trong khong tin cy 95% v xp x vi gi tr d bo
im. Sai s d bo l (Yt^-Yt)/ Yt *100 = (26267 - 26000)/26000 * 100 = 1,03%
Kt qu d bo cho thy th ca m hnh d bo RFISHF bm rt st
th ca chui d liu gc RFISH. iu ny chng t m hnh ARIMA(2,1,2) ny
gii thch c s s bin ng ca chui thi gian v gi c sng ti Thnh Ph
H Ch Minh.
Gi tr d bo xp x vi gi tr trn thc t (sai s d bo nh) v khong tin
cy 95% cng cha gi tr thc iu ny chng t tin cy ca m hnh d bo.
4.2. S dng gi hng giao sau d bo gi trung bnh v ng M

12

Vic thng qua o lut Nng nghip 2002 a ra nhng chng trnh h
tr trong nc gn lin vi gi trung bnh v sn xut. B Nng nghip M phn
tch cc th trng hng nng sn trn c s hng thng v cng b thng tin th
trng nm hin ti bao gm c d on gi (ngoi tr bng). V d, tham kho
D on Cung v Cu Nng nghip Th gii (WASDE). Ngoi nhng nh gi
ca cc nh phn tch, cc m hnh ton kinh t d bo gi cng c p dng
d bo gi trung bnh v. Hoffman (1991, 2001) xy dng mt m hnh d bo
gi hng giao sau nhm kim tra cho nhng d bo khc nhau ny. Gi hng
giao sau l tp hp ch s v mc cung v nhu cu s dng mong mun v nh
vy c th c s dng d bo gi nng sn trong ngn hn.
M hnh d bo
M hnh d bo hng giao sau bao gm mt s yu t cu thnh nh gi c
hng giao sau, gi tr c s (gi thc t nhn c thp hn gi hng giao sau),
gi bn ly tin ngay v trng s th trng. D bo gi ng trung bnh trong v
c tnh ton trn c s 12 ln d on gi hng thng, gi ny li c c t 5
hp ng hng giao sau c thc hin trong giai on d bo. Giai on d bo
cho mi gi ng trung bnh trong v gm 16 thng, bt u t thng 5, 4 thng
trc khi bt u v ng v kt thc vo thng 8, thng cui cng ca v. D
bo gi trung bnh v ban u da vo gi hng giao sau nhng sau nhng
loi gi ny c thay th bng gi thc t ngi bn nhn c hng thng, s
liu ny c c t C quan Thng k Nng nghip Quc gia. T thng 5 n
thng 9-thng u tin ca v, cha c gi thc t nhn c, n thng 10,
thng th 6 trong giai on d bo 16 thng th mi thu thp c loi gi ny.
Nh vy, d bo gi trung bnh v l tp hp ca nhng d bo da vo hng
giao sau v gi thc t thu c bt u c d bo t thng 10. thiu chnh
xc ca m hnh d bo ny c cho l s gim dn khi giai on d bo tin
dn n thi im kt thc v, tc l phn ln gi trung bnh v c cng b
v khi m thng tin lin quan n khong thi gian cn li ca chu k d bo
ngy cng c th hn.
D bo gi hng nng sn trung bnh theo v (SAP) c tnh ton nh
sau:
12

W
i 1

(Fmi B i ) vi m = 1 - 5.

D bo gi trung bnh v thng m bng SAPm. Trng s th trng thng i

bng Wi . Gi nhn c thng i l Pi. Gi quan st hng thng trong thng m t
nhng hng ho giao sau gn thi im thng i l Fmi. C s c tnh Bi, tnh
13

bng gi thc t nhn c trong thng i tr i gi hng giao sau thng i theo
hp ng hng giao sau gn vi thng i. Bi thng c gi tr m. Nhng d bo
gi trung bnh v c thc hin hng thng (m), thng 5 n thng 8 nm sau,
m = 1, 2, 3, ... ,16. Nin v c 12 thng (i), t thng 9 n thng 8 nm sau, i = 1,
2, 3, ,12.
Gi tr c s
Yu t c s ny c xu th n nh hn cc yu t gi thc t nhn c
hoc gi hng giao sau. Mt vi yu t nh hng n ch s c s v gp phn
gii thch l do ti sao ch s c s ny li dao ng t a phng ny n a
phng khc. Mt s yu t ny l: cc iu kin v cung cu a phng i
vi hng ho v cc loi hng thay th, giao thng vn ti v ph giao dch mua
bn, tc nghn giao thng, kh nng d tr hng ho, chi ph lu kho, nng lc
nh gi phm cht hng ho v nhng k vng th trng. Tuy nhin, ch s c
s c s dng trong nghin cu ny phn nh mt s hn hp rt nhiu cc
yu t tc ng n ch s c s bi v n i din chung cho cc iu kin ca
nc M, hn l i din cho mt khu vc a l in hnh. Cng v vy m gi
thc t nhn c bao hm cc cp cht lng khc nhau trong khi gi
hng giao sau l loi ng vng s 2, ch s c s c th dao ng khc i (c th
nhiu hn) khi tnh ton ch s c s cho mt phm cp nht nh.
Gi tr c s c tnh ton trong phn tch ny l gi ng M trung bnh
tnh t gi trung bnh hng thng trong giai on 5 nm m ngi sn xut nhn
c thp hn gi trung bnh thng tnh theo gi ng ca ca hng giao sau gn
thng quan st c cho thng c th. V d, ch s c s ca thng 9 l mc
chnh lch trung bnh trong 5 nm gia gi trung bnh thc t ngi sn xut
nhn c trong thng 9 vi gi ng ca trung bnh vo thng 9 ca hp ng
hng giao sau thng 12 gn . Gi tr c s ca 12 thng cho mi nin v c
cp nht vo cui mi nin v .
Trng s th trng
Gi trn cc th trng hng thng c s dng xy dng nn trng s
gi trung bnh v. Mi trng s gi hng thng th hin mt t l ca c nin v
loi hng c bun bn trn th trng trong thng . Trng s ny c s
dng tnh trng s gi cho tng thng. C 5 nm th trng s hng thng c
tnh ton v cp nht li theo nm. Trng s gi hng thng = gi nhn c
ngay hng thng x trng s gi c nim yt trn th trng ca thng .
S liu
14

M hnh d bo da vo hng giao sau i hi s liu theo thng ca c

nin v vi nhng mc sau: 1) gi ng ca trung bnh hng thng ca cc hp
ng hng giao sau gn , 2) gi thc t ngi sn xut nhn c hng thng
(gia v c thng), 3) trng s th trng hng thng, v 4) gi ng ca hng
giao sau hng thng (ngy trc khi WASDE cng b) v (ngy WASDE cng
b) t nhng hp ng hng giao sau gn k. S liu thu thp t nin v 1975
n 2003. Gi tr c s trung bnh thng trong 5 nm v trng s th trng bt
u vi s liu nm 1975-79 v c cp nht n nay. D bo da vo hng
giao sau hng thng i hi cp nht gi hng giao sau hng thng, gi thc t
nhn c v trng s th trng trn c s nh k. Gi ng ca hng ngy
theo hp ng (Thng 12, 3, 5,7 v 9) ly t Ban Thng mi Chicago cho
nhng nin v 1975 n 2003. Gi thc t nhn c ly t Gi Nng nghip, do
V Thng k Nng nghip Quc gia USDA cng b. Trng s th trng theo
thng c ly t cc n phm khc nhau ca B Nng nghip M.
Qui trnh d bo
Di y l mt v d gm cc bc c th cn thit phc v cng vic d
bo mt trong 16 thng d bo, thng 4. Bng 4.2 gii thch phng php s
dng d bo gi trung bnh v ng nin v 2003/2004 ngy 7/4/2004 (ngy
trc khi WASDE cng b).
Gi ng ca gn nht hng giao sau c thu thp theo cc hp ng ang
c giao dch. Gi ng ca ngy 7/4/2004 c s dng lm v d. Gi hng
giao sau cn li ca nin v 2003/04 ly t cc hp ng thng: 5, 7 v 9 nm
2004 v c th hin dng 1 trong bng ca m hnh. Yu t u vo thng
12/2003 v 3/2004 l nhng thi im cui cng gi theo hp ng c cp
nht.
Gi hng giao sau thng 4/2004 (dng 2, bng 4.2) trnh by gi ng ca
ngy 7/4 ca hp ng gn , thng 5/2004. Gi ng ca ca hp ng thng
7 gn k c s dng cho cc thng 5, thng 6 v hp ng thng 9 gn k cho
cc thng 7 v 8. Vi nhng thng ny khi hp ng hng giao sau chm dt,
hp ng gn k tip theo c s dng do tnh n nh gi ln hn. Gi hng
giao sau cho nhng hp ng mn hn c th b nh hng bi tnh thanh khon
gim trong thng mn hn. Cng th, mt hp ng thng kt thc vo khong
tun th 3 ca thng, v s dng hp ng hng giao sau hin ti trong thng
chm dt s lm gim i s quan st l ra c s dng tnh ton gi ng
ca hng thng.

15

Ch s c s hng thng trung bnh trong vng 5 nm (gi thc t nhn

c hng thng tr i gi hng giao sau gn k), trung bnh v 1998-2002 c
trnh by ti dng 3 ca bng 4.2. Ch s c s trung bnh ny c cp nht
trong tun u tin ca thng 10, mt thi gian khi c gi thc t nhn c
thng 8 v nh vy hon thnh ton b gi thc t hng thng cho nm kinh
doanh trc.
D bo gi nng sn trung bnh thng nhn c (dng 4 ca bng 4.2)
c tnh bng cch cng ch s c s (dng 3) vi gi hng giao sau hng thng
(dng 2). Gi nng sn trung bnh thng thc t nhn c trnh by dng 5
bng 4.2, khi thu thp c. Gi thc t nhn c hng thng dng 5 th hin
gi trung bnh nhn c cho thng 9, 10, 11, 12, 1, 2, v gia thng 3. Vo ngy
7/4/2004 gi thc t nhn c thng 2 c nhp vo khi Gi Nng nghip
c ban hnh cui thng 3/2004 cng nh gi thc t gia thng 3.
Gi nng sn d bo v gi thc t c a vo trong cng dng 6. D
bo gi cho nin v 2003/2004, nh c tnh ngy 7/4/2004 s dng d bo
hng giao sau t thng 3 n thng 8 (t dng 4) v gi thc t t dng 5 cho cc
thng 9 n thng 2.
Cc trng s hng thng, th hin nh l phn trm trong tng lng hng
giao dch trong nin v c trnh by dng 7. Mc trung bnh trong khong
thi gian 5 nm cng c s dng, trung bnh nin v 1998-2002, v c cp
nht trong thng 10 sau khi cng b bo co Gi Nng nghip thng 9.
D bo gi nng sn trung bnh v c trnh by dng 8 v c tnh
bng cch nhn trng s hng thng dng 7 vi gi nng sn hng thng
dng 6 v cng cc kt qu li. D bo gi trung bnh gin n cng c tnh
th hin kt qu dng 9.
Phng php d bo hng giao sau cung cp mt cng c hu ch cho cc
nh phn tch chnh sch v ngnh hng. Nhng d bo ny a ra nhng d
bo kp thi v hp l v gi trung bnh v ng m ngi sn xut nhn c.
D bo hng giao sau cng a ra bin php kim tra cho hu ch i vi
nhng phng php khc v d bo gi trung bnh theo v.
4.3. M hnh D bo Nm:
M hnh c m t y c p dng d bo hng nm v din tch,
nng sut, sn lng, chng loi (nm ti v ch bin), tho dng, gi (c
hiu gi bn ca nh sn xut), lng nhp khu, xut khu. Vi hu ht cc bin
16

ny, d bo c tin hnh vi c hai loi nm ti v nm quan ch bin. M

hnh bao gm h thng cc phng trnh, kt hp vi cc mi quan h v kinh t
quan st c ti th trng v c trong cc hc thuyt kinh t. Tng s c 27
phng trnh ton kinh t khc nhau v 7 ng nht thc, c s dng d on
gi tr t cc phng trnh ton kinh t. S liu cho hu ht cc bin c trong m
hnh t nm 1981/82 n 2001/02 tnh t 1/7 n 30/6 theo nm marketing.
y l chui thi gian dng c lng hu ht cc thng s ca m hnh.
Tt c cc phng trnh ton kinh t y l tuyn tnh v hnh thc, tuy nhin
cng c mt s l phng trnh log hai ln.Thng thng, cc phng trnh tuyn
tnh c u tin s dng cho cc m hnh d bo.
Tm li, h thng ny c th c xem l mt tp hp cc phng trnh vi
kiu bc thang, thc hin nhng d bo i trc mt bc, trong khi vn duy tr
c tnh cn bng th trng. Tnh cn bng ny i hi tng cung phi bng tng
cu mi nm. S cn bng ny t c cho c th trng sn phm ti v qua ch
bin bng cch iu chnh gi ch bin v gi bn l. Gi bn l sau c
chuyn tr li thng qua h cc phng trnh quyt nh gi ca nh sn xut,
din tch, nng sut, sn lng, s phn b, tho dng, lng xut, nhp khu.
Ngay khi mt s cn bng t c trong mt nm, m hnh s tm li gii cho
im cn bng ca nm ti. Qu trnh bc thang ny tip tc thng qua nm d bo
trc . Nhiu phng trnh s dng cc bin tr. V vy, im cn bng phi t
c ch trong mt nm, trc khi tnh n im cn bng cho nm tip theo. Mt
vi phng trnh ca m hnh cng s dng cc bin kinh t v m. Cc d bo vi
nhng bin ny c c thng qua b phn dch v t vn v d bo kinh t,
Global Insight, trc y l DRI-WEFA. Hin ti, cc d bo c thc hin cho
nin v 2002/03 n 2012/13.
Cu trc M hnh
M hnh s dng cc s liu 3 vng sn xut M California,
Pennsylvania v cc vng khc. Tng gi tr (din tch v sn lng) ca M c
tnh bng cch cng nhng vng ny li. Mc d m hnh bao gm 27 phng trnh
c lng v 7 ng nht thc, trong c nhiu phng trnh c c tnh cho
mi vng. V vy, c th m t m hnh nh l mt tp hp cc phng trnh, bt
u bng phng trnh din tch .
- Din tch (California, Pennsylvania, Other U.S)
Phng trnh din tch dng c on tng din tch theo sn lng mi
vng, da vo nhng mi lin h quan st c trong qu kh. Mc d mi vng
17

c s khc bit nh, din tch c bn c xc nh l mt hm ca din tch v gi

trung bnh nm trc.
- Phng trnh nng sut (California, Pennsylvania, Other U.S.)
Nhng phng trnh ny c bn d bo nng sut l mt hm thi gian, phn
nh nhng tin b khoa hc cng ngh v t chc sn xut.
- Sn lng (California, Pennsylvania, Other U.S.)
Tng sn lng c xc nh nh l mt ng nht thc dng d on
gi tr t cc phng trnh nng sut v din tch (Sn lng = nng sut x Din
tch)
- Lng sn phm ti (California, Pennsylvania, Other U.S.)
Tng sn lng c phn b cho th trng sn phm nm ti c quy
nh bi phng trnh phn b. Cc phng trnh c lng li bin i theo vng.
Tuy nhin, khi lng c phn b vo th trng ny ch yu c xc nh l
mt hm ca lng sn phm ti, gi nm ti v gi nm ch bin k trc.
- Lng sn phm qua ch bin (California, Pennsylvania, Other
U.S.)
Khi lng c phn b vo th trng sn phm qua ch bin c xc
nh thng qua mt ng nht thc, c tnh bng tng sn phm tr tng sn
phm ti.
- Lng nm ti nhp khu (U.S.)
Tng lng nm ti nhp khu khu vo M c c tnh da vo gi
nhp khu v tng thu nhp cn li sau khi np thu v ng bo ph, bi v hc
thuyt kinh t xy dng hm cu nhp khu. Trong m hnh ny, gi nm
Canada nhp khu vo M c coi l gi nm nhp khu vo M bi v hin ti
Canada l nh cung cp nm chim th phn ln nht vo M.
- Lng nm ti xut khu (U.S.)
Lng xut khu nm ti ca M c tnh bng hm gm cc bin gi bn
nm ti ca M v tng sn phm quc ni ca Canada. Hn na, gi ca nh sn
xut c chuyn i sang ng la Canada. iu ny li cho thy Canada l th
trng ln nht i vi cc nh xut khu nm ti ca M.
- Lng nm nhp khu qua ch bin (U.S.)

18

Lng nhp khu qua ch bin c tnh bng hm t gi hi oi gia

ng tin M-Canada v thu nhp cn li sau khi np thu v ng bo ph ca
M.
- Lng nm xut khu qua ch bin (U.S.)
Lng xut khu qua ch bin c xc nh bng nhng thay i theo t
gi hi oi ng tin M-Canada, tng sn phm quc ni Canada v lng xut
khu cn li.
- Cu nm ti ca M (U.S.)
Cu nm ti ca ngi tiu dng M c tnh bng gi bn l nm v thu
nhp sau khi np thu v ng bo ph
- Li nhun t nm ti (U.S.)
M hnh da vo gi thuyt l iu chnh gi bn l c im cn bng
cung cu. Tuy nhin, kt qu c c t gi bn l phi c chuyn v giai on
sn xut. Sau , quyt nh v din tch v phn b c a ra da vo gi ca
nh sn xut. Phng trnh li nhun thu c t sn phm ti to ra mt s lin
h gia gi bn nm ti vi gi nm bn l.
- Cu nm ch bin (U.S.)
Nhu cu ca ngi tiu dng i vi loi nm ch bin c xc nh bng
hm gi bn l nm ch bin v chi tiu ca ngi tiu dng cho thc phm v
ung.
- Li nhun t nm ch bin (U.S.)
Phng trnh li nhun t sn phm ch bin l mi lin h gia gi bn l
v gi ca ngi sn xut.
- Phng trnh mi lin h v gi
Ngoi vic gii thch nhng bin i t gi bn l chuyn sang gi bn ca
ngi sn xut, vic gii thch mi quan h gia gi nm ti v nm ch bin
mi vng cng l iu cn thit.
a. Gi bn trung bnh ca nh sn xut (U.S., California, Pennsylvania, Other
U.S.)
Gi nm ti v nm ch bin c gn trng s d bo gi nm trung
bnh ca ngi sn xut.
b. Gi bn nm ti ca nh sn xut (California, Pennsylvania, Other U.S.)
19

iu ny l cn thit gii thch gi bn nm ca nh sn xut c quy

nh nh th no mi vng i vi nm ti v nm ch bin.
c. Gi nm ch bin ca nh sn xut (California, Pennsylvania, Other U.S.)
Mi m hnh v cc bin tng ng c m t chi tit hn trong bng ph
lc 1. Ngoi ra, ngun s liu cho mi bin cng c lit k. Nh m t trn,
mt im cn bng t c trong mi nm cho cc th trng nm ti v nm
ch bin, ti tng cung (sn lng cng lng nhp khu) bng tng cu s
dng (tiu dng cng xut khu).
Cc gi nh kinh t v m
Nhng d bo ny c thc hin da vo mt s gi nh c bn v s vn
hnh nn kinh t quc t v kinh t M. S liu kinh t v m phc v cho vic xy
dng m hnh ly t Global Insights, trc y l DRI_WEFA. i vi m hnh
nm, cc bin kinh t v m ch yu l tng sn phm quc ni M, trong l
phn chi tiu cho thc phm v ung v gi tr ng dollar. Tip theo s tng
trng gn con s 0 nm 2001, mc tng trng GDP ca M tng ln mi nm
n 2004, trc khi lp tl tng lu di l 3%/nm. Trong khi , sc mnh ca
ng la M s tt gim so vi ng tin ca hu ht cc nc cng nghip trong
sut giai on d bo. Thc t, ng la c d on l tng i yu hn so
vi la Canada bt u t nm 2004. Tc l trong nhp khu nm s phi chi tiu
nhiu hn. Tuy nhin, ng la vn c nh gi cao nhng nc ang pht
trin.
nh gi
Khun kh ca m hnh ph hp vi hc thuyt kinh t v nhng quan st
trong hot ng sn xut v c cu ngnh. M hnh thu thp d liu t nhng bo
co mi v din tch, sn lng, v gi t C quan Dch v Thng k Nng nghip
Quc gia USDA thng 8/2003. Vo lc ny, s liu ca m hnh c th c cp
nht v cc thng s ca m hnh c th c c li s dng nhng s liu b
sung ca nm ny. iu ny cng s cn c thi gian nh gi li cu trc mt
vi phng trnh c tnh ca m hnh.

20

III. KT LUN
D bo gi c vai tr c bit quan trng cho nhng ngi tham gia th
trng khi ra nhng quyt nh v sn xut v kinh doanh cng nh cho nhng
nh hoch nh chnh sch l nhng ngi iu hnh cc chng trnh v ngnh
hng, nh gi tc ng th trng ca cc s kin trong nc v quc t. Thng
tin v gi c tr nn ngy cng quan trng vi nhng ngi tham gia th trng do
nhng thay i trong chnh sch nng nghip.
C th ni rng, cng tc d bo gi nng sn nc ta cha c quan tm
thch ng. Phn ln vic d bo cn mang tnh nh tnh, thiu cn c khoa hc,
khng c tc dng hng dn ngi sn xut. Tnh trng ny vn ti din trong
nhiu nm v cha c khc phc trit v hu qu cui cng l lm thit hi
cho ngi nng dn v cho c Nh nc. Cch lm ny tri vi yu cu ca mt
nn nng nghip hng ho, khng ph hp vi xu th pht trin nng nghip cc
nc trong vng.
Xy dng m hnh d bo gi nng sn r rng l cng vic cn thit. V l
thuyt, c nhiu m hnh la chn, vn y l la chn m hnh no, vi
cch thc rao sao khi vn dng ph hp vi iu kin thc tin nn sn xut
nng nghip Vit Nam, ng thi mang li tin cy cho nh hoch nh chnh
sch cng nh ngi sn xut . iu ny s gp phn khng nh vo s pht trin,
chuyn dch c cu nng nghip, mang li li ch cho ngi nng dn.

21

Bng 4.2. D bo gi ng trung bnh ca M nin v 2003-2004

Thg Thg Thg Thg Thg Thg
Thg Thg Thg Thg Thg Thg
9
10
11
12 1
2
Thg 3 4
5
6
7
8
9
la/gi

Gi hin hnh hng

(1
giao sau
2.33
)
theo hp ng
Gi hng giao sau
(2
hng thng theo hp
)
ng gn k
2.33 2.33 2.33 2.85 2.85
(3 Cng thm gi tr
) c s
-0.3 -0.27 -0.22 -0.18 0.15
D bo gi nng sn
(4
trung
)
bnh hng thng
2.03 2.06 2.11 2.67 2.7
Gi nng sn trung
(5
bnh
)
thng thc t
2.2 2.12 2.2 2.32 2.39
Ghp gi d bo v
(6
gi thc
)
t
2.2 2.12 2.2 2.32 2.39
(7
) Trng s th trng
D on gi hng
nm:

8.64 13.78 10.88 7.14

2.85

3.3

3.38

2.85
3.3 3.3 3.38 3.38 3.37 3.37
0.13 -0.15 0.14 0.18 0.15 0.18 0.24
2.72

3.15 3.16 3.2 3.23 3.19 3.13

2.61

2.79

2.61

2.75 3.16 3.19 3.21 3.12 3.09

Phn trm

14 6.34

7.26 5.54 5.18 5.66 7.3 8.28

3.37

(8 Gi trung bnh c
) trng s
2.61
(9 Gi trung bnh gin
) n
2.71

23

Bng 4.3.1 Cc bin trong M hnh Nm.

Bin ph thuc
Cc bin c lp

n v tnh

Din tch California

1,000sq ft

NASS, Mushrooms, August 2002

1,000 sq ft

NASS, Mushrooms, August 2002

Grower Price

cents/lb

NASS, Mushrooms, August 2002

Nng sut Cali.

lbs./sq. ft.

Lagged California Acreage

Ngun s liu

Lagged California Average

Computed from production and yield

Time trend
California Production

1,000 lbs

NASS, Mushrooms, August 2002

Din tch Pennsylvania

1,000 sq. ft.

NASS, Mushrooms, August 2002

Lagged Pennsylvania Acreage

1,000 sq. ft.

California Acreage * California Yield

Two year moving average (t, t-1)

Pennsylvania average grower price

cents/lb

Nng sut Pennsylvania

lbs/sq. ft.

NASS, Mushrooms, August 2002

Computed from production and yield

Time Trend
Pennsylvania Production

1,000 lbs

NASS, Mushrooms, August 2002

1,000 sq ft

NASS, Mushrooms, August 2002

Other U.S. Average Grower Price

cents/lb.

NASS, Mushrooms, August 2002

Nng sut vng khc

lbs/sq ft

Penn. Acreage * Penn. Yield

Din tch vng khc
Four year moving average price (t, t-3)

Computed from production and yield

Time Trend
Other U.S. Production

1,000 lbs

NASS, Mushrooms, August 2002

1,000 sq ft

NASS, Mushrooms, August 2002

1,000 lbs

NASS, Mushrooms, August 2002

Other U.S. Acreage * Other U.S. Yield

.S. Acreage
Penn. Acreage + Oth. U.S. Acreage + Ca.
Acreage
U.S. Production
Penn. Acreage * Penn. Yield + Oth. U.S.
Acreage * Oth. U.S. Yield + Calif. Acreage
* Calif. Yield

Cc bin c lp

n v tnh

Ngun s liu

Nm ti California

1,000 lbs

NASS, Mushrooms, August 2002

California Fresh Grower Price

Cents/lb

NASS, Mushrooms, August 2002

California Production

1,000 lbs

NASS, Mushrooms, August 2002

California Processed Allocation

1,000 lbs

NASS, Mushrooms, August 2002

Nm ti Pennsylvania

1,000 lbs

NASS, Mushrooms, August 2002

Lagged Penn. Fresh Allocation

1,000 lbs

NASS, Mushrooms, August 2002

Proc. Grower Price

Index

NASS, Mushrooms, August 2002

Pennsylvania Proc. Allocation

1,000 lbs

NASS, Mushrooms, August 2002

Nm ti vng khc

1,000 lbs.

NASS, Mushrooms, August 2002

Other U.S. Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Other U.S Production

1,000 lbs

NASS, Mushrooms, August 2002

Other U.S. Proc. Allocation

1,000 lbs

NASS, Mushroom, August 2002

. Prod. - Calif. Fresh Allocation

Ratio Penn. Fresh Grower Price to Penn.

Penn. Prod. - Penn. Fresh Allocation

Other U.S. Prod. - Other U.S. Fresh

Allocation
Nhp khu nm ti U.S.

1,000 lbs

Census; ERS, U.S. Mushroom Statis.

March 2003

Log(U.S. Imp. Price Canadian Fresh)

log(cents/lb)

Census; Forecast external

Log(U.S. per capita disposable income)

log($1,000)

Global Insight

XK nm ti U.S.

1,000 lbs

Census; ERS, U.S. Mushroom Statis.

May 2003

U.S. Fresh Grower Price * U.S.-Can. Ex.

cents/lb

NASS, Mushrooms, August 2002;

Rate

Can$/US$

Insight (DRI-WEFA)

Canadian Gross Domestic Product

Index

Global Insight

1,000 lbs.
(Fresh
NK.nm ch bin U.S

equivalent) ERS, U.S. Mushroom Statistics, 5/2003

U.S.- Canadian Exchange Rate

$Can/$US

Global Insight

U.S. disposable income

$1,000

Global Insight

1,000 lbs.

25

Cc bin c lp

n v tnh

Ngun s liu

(Fresh
Log(XK nm ch bin)

equivalent) ERS, U.S. Mushroom Statistics,5/2003

Log(Lag U.S. Procesed Exports)

log(1,000 lbs)

Log(U.S. Canadian Exchange Rate)

log($Can/$US)

Global Insight

Log(Real Canadian GDP)

log(Index)

Global Insight

lbs/capita
Cu nm ti U.S.

(Farm)

ERS, U.S. Mushroom Statistics,5/2003

U.S. Fresh Retail Price

cents/lb.

U.S. per capita disposable income

$1,000

Supermarket Business, 9/2002

Global Insight

U.S. Retail Price Fresh - U.S. Grower Price,

Li nhun nm ti

cents/lb

Fresh

U.S. Fresh Retail Price

cents/lb.

Supermarket Business, Sept 2002

lbs/capita (fresh
Cu nm ch bin

equiv)

ERS, U.S. Mushroom Statistics, 5/2003

U.S. Processed Retail Price x 100 / Retail

Price Deflator

cents/lbs; Index

Per capita expenditures food & beverages x

100 / retail price index $1,000;

Index

Li nhun nm ch bin

cents/lb

Log(U.S. Processed Retail Price)

log(cents/lb)

Global Insight

Log(Time trend)
Gi bn trung bnh U.S.

cents/lb.

NASS, Mushrooms, August 2002

U.S. Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

U.S. Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi nm ti California

cents/lb

NASS, Mushrooms, August 2002

U.S. Fresh Grower Price

cents/lb

NASS, Mushrooms, August 2002

Gi nm ch bin

cents/lb

NASS, Mushrooms, August 2002

U.S. Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi trung bnh California

cents/lbs

NASS, Mushrooms, August 2002

California Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Time trend

26

Cc bin c lp

n v tnh

California Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi nm ti Pennsylvania

cents/lbs

NASS, Mushrooms, August 2002

U.S. Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi nm ch bin Pennsylvania

cents/lbs

NASS, Mushrooms, August 2002

.S. Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi trung bnh Pennsylvania

cents/lbs

NASS, Mushrooms, August 2002

Pennsylvania Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Pennsylvania Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi nm ti vng khc

cents/lbs

NASS, Mushrooms, August 2002

U.S. Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi nm ch bin vng khc

cents/lbs

NASS, Mushrooms, August 2002

U.S. Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Gi trung bnh vng khc

cents/lbs

NASS, Mushrooms, August 2002

Other U.S. Fresh Grower Price

cents/lbs

NASS, Mushrooms, August 2002

Other U.S. Processed Grower Price

cents/lbs

NASS, Mushrooms, August 2002

27

Ngun s liu

Bng 4.3.2: Cung v Cu nm

2001

2002

2003

2004

2005

2006

2007

2008

2009

2010

2011

2012

22,776

22,889

22,958

22,976

22,966

22,961

22,959

22,959

22,960

22,960

22,960

22,960

5.63

5.75

5.71

5.65

5.68

5.67

5.67

5.67

5.67

5.67

5.67

5.67

Sn lng CA (1000 Lbs.)

128,320

131,667

131,004

129,844

130,489

130,076

130,279

130,166

130,233 130,199

130,219

130,208

Nm ti CA (1000 Lbs.)

118,838

116,728

116,261

115,304

115,914

115,676

115,922

115,878

9,482

14,938

14,744

14,541

14,575

14,399

14,357

14,288

14,256

14,209

14,114

14,022

79,286

80,850

83,721

84,730

86,205

86,172

86,251

85,750

85,483

85,085

84,880

84,646

5.80

6.04

6.09

6.12

6.13

6.16

6.18

6.19

6.21

6.22

6.23

6.24

Sn lng PA (1000 Lbs.)

459,593

488,538

510,175

518,179

528,789

530,841

532,680

531,010

530,677 529,248

528,978

528,394

Nm ti PA (1000 Lbs.)

353,219

362,984

379,060

385,007

392,890

394,415

395,781

394,540

394,293 393,231 393,031

392,597

Nm ch bin PA (1000 Lbs.)

106,374

125,554

131,115

133,172 135,899

136,426

136,899

136,470

136,384 136,017

135,947

135,797

Din tch vng khc (1000 Sq. Ft) 44,950

48,630

48,173

48,817

49,502

49,838

50,014

50,106

50,154

50,179

50,192

50,199

5.56

5.62

5.63

5.66

5.67

5.68

5.69

5.69

5.70

5.70

5.70

5.70

Sn lng vng khc(1000 Lbs.) 249,953

273,072

271,264

276,069

280,602

283,113

284,505

285,320

285,776 286,028 286,150

286,192

Nm ti vng khc (1000 Lbs.) 222,480

238,392

236,814

241,008

244,966

247,158

248,373

249,084

249,482 249,703

249,809

249,845

34,680

34,451

35,061

35,636

35,955

36,132

36,236

36,326

36,341

36,346

152,370

154,851

156,523 158,672

158,971

159,224

158,815

158,597 158,224

158,031

157,804

5.73

5.86

5.89

5.90

5.92

5.94

5.95

5.96

5.98

5.98

5.99

Sn lng U.S.(1000 Lbs.)

837,866

893,277

912,443

924,092

939,880

944,030

947,464

946,496

946,686 945,475

945,348

944,794

Nm ti U.S (1000 Lbs.)

694,537

718,104

732,134

741,319

753,770

757,249

760,076

759,503

759,752

758,924 758,945

758,629

Nm ch bin U.S. (1000 Lbs.)

143,329

175,173

180,309

182,773

186,110

186,781

187,388

186,993

186,934

186,551 186,403

186,166

Sn lng (1000 Lbs.)

694,537

718,104

732,134

741,319

753,770

757,249

760,076

759,503

758,924

758,629

Nhp khu (1000 Lbs.)

40,719

53,157

60,879

70,751

82,126

95,235

110,341

Tng cung (1000 Lbs.)

735,256

771,261

793,013

812,069

835,896

852,484

870,417

887,252 907,561

929,849 956,507

Xut khu (1000 Lbs.)

12,040

15,196

13,847

14,717

14,156

14,517

14,284

14,435

14,400

SN XUT TRONG NC:

Din tch CA ( 1000 Sq. Ft)
Nng sut CA (Lbs. Per Sq. Ft.)

Nm ch bin CA (1000 Lbs.)

Din tch PA (1000 Sq. Ft)
Nng sut PA (Lbs. Per Sq. Ft.)

N.S vng khc(Lbs. Per Sq. Ft.)

Nm CB vng khc (1000 Lbs.)

27,473

Din tch c nc (1000 Sq. Ft) 147,012

Nng sut U.S (Lbs. Per Sq. Ft.)

115,977

36,294
5.97

115,991

116,105

116,186

TH TRNG NM TI
127,749

759,752
147,809
14,338

170,925

758,945
197,562
14,360

228,258
986,887
14,386

2001
Tng cu (1000 Lbs.)

723,216

Cu nm ti/ngi (Lbs.)
Gi nm ti CA (Cents/Lb.)

2.61
138.00

Gi nm ti PA (Cents/Lb.)

2002
756,065
2.71
132.60

2003

2004

2005

779,166

797,353 821,740

2.77

2.81

134.52

136.46

2006

2007

2008

2009

2010

2011

2012

837,966

856,133

872,817

893,223

915,449

942,147

972,501

2.87

2.91

2.95

2.98

3.03

3.08

3.14

3.21

138.31

140.16

142.02

143.87

145.72

147.57

149.42

151.28

95.20

91.04

91.58

92.19

92.84

93.50

94.18

94.87

95.56

96.26

96.95

97.65

(Cents/Lb.)

134.46

135.77

118.83

119.78

120.76

121.89

123.04

124.27

125.49

126.73

127.97

129.22

Gi nm ti M (Cents/Lb.)

115.00

112.64

109.44

110.27

111.13

112.11

113.13

200.79

198.43

195.23

196.05

196.92

197.90

198.91

199.99

201.05

202.15

203.23

143,329

175,173

180,309

182,773

186,110

186,781

187,388

186,993

186,934

186,551

186,403

Gi nm ti vng khc
114.20

115.27

116.36

117.44

118.54

Gi bn l nm ti
(Cents Per Lb.)

204.32

TH TRNG NM CH BIN
Sn lng (1000 Lbs.)

186,166

Nhp khu (1000 Lbs.)

260,000

272,125

282,685

286,334

293,317

298,067

303,760

308,704

313,889 318,806

323,769

328,627

Tng cung (1000 Lbs.)

403,329

447,298

462,994

469,107

479,426

484,847

491,148

495,697

500,823

505,357

510,171

514,792

Xut khu (1000 Lbs.)

16,200

16,435

17,130

16,579

15,950

15,064

14,409

14,012

13,969

14,187

14,561

14,954

387,129

430,863

445,865

452,528

463,477

469,783

476,739

481,685

486,853

491,170

495,610

499,838

1.4

1.5

1.6

1.6

1.6

1.6

1.6

1.6

1.6

1.6

1.7

1.7

Gi nm CB CACents/Lb.)

65.0

64.9

65.6

65.9

66.4

66.7

67.2

67.5

67.9

68.3

68.7

69.1

Gi nm CB PA (Cents/Lb.)

50.8

54.1

55.7

57.0

56.1

55.3

54.7

54.7

54.7

54.7

54.5

54.3

(Cents/Lb.)

54.3

56.4

59.1

61.3

62.9

64.1

65.0

65.5

65.8

66.0

66.1

66.0

Gi nm CB M(Cents Per Lb.)

52.4

55.7

56.8

57.7

57.1

56.5

56.1

56.1

56.1

56.1

56.0

55.9

75.4

75.6

75.7

75.8

75.9

76.0

76.2

76.3

76.4

76.7

76.8

Tiu dng trong nc

(1000 Lbs.)
Tiu dng nm CB/ngi (Lbs.)

Gi nm CB vng khc

Gi bn l nmCB(Cents Per Lb.)

75.1

Gi trung bnh ca nh sn xut (ti & ch bin)

California (Cents Per Lb.)

133.0

124.9

126.8

128.6

130.3

132.0

133.8

135.5

137.2

138.9

140.7

142.4

Pennsylvania (Cents Per Lb.)

84.9

81.5

82.4

83.1

83.4

83.7

84.0

84.5

85.1

85.6

86.0

86.5

125.7

125.7

111.2

112.3

113.4

114.6

115.7

116.8

117.9

119.0

120.1

121.2

99.0

99.9

100.4

101.1

101.8

102.7

103.6

104.5

105.3

106.

Khc U.S. (Cents Per Lb.)

Tng U.S. (Cents Per Lb.)

104.3

101.5

TI LIU THAM KHO

- Linwood Hoffman, Forecasting the Counter-Cyclical Payment Rate for U.S. Corn:
An Application of the Futures Price Forecasting Model. Outlook Report No.
(FDS05a01) 26 pp, January 2005
- Linwood Hoffman, Using Futures Prices to Forecast the Season-Average U.S.
Corn Price (a paper presented at the NCR-134 Conference on Applied Commodity
Price Analysis, Forecasting, and Market Risk Management in St. Louis, MO, April
19-20, 2004).
- Paul M. Patterson, Arizona State University. A mushroom Forecasting Model:
review and evaluation ( Prepared for the Mushroom Council, June 15, 2003
- Cao Ho Thi, S dng m hnh ARIMA trong d bo gi, 2004
(www.kinhtehoc.com)

- Time Series Analysis - ARIMA

(http://www.xycoon.com/arima_forecasting.htm)

models

Model

Forecasting

- Francisco J.Nogales, Javier Contreras, Member, IEEE, Antonio J.Conejo, Senior

Member, IEEE, ans Rosario Espinola. Forecasting next-day electricity prices by
time series models. May/2002.
(http://www.scausa.com)
- FullBright Economics Teaching Program - Kinh t lng nhp mn v ng dng,

2002.