Dynamic Analyses of Major Fruit Markets in Taiwan

本研究利用VAR模型(Vector Autoregressive Model)分析外生性變數對六種主要水果市場受到外生性衝擊後所形成之反應、反應持續的時間及其程度，研究中分別建立香蕉、葡萄、番石榴、木瓜、鳳梨以及西瓜六個動態模型。研究方法包含六大部分：1、變數穩定性的測定；2、最適落遲期數之選取；3、Granger因果檢定；4、衝擊反應分析；5、蒙地卡羅整合分析；6、預期殘差變異數分解分析。茲將實證結果歸納如下： 一、 香蕉市場 香蕉模型中包含六個變數：利率、香蕉出口價格、農具費、農藥費、西瓜價格、及香蕉價格。經過時間的落遲，農藥費產生正向的衝擊影響，西瓜價格上升對香蕉價格造成短暫的正向影響，香蕉出口價格上升則帶動國內香蕉價格小幅上升。外生性衝擊對香蕉市場的影響約持續三季的時間。出口香蕉價格及農藥費解釋預期誤差變異之能力較高。 二、葡萄市場 葡萄模型中包含七個變數：利率、葡萄進口價格、工資費、農藥費、西瓜價格、所得、及葡萄價格。所得、利率、及農藥上漲時，葡萄價格在落遲一期後小幅上升。葡萄進口價格提高時，國內葡萄價格需經過二季的落遲才顯著上漲。綜而言之，葡萄市場之外生性衝擊約持續三季的時間。解釋葡萄價格之變異比例較高者為葡萄價格本身、工資費、葡萄進口價格與利率。 三、番石榴市場 番石榴模型中包含六個變數：利率、工資費、農藥費、農具費、木瓜價格、及番石榴價格。工資費及農藥費對番石榴價格產生負面的影響，顯示成本上升並不能反應於番石榴價格上，農民需自行吸收。番石榴市場之外生性衝擊亦約持續三季的時間。解釋番石榴預期誤差能力較高者為番石榴價格本身與工資費。 四、木瓜市場 木瓜模型包含五個變數：農藥費、建築材料費、工資費、鳳梨價格、及木瓜價格。農藥費上漲對木瓜價格產生短暫的負向影響，此表示農民本身需吸收投入成本的增加。綜而言之，外生性衝擊對木瓜市場之影響約持續兩季的時間。解釋木瓜預期誤差比例最高者除木瓜價格本身外則為農藥費。 五、鳳梨市場 鳳梨模型包含六個變數：利率、鳳梨出口價格、農藥費、工資費、香蕉價格、及鳳梨價格。利率及農藥在時間落遲之後造成鳳梨價格小幅上升。香蕉價格的上升對鳳梨價格僅造成些微的下降，且影響時間僅有一期。綜而言之，鳳梨市場之外生性衝擊約持續兩季的時間。鳳梨之預期誤差變異解釋能力最高者為鳳梨價格本身、農藥費、及利率。 六、西瓜市場 西瓜模型包含六個變數：利率、農具費、種苗費、葡萄價格、所得、及西瓜價格。利率及農具費變動所造成的衝擊在西瓜模型中較無規律性。所得增加在落遲一期後對西瓜價格產生負向影響，隱含西瓜需求不會因為所得增加而大幅增加。綜而言之，西瓜市場之外生性衝擊約持續四季的時間。西瓜價格本身、農具費、利率與所得為解釋西瓜預期誤差比例較高者。摘要 目錄 圖表目錄 第一章 緒論 第一節 台灣水果產業概況 第二節 研究動機與目的 第三節 研究方法與步驟 第四節 研究資料來源 第五節 進出口變數的選取 第二章 文獻回顧 第一節 國內文獻 第二節 國外文獻 第三章 研究理論與模型建立 第一節 單根檢定 第二節 最適落遲期數之選取 第三節 Granger因果檢定 第四節 VAR模型 第五節 蒙地卡羅整合分析 第六節 模型建立 第四章 實證結果與分析 第一節 單根檢定 第二節 最適落遲期數之選取 第三節 Granger因果檢定結果分析 第四節 衝擊反應與蒙地卡羅整合分析 第五節 預期誤差變異數分解 第五章 結論與建議 第一節 結論 第二節 建議 第三節 研究限制與未來研究方向 參考文獻 附表及附

Dynamic Analyses of Major Fruit Markets in Taiwan

Fruit production and consumption have increased considerably in the past few decades in Taiwan. Market prices of fruits fluctuate in response to seasonality, changes in production costs, imports and exports, and demand. Some factors are more influential to fruit price changes. This research utilizes the Vector Autoregressive Model to analyze effects of exogenous shocks to market prices of fruits. Dynamic models were developed for bananas, grapes, guavas, papayas, pineapples, and watermelons. For the market of bananas, prices of pesticides have delayed positive effects; an increase of watermelon prices raises the prices of bananas; prices of banana exports explain some variations of domestic banana prices. For the market of grapes, income, interest rates, and prices of pesticides positively affect the prices of grapes; prices of imported grapes have delayed influences to domestic grape prices; and costs of labor inputs explain some changes of grape prices. For the market of guavas, changes of labor costs and prices of pesticides have negative effects to the prices of guavas, which indicate increases in production costs are not reflected to market prices of guavas. For the market of papayas, prices of pesticides have negative effects, also indicate market prices of papayas cannot reflect increases in production costs. For the market of pineapples, interest rates and prices of pesticides have delayed positive effects to prices of pineapples; an increase of banana prices slightly lowers pineapple prices. For the market of watermelons, income has negative effects to the prices of watermelons, which implies demand of watermelons does not expand as income increases; prices of watermelons are responsive to changes in prices of machinery and interest rates

Vegetation Pattern and Woody Species Composition of a Broad-Leaved Forest at the Upstream Basin of Nantzuhsienhsi in Mid-southern Taiwan

A 8.37-ha plot of the broad-leaved forest at an elevation of about 2000 m in the upstream basin of the Nantzuhsienhsi River in mid-southern Taiwan was set up for long-term monitoring of forest dynamics. All stems with diameter at breast height (d.b.h.) ≧ 1 cm were identified, measured, tagged, and mapped to analyze the forest composition, structure and species diversity of the plot. A total of 18,790 woody plant individuals, belonging to 64 species in 27 families, were recorded. The dominant families were Lauraceae, Fagaceae, and Theaceae, accounting for 78.8% of total individuals. The dominant species were Castanopsis carlesii, Machilus japonica, Listea acuminate, and Cyclobalanopsis stenophylloides. The most abundant species in the canopy layer was Castanopsis carlesii, in the subcanopy layer was Listea acuminate, and in the shrub layer were Machilus japonica and Listea acuminata. Four plant communities were identified based on Two-way Indicator Species Analysis (TWINSPAN) classification, including three evergreen forest types and one deciduous forest type. The three evergreen types are Machilus japonica type, locating on the east and west valleys and partial lower slopes, Machilus japonica-Castanopsis carlesii type, locating on middle to lower slopes and the central dry valley, and Schima superba-Castanopsis carlesii type, locating on eastern ridge and upper slopes. The deciduous type is Alnus formosana forest which is distributed on mid-west and southwestern ridges. The means of species number, density and basal area for different forest types declined gradually from ridge to valley habitats. These results reveal that topography is an important factor which is closely related to the distribution of evergreen broad-leaved forest types in the plot