서지주요정보
Sales forecasting considering advertising effect : application of trend-cycle decomposition in cointegrated system = 광고 효과를 고려한 판매 예측 : 共積分된 시계열의 추세-순환치 분리 기법의 적용
서명 / 저자 Sales forecasting considering advertising effect : application of trend-cycle decomposition in cointegrated system = 광고 효과를 고려한 판매 예측 : 共積分된 시계열의 추세-순환치 분리 기법의 적용 / In-Seong Song.
저자명 Song, In-Seong ; 송인성
발행사항 [대전 : 한국과학기술원, 1993].
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등록번호

8004046

소장위치/청구기호

학술문화관(문화관) 보존서고

MMG 93006

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초록정보

In most studies considering the advertising effect on sales, the short run carry-over effect of advertising was often emphasized and thus this effect was well incorporated into the distributed lag models. However, not only the short run but also a long run and stable relationship between sales and advertising might exist. For instance, the advertising budget might be proportional to the expected level of sales amount. In this thesis, it is shown that such a long run relationship might exist and can be explained by cointegration of sales and advertising using the well-known Lydia Pinkham data. Both the short run and the long run relationships between sales and advertising are analyzed within a new framework of trend-cycle decomposition of cointegrated time series. The long-run relationship is made by the unknown common trend of sales and advertising, while the short run effect of advertising on sales and the feedback effect of sales on advertising are also incorporated into the relationships of cycle components of sales and advertising. All these relationships are built in a multivariate state space model with the common trend and the cycle components of sales and advertising. The proposed model is compared with the Koyck model and the transfer function model, using the Lydia Pinkham data, which shows the better results than any other.

서지기타정보

서지기타정보
청구기호 {MMG 93006
형태사항 [v], 61 p. : 삽도 ; 26 cm
언어 영어
일반주기 Appendix : A, Likelihood rati tests. - B, Estimation results of compared models. - C, Derivation of one-step-ahead forecast and variance
저자명의 한글표기 : 송인성
지도교수의 영문표기 : Duk-Bin Jun
지도교수의 한글표기 : 전덕빈
학위논문 학위논문(석사) - 한국과학기술원 : 경영과학과,
서지주기 Reference : p. 55-61
주제 Time-series analysis.
Advertising.
시계열 분석. --과학기술용어시소러스
광고. --과학기술용어시소러스
공적분. --과학기술용어시소러스
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