Publication: Applications of forecasting techniques on Turkish foreign trade data
Abstract
TÜRK DIŞ TİCARET VERİLERİ ÜZERİNE TAHMİN TEKNİKLERİ UYGULAMALARI Büyük veya küçük, özel ya da kamuya ait hemen hemen her kurum, açıkça ya da dolaylı olarak tahminden yararlanır, çünkü neredeyse her kurum, hakkında tam bir bilgiye sahip olmadığı geleceğin getireceği şartlara uyum sağlayabilmek için plan yapmak durumundadır. Çeşitli tahmin yöntemleriyle elde edilen tahminler, tüm bu tip planlamalar, strateji oluşturma, politika belirleme, programlama, satın alma, stok kontrolü ve genellikle karar alma faaliyetlerinin büyük bir bölümü için girdi olarak kullanılır. Türkiye giderek daha açık bir ekonomi haline gelmektedir; dış ticaretin ülke ekonomisindeki payı istikrarlı bir şekilde artmaktadır. Uluslararası ticaret, hemen hemen tüm endüstrilerde tırmanışa geçmiştir. Bu tez kapsamında, tahmin yöntem ve tekniklerinin Türk Dış Ticaret verilerine uygulanması amaçlanmıştır. Yaklaşım tarzı, bazı nicel tahmin tekniklerinin, toplam ihracat ve ithalattan başlayarak, başlıca sektör ve alt-sektörlere hiyerarşik olarak uygulanması şeklindedir. Türkiye İstatistik Kurumu’ndan elde edilen Ocak 1996-Mayıs 2006 dönemini kapsayan verilere dayanarak, Haziran 2006-Mayıs 2007 dönemi için kısa-dönemli, zaman serileri tahminleri yapılmıştır.
Almost every organization, large and small, private and public, uses forecasting either explicitly or implicitly, because almost every organization must plan to meet the conditions of the future for which it has imperfect knowledge. Predictions provided by various forecasting methods, are used as inputs for all types of planning, strategy formulation, policy-making, scheduling, purchasing, inventory control and a great majority of decision-making activities in general. Turkey has been becoming a more open economy; the share of the foreign trade in the whole economy has been rising steadily. International trade has stepped up in almost all industries. In the scope of this thesis, it was aimed to apply forecasting methods and techniques on Turkish foreign trade data. The approach was to apply some quantitative forecasting techniques in a hierarchy, starting from total export and import to major sectors and subsectors. Based on data gathered Turkish Statistical Institute covering the period January 1996- May 2006, short-term, time series forecasts were produced for June 2006- May 2007 period.
Almost every organization, large and small, private and public, uses forecasting either explicitly or implicitly, because almost every organization must plan to meet the conditions of the future for which it has imperfect knowledge. Predictions provided by various forecasting methods, are used as inputs for all types of planning, strategy formulation, policy-making, scheduling, purchasing, inventory control and a great majority of decision-making activities in general. Turkey has been becoming a more open economy; the share of the foreign trade in the whole economy has been rising steadily. International trade has stepped up in almost all industries. In the scope of this thesis, it was aimed to apply forecasting methods and techniques on Turkish foreign trade data. The approach was to apply some quantitative forecasting techniques in a hierarchy, starting from total export and import to major sectors and subsectors. Based on data gathered Turkish Statistical Institute covering the period January 1996- May 2006, short-term, time series forecasts were produced for June 2006- May 2007 period.