full2010.pdf - page 1509

1471
Abstract
The objective of this research was to compare the forecasting of Box-Jenkins and Second Degree of
Exponential Regression. By collecting the exported value of canned tuna of Thailand for 6 years, from January,
2002 to September,2008. The study result have found the suitable model for this time series by Box-Jenkins
forecasting was ARIMA (0,1,1) and the forecasting equation as follows:
t t 1 t-1 ˆY Y 45.126241 0.427354e- = + -
And the forecasting equation by the Second Degree Exponential Regression was as follows:
2 t t
t 1.00002) ( 1.098677) ( 2434.486) ( Yˆ
When considering the mean square error (MSE) of both comparison forecasting methods, it found the
Second Degree of Exponential Regression was more precise in forecasting.
Keywords : Time Series Analysis, Box-Jenkins, Second Degree Exponential , Forecasting, Canned Tuna
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