{"id":3797,"date":"2024-01-15T14:06:58","date_gmt":"2024-01-15T13:06:58","guid":{"rendered":"https:\/\/ssad.statistics.sk\/SSaD\/?p=3797"},"modified":"2024-01-16T11:31:47","modified_gmt":"2024-01-16T10:31:47","slug":"nove-datove-zdroje-v-statistike-vplyv-intenzity-nakladnej-dopravy-na-makroekonomicke-ukazovatele","status":"publish","type":"post","link":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/nove-datove-zdroje-v-statistike-vplyv-intenzity-nakladnej-dopravy-na-makroekonomicke-ukazovatele\/","title":{"rendered":"Nov\u00e9 d\u00e1tov\u00e9 zdroje v \u0161tatistike: vplyv intenzity n\u00e1kladnej dopravy na makroekonomick\u00e9 ukazovatele"},"content":{"rendered":"<p>Peter Kn\u00ed\u017eat, \u0160tatistick\u00fd \u00farad Slovenskej republiky, Ekonomick\u00e1 univerzita v Bratislave, Slovensk\u00e1 republika<br \/>\nDagmar Ce\u013euchov\u00e1 Bo\u0161ansk\u00e1, Martin Jan\u00edk, Filip Nguyen, Alistiq, s. r. o., Slovensk\u00e1 republika<\/p>\n<p><!--more--><\/p>\n<p>Typ \u010dl\u00e1nku: vedeck\u00fd \u010dl\u00e1nok<br \/>\nStrany: 7 &#8211; 26<\/p>\n<h5>Abstrakt<\/h5>\n<p>Cie\u013eom tohto \u010dl\u00e1nku je overi\u0165 mo\u017enosti vyu\u017eitia modelov SARIMA a SARIMAX na odhad v\u00fdvoja HDP Slovenska. V modeli SARIMAX boli \u00fadaje o najazden\u00fdch kilometroch n\u00e1kladnej dopravy vyu\u017eit\u00e9 ako dodato\u010dn\u00e1 exog\u00e9nna premenn\u00e1. Po dekompoz\u00edcii \u00fadajov slovensk\u00e9ho elektronick\u00e9ho m\u00fdtneho syst\u00e9mu na jednotliv\u00e9 zlo\u017eky bola identifikovan\u00e1 sez\u00f3nna zlo\u017eka a zlo\u017eka rez\u00eddu\u00ed, ktor\u00e9 nemo\u017eno vysvetli\u0165 ani trendom, ani sez\u00f3nnymi zlo\u017ekami, \u010do nazna\u010duje, \u017ee \u010dasov\u00fd rad \u00fadajov nie je stacion\u00e1rny. Pri prisp\u00f4sobovan\u00ed modelov SARIMA\/SARIMAX sa na kontrolu stacionarity \u010dasov\u00fdch radov pou\u017eil Augmentovan\u00fd Dickeyho-Fullerov test (ADF) a na transform\u00e1ciu \u010dasov\u00fdch radov sa pou\u017eila met\u00f3da k\u013azav\u00e9ho priemeru. Primeranos\u0165 prisp\u00f4soben\u00fdch modelov bola potvrden\u00e1 pozorovan\u00edm v\u00fdsledku Ljung-Box testu. Navy\u0161e bol pou\u017eit\u00fd softv\u00e9r JDemetra+ na sez\u00f3nnu anal\u00fdzu \u010dasov\u00fdch radov. Pod\u013ea testu stacion\u00e1rnosti \u010dasov\u00e9ho radu pou\u017eit\u00edm informa\u010dn\u00e9ho krit\u00e9ria Akaike (AIC) bol na progn\u00f3zu HDP Slovenska najvhodnej\u0161\u00ed prisp\u00f4soben\u00fd model SARIMAX. V\u00fdsledky odmocniny zo strednej kvadratickej percentu\u00e1lnej chyby (RMSPE) a priemernej absol\u00fatnej percentu\u00e1lnej chyby (MAPE) nazna\u010duj\u00fa nadradenos\u0165 modelu SARIMAX, ktor\u00fd bral do \u00favahy sez\u00f3nne vzorce a exog\u00e9nne faktory. Model SARIMAX prekonal SARIMA, pri\u010dom predpovedal hodnoty v r\u00e1mci 95 % intervalu spo\u013eahlivosti s hodnotou RMSPE 8,9 %, zatia\u013e \u010do SARIMA mala RMSPE 17,4 %. Z\u00e1very tohto pr\u00edspevku nasved\u010duj\u00fa, \u017ee nekonven\u010dn\u00e9 zdroje \u00fadajov m\u00f4\u017eu ma\u0165 vysok\u00fd potenci\u00e1l vyu\u017eitia na odhad ekonomick\u00fdch indik\u00e1torov, ktor\u00e9 m\u00f4\u017eu poskytn\u00fa\u0165 komplexnej\u0161\u00ed a aktu\u00e1lnej\u0161\u00ed poh\u013ead na hospod\u00e1rsku situ\u00e1ciu. <\/p>\n<div>\n<p><span style=\"line-height: 2.1em; padding-left: 0px; color: #1e4e9d;\">\u010cl\u00e1nok na stiahnutie<\/span><br \/>\n<a class=\"download-pdf\" onclick=\"window.open('https:\/\/ssad.statistics.sk\/SSaD\/?dl_id=384','new','');return false\"  href=\"https:\/\/ssad.statistics.sk\/SSaD\/?dl_id=384\"><i class=\"far fa-file-pdf\"><\/i> PDF<\/a><span class='download-text'> (3,1 MB, 413 stiahnut\u00ed)<\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Peter Kn\u00ed\u017eat, \u0160tatistick\u00fd \u00farad Slovenskej republiky, Ekonomick\u00e1 univerzita v Bratislave, Slovensk\u00e1 republika Dagmar Ce\u013euchov\u00e1 Bo\u0161ansk\u00e1, Martin Jan\u00edk, Filip Nguyen, Alistiq, s. r. o., Slovensk\u00e1 republika<\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"footnotes":""},"categories":[1720],"tags":[1726,1728,1727,1588,157,1785,1784,1787,1786],"class_list":["post-3797","post","type-post","status-publish","format-standard","hentry","category-1-2024-vedecke-clanky","tag-autor-dagmar-celuchova-bosanska","tag-autor-filip-nguyen","tag-autor-martin-janik","tag-autor-peter-knizat","tag-hruby-domaci-produkt","tag-nakladna-doprava","tag-rychle-odhady","tag-sarimax","tag-telemetria"],"_links":{"self":[{"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/posts\/3797","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/comments?post=3797"}],"version-history":[{"count":3,"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/posts\/3797\/revisions"}],"predecessor-version":[{"id":3849,"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/posts\/3797\/revisions\/3849"}],"wp:attachment":[{"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/media?parent=3797"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/categories?post=3797"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/ssad.statistics.sk\/SSaD\/index.php\/wp-json\/wp\/v2\/tags?post=3797"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}