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The relationship between car sales and economy Yu-Zhe Gao Stat, NCU 1/11/2011
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The relationship between car sales and economy

Feb 25, 2016

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The relationship between car sales and economy. Yu- Zhe Gao Stat, NCU 1/11/2011. Outline. Introduction and Motivation Data Method The Proposed Model Conclusions References. Introduction and Motivation. Car is a convenient transport and most people would like to have a car - PowerPoint PPT Presentation
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Page 1: The relationship between car sales and economy

The relationship between car sales and economy

Yu-Zhe GaoStat, NCU1/11/2011

Page 2: The relationship between car sales and economy

Outline

Introduction and MotivationDataMethodThe Proposed ModelConclusionsReferences

Page 3: The relationship between car sales and economy

Car is a convenient transport and most people would like to have a car

The relationship between car sales and economy (unemployment rate)

Introduction and Motivation

Page 4: The relationship between car sales and economy

DataRecord of car sales by month in Taiwan

from 2005 to 2009

Record of Unemployment rate by month in Taiwan from 2005 to 2009

Page 5: The relationship between car sales and economy

Car sales

Page 6: The relationship between car sales and economy

Unemployment rate

Page 7: The relationship between car sales and economy

Original data of car sales

Page 8: The relationship between car sales and economy
Page 9: The relationship between car sales and economy
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Original data of unemployment rate

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Scatter plot

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Method

Page 14: The relationship between car sales and economy

Model selection

Hence, choose p=1 !

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VAR(1) model

Page 16: The relationship between car sales and economy

The Proposed Model

Page 17: The relationship between car sales and economy

The Proposed Model

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Page 19: The relationship between car sales and economy
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Covariance matrix

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Conclusions

The proposed model

Maybe car sales not directly related to unemployment rate

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Future workLearning more financial knowledge

Learning more statistical techniques◦Model◦Variable selection◦Test◦Prediction

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Thank you