A '
L/ng dung mo hinh SARIMA du* bao lifg^ng khach quoc te d§'n Viet Nam t6i nam 2020
NGHIEM PHUC HIEO"
T o m t a t
Bdi viet sddung phuong phdp Box-Jenkins dexdy diflig md hinh ARIMA theo mita (hay cdn ggi la SARIMA - Seasonal Autoregressive Integrated Moving Average) nham du bdo lupng khdch qud'c ti'di'n Viit Nam dUa trin so liiu cdng bd'hdng thdng cua Tong cue Du lich Viet Nam. Bdi viit cUng dua ra diC bdo thii nghiim vi lugng khdch qud'c tedi'n Viet Nam nhiing thdng cudi nam 2017 vdi mtic do sai sd chdp nhdn dugc td 1.7% den 12.4%. Trin ca sd thd nghiem ndy, tdc gid tien hdnh di( bdo lugng khdch qud'c te din Viit Nam trong ba ndm ldi.
lit khoa: du bdo, khdch quoc ti', SARIMA Summary
With monthly published data from Vietnam National Administration of Tourism, the paper applies Box-Jenkins method to develop SARIMA model so as to predict intemational visitors to Vietnam. It also forecasts the number of international visitors to Vietnam in the last months of 2017 with acceptable range from 1.7% to 12.4%. Based on this test, the author makes a prediction about international visitors to Vietnam in the next three years.
Keywords:/orecaxr, intemational visitors, SARIMA G l 6 l THIEU
Vdi nhOhg lpi thd ddc biet ve vi tri dia Iy kmh td va chinh tri, Viet Nam cd rd't nhieu thuan ldi de phat trien du lich. Nkm b trung tam Ddng Nam A, Idnh did Vidt Nam vffa g^n lien vdi luc dia vffa thdng ra dai dffPng, cd vi tri giao lUu qude td thuan ldi ca ve dUdng bien, dUdng sdng, dudng sat, dudng bd vd hang khdng. Day la tien de rat quan trpng trong vide mdrdng va phat tri^n du lieh qude te.
D e khai thac ed hieu qua cac tiem nang du lich, tao ddu a'n tdt trong ldng du khdch, khac phuc nhffng rui ro trong kinh doanh djeh vu du lieh, len ke' hoach cho nhffng chdng dffdng phdt trien ben vffng tie'p theo, bdi vidt xdy dffng md hinh SARIMA (tffe A R I M A theo miia) phu hdp dd dff bdo Iffdng khdeh qude td den Vidt Nam thdi gian tdi. Tren ed sd ke't qua nghien cu^, bai vidt eung dUa ra mdt sd ham y chinh sach d e giup du lich Viet N a m "cd't c d n h " trong thdi gian tdi.
CO sd LY THUYET VA PHUANG PHAP NGHIEN CLfU
Cd sd ly thuyet
^ Hai tdc gia G e o r g e Box va Gwilym Jenkins (1976) da nghien cffu md hinh tU hdi quy tieh hdp trung binh
trUpt (Autoregressive Integrated Moving A v e r a g e ) , viet tdt la ARIMA. ARIMA dUdc kdt hdp bdi 3 thanh p h i n ehinh:
AR (thanh p h a n tU hoi quy), I (tinh dtoig cua chudi thdi gian) vd M A (thanh phin t m n g binh trUdt).
M d hinh tU tUdng quan bdc p (vidt t^t la AR(p)) la qua trinh phu thupc tuyen tinh cua ede gid tri trd va sai sd' ngau nhien dUdc didn giai nhU sau:
y, = ; e „ + ^ , r,_, + ^ / , . _ , - f . „ + ^ / , . p _ (1) Md hinh trung binh trUdt bdic q, vidt tdt la MA(i5(), la qua trinh dUpc md td hoan todn b a n g phffdng trinh tuyd'n tinh c6 trpng sd ciia cac sai s d ngau nhidn hidn hdnh va eac gid tri tre eua nd. Md hinh dUde vidt nhff sau:
Y^ = p+y^^ + y, u^, +...-I- yu (2) M d hinh tff tUdng quan tich hdp vdi trung binh trupt cd d a n g A R I M A ip,d,q), dUdc xay dUng dUa tren 2 qud trinh (1) va (2) dUdc tich lidp. PhUdng trinh tdng qudt la:
"ThS., TrUdng Dgi hoc Ba Ria - VOng Tau I Email: nghiemphuchieu@bvu,edu.v Ngay nhan bai 16/11/2017; Ngdy phan bien- 30/11/2017; Ngdy duy^t dang: 12/12/2017
Tuy nhidn, hidn nay, di ed nhulig dU bao chlnh \ac cac chi tidu kinh te'- xa hdi, ngudi ta da di sau tim hieu, nghien ciJu vd dl xuat mdt sd phUdng phdp du bdo dff lidu chudi thdi gian cd yeu td mua vu.
Trong do, md hinh SARIMA dffdc phdt trie'n tiep tff md hinh ARIMA phil hdp vdi ba't ky dff lieu chuoi thdi gian mua vu nao, cd die la 4 qu^ trong nam; 7 ngay trong tuan; 11, 12 thdng trong mot nam,,.
Ne'u chudi dff lidu quan sat cd tinh miia vu, thi md hinh ARIMA ldng quat luc ndy la SARIMA(p,d,q)(P,D,Q)^^ (vdi P va Q lan lupt la bdc eua thanh phan mua AR va MA, D la bdc sai phdn cd tinh mua, L la sd thdi doan trong mpt vdng chu ky).
Trong nhiftig ndm qua, cd nhilu nghien cUu dupe tid'n hdnh di dU bdo lupng khdch qud'c td sff dung md hinh SARIMA dffa theo phUdng phap chuan Box-Jenkins.
Chaitip va cdng sU (2008) dp dung SARIMA, ARIMA, ede md hinh Holt- Winters, mang thin kinh, VAR, GMM, ARCH-GARCH-M, ARCH-GARCH, TARCH, PARCH va EGARCH, nham du bdo lupng khach du lich tdi Thdi Lan. Md hinh SARIMA dUa ra ket qua td't nha't. TUdng tu nhu vay, Suhartono (2011) cung thue hidn nhffng phUdng phap mdl vdi dff lidu khdeh theo dudng hang khdng tdi Bali. Mdt Ian nffa md hinh SARIMA la md hinh tdt nhat diing de du bao.
Ngoai ra, md hinh SARIMA cQng dUdc sff dung trong nhffng ITnh vUe khdc, nhff: Wongkoon va cdng sU(2008) ap dung md hinh dd du bdo sd' ca sdt xuat huye't d miln Bae Thdi Lan; K.
Rajendran va cdng sU (2011) su" dung md hinh SARIMA va tuydn tinh tong qudt (GLM) de nghien cffu mdi tUdng quan giffa sd' ca bdnh dich td vdi thdi tid't..
Tai Viet Nam, eung da ed nhieu cdng trinh sff dung md hinh SARIMA de dU bao, nhU: Nguydn Khae Hieu (2014) sff dung md hinh SARIMA de du bao lam phdt 6 thang cudi nam 2014; VUdng Qude Duy va Huynh Hai Au (2014) ffng dung md hinh SARIMA trong dU bdo ngdn han lam phdt tff thang 08/2013 ddn thang 07/2014 cho thay md hinh SARIMA (1,0,1 )(2,0,3)p la phu hdp nha't.
PhiAfngphdp nghien cdu Bdi viet Ung dung md hinh SARIMA trong phan tich va dU bdo lUdng khach qud'c td de'n Vidt Nam, dUdc thuc hidn theo 4 bude sau day:
Bude 1 - Nhdn dgng md hinh: Xdc dinh cde gia tri (D, d, p, P, q, Q). Trong do, trffde hdt can xac dinh bdc sai phan theo mua vu D, sai phan thudng d va thUc hidn bid'n doi chudi thanh chudi dffng. Sau dd, kidm tra bilu do cua ham tU tUdng quan (Autocorrelation Function - ACF), va ham lU tUPng quan ridng phan (Partial Autocorrelation Function - PACE) tai cac tre mua vu va trd thffdng; thffc hien kiem dinh nghidm ddn vi dd xdc dinh bac tU hoi quy p va tU hoi quy mua vu P, bdc trung binh trUdt q va trung binh trUdt mua vu Q.
Bude 2 - Udc lugng md hinh: Udc lUpng cac tham sd, sff dung phUdng phdp Udc lUdng cue dai hpp 1^ de Udc lupng gia tri ede tham sd' nay.
Bude 3 - Kiem dinh: Kidm dinh tinh hdp 1^ eua md hinh SARIMA dffdc Iffa chpn, bao gom kidm dinh cde tham sd' vd kiem dinh phan dU. Ne'u kiem dinh md hinh dUde lUa chpn khdng thda man thi quay lai tff giai doan nhan dang de Iffa chgn md hinh khac hdp ly hdn,
Bude 4 - Dubdo: Dua tren mo hinh dUdc lUa chpn thuc hien du bdo gia tri tUdng lai ciia dff lieu chudi mua vu, cung nhff dffa ra khoang tin cay cua du bao.
Gia tri tUdng lai cd thd dUdc du bao cho thdi diem ke' tid'p hoae mua vu kd'tid'p.
Dff lidu dffdc sff dung trong bdi vid't Id sd Iffdng khdeh qud'c td den Vidt Nam theo thdng eija Tdng cue Thd'ng kd tff thang 10/2009 den thdng 10/2017 va dUde xff Iy bang phan mem EVIEWS 6.0. Tdng cdng bao gdm 97 quan sat, 92 quan sat tff thang 10/2009 de'n hdt thang 05/2017 sff dung vao viec thidt lap md hinh, eon lai 5 quan sat tU thdng 06/2017 den thdng 10/2017 dilng de kidm tra tinh ehinh xdc cua dff bao (Bdi vii't svt dling cdch vii't so' thdp phdn theo chudn qud'c ti').
KET QUA NGHIEN CUU Nhgn dgng mo hinh
Chuoi sd lieu sff dung trong mo hinh SARIMA theo phUdng phdp Box-Jenkins dUde gia dinh la chuoi dffng, vi vay de dff bdo lUdng khdch qud'e te' bdng md hinh nay can phai xem xet chudi dff lieu nghien cffu ed dffng hay chffa. Trffde tien, dUa vao viec quan sdt do thi cua chudi sd' lieu, sau dd tid'n hdnh kidm tra tinh dffng nay thdng qua hai kiem dinh phd bid'n: Augmented Dickey- Fuller (ADF) vd Perron-Phillips (PP) dffdc gpi la bem dinh nghidm ddn vi (unit root test).
Hinh I cho thay, chudi dff Heu nghidn cffu chUa dffng, ta cin lay sai phan bac 1 chudi dff lieu va tidn hanh hai kiem dinh ADF va PP nhff Bang 1.
Ke't qua cua ca hai kiem djnh ADF va PP deu cho phep ta bdc bd gia thuye't H,, ve linh difng cua dff lieu d mffe y nghia I % (Bang 1).
Tiep dd, di xde dinh gia tn p, q cua md hinh SARIMA. ta phai dffa vao bieu do ham tff tffdng quan ACF va tff Iffdng quan tffng phan PACF. Trong bidu dd PACE d Hinh 2, eac he sdtUdng quan rieng phan khde khdng cd y nghTa d ede dd trd 1, 5 va 12 sau dd tat dan vl 0. Cdn ddi vdi bieu do ACF, ta ed cac he sd tffdng quan khdc khdng cd y nghTa d cac dp tre 1, sau dd tat
\%
HIMH 1 : LdQnG K H A C H QUOC TE DEN VIET NAM TCf T H A N Q 1 0 / 2 0 0 9 DEM THANG 0 5 / 2 0 1 7
I £ £ E S £ I = £ E E £ £ £ = e i
BANG 1: KET Q U A KIEM D[NH ADF VA PP
Ki^m dinh DF
'
Gid tri t 12.0821 12.1572
Xac suS't 0 0001 0,0001 icgidtn 01 lian diniicy nghia thong lie 1%. 5%, ]0%tKang ijntgld: -3.505. -2 894, 584
HINH 2 : BIEU DOACF VA PACF
BANG 2: CAC MO HINH SAR[mA(P,D,Q)(P,D,Q)L THtf NGHIEM
Md hinh
\R1MA(1.1,1)11.1,3),,
\RlMA(5,l,i)(l,l,3)„
SLRIMA (12,1.1) (i,1,3),,
R^dieu chinli 0.717 0,718 0 814
AIC 24 283 24 319 23.798
SC 24 494 24,537 24 029
BANG 3: KET Q U A tfOC L U Q N G C ^ A M 6 HINH SARIMA (12,1.1) (1,1.3),^
Bi^n C AR{I2) SAR(12) MA(1) SMA(12) SMA (24) SMA (36)
ms6
-8I,221.50(
-0.372 1.052 -0.48{
-0.336 -0.308 0 905
Saisd'chu^n 105,27C
0.12^:
0.059 0.124 0.055 0.00(
0.058 Tbd^RK k£ t
-0 771 -3 006 17.762 -3 878 -6.110 -232529.8 15.662
X&c su^t 0,443 0.004 O.OOC O.OOC 0.000 O.OOC O.OOC
din ve 0, Nhff vay, bid'u d6 chi ra rang ta nen chpn p (1,5,12) vaq(l)cho thanh phan khdng co tinh mua.
_ Hinh 1 cung cho tha'y cd nhffng dinh nhpn d cac dp trd 12,24 va 36 tren ACF sau dd lat het vl 0, gpi y rang
thdnh phin MA mua can dffdc xem x6t trong mo hinh. Trdn PACF ton tai nhffng dinh nhpn d dp trd 12 sau dd tdt hdt vl 0, do dd thdnh phan AR mua cung phai cin dffdc bao gom. Dieu do cd nghTa ta n6n chpn P = 1, Q = 3 va L = 12 cho thanh phin cd tinh mua.
Tdm lai, eac dang md hinh SARIMA dffdc nhan didn bao gdm: SARIMA(1,1,1) (1,1,3),,', SARIMA(5,1,1)(1,1,3) SARIMA(12,1,1)(1,1,3),^.
If&c liidng mo hinh
Cdc md hinh da nhdn dien dffdc so sdnh tinh phu hpp dffa tren cac thdng so kiem dinh sau hdi quy bao gom: R- dilu chinh, cdng cu thdng tin Akaike (AIC), edng cu Schwarz (SC) di lUa chpn mo hinh phil hpp nha't. Thdng sd' R^ dieu ehinh phdi edng ldn, trong khi dd AIC \h SC phai cang nhd thi cang td't, md hinh se eang phil hdp,
Tff Bang 2 ta thd'y, md hinh SARIMA(12,1,1)(1,I,3),, Id mo hinh thda man nhieu nhat cdc tidu chuan stf dung, do dd day la md hinh dUdc van dung vao vide dubao ngoai mau.
Kd't qua hdi quy Bang 3 cho thd'y, c6 6 he sd cd y nghTa d mffc 1 %. Cung trong Bang 3, SAR (the hien dieu kidn chay m6 hinh mang tinh thdi vu) dffdc them vdo md hinh khi ACF d khoang thdi gian miia vu (12 thdng) 11 dffdng va SMA (the hiSo dieu kien chay md hinh mang tinh thdt vu) dupe them vao ndu nhU ACF d khoang thdi gian mua vu (12 thdng) la am.
Md hinh sau do dUde kiem tra miJc dd phii hpp vdi chudi dff lieu nghien cffu bang each phan tieh phan dff.
Kiem dinh phdn dit
Bieu dd ACF cua phan dff d Hinh 3 cho thd'y, khdng ed thanh ndo vffdt qud 2 dffdng bien cho thd'y sai sd la mot nhidu trang. Ngodi ra, kdt qua kiem dinh Breusch-Godfrey d mffc y nghTa 1%
eung eho tha'y khdng tdn lai hien tupng tff tUdng quan bdc 2.
Ke't qua kiem tra md hinh SARIMA(12,1,1)(I,1,3),^ bang kiem dinh Breusch - Godfrey la thieh hdp vd cd the si^- dung de du bdo (Bang 4).
Dt^bdo
Bang 5 the hien cde gia tri dU bdo Uong 5 thdng tff thang 06/2017 tdi thdng 10/2017 va so sanh vdi ede gid tri thffe te. Ke't qua cho thd'y chdnh lech giffa gia tri dff b^o va diffc td Iffdng khdeh qud'e td ddn Vi^t Nam trong giai doan ndy kha thd'p, ehi trif trffdng hdp diang 08/2017 co chenh Idch
nhilu so vdi ihffc te do nganh du lich va cdc cdng ty Iff hanh da ed nhilu bien phap to chffc hidu qua ede hoat ddng van hda, du lich nham thu hut khdch qude td.
Tff dd, ta dff bao lUpng khdeh qud'c te' ddn Vidt Nam trong 3 ndm sap tdi (Bang 6). Du bao eho rang Iffdng khaeh qud'e Id' cd tdc dd ldng nhanh trong nhffng nam ddp theo va tdi nam 2020 se vffpt md'c 20 trieu Iffpt khdch. Dilu nay Id mot lin hieu rat lot cho nganh du lich Vidt Nam va cung la thdch thUe khie'n chiing ta can phai chuan bi nhilu ngudn Iffc de ddn tie'p khach qude tdmdt each chu dao nha't.
KET LUAN VA KIEN NGHj Ke't qua nghidn cffu eho tha'y, Iffdng khach qud'c id' ddn Viet Nam cd tdc dp tdng nhanh trong nhittig nam tidp theo va tdi ndm 2020 se vffpt mdc 20 trieu lUdt khach. Theo do, de san sdng cho cdng tac lidp ddn du khdch qude le' vdi sd lUdng rd'l ldn trong thdi gian tdi, nganh du lich cin tap trung chii trpng phat tnen cd sd vat chat ha tang du lich, nang cao chat lUdng san pham dich vu, chud'n bi td't ngudn nhan lUc du lieh ddp ffng ydu elu vl chat lUdng, ngoai ngff td't, ed edu nganh nghe va tinh chuyen nghiep,tang eudng khai thac cac cdng nghe thdng tin hidn dai, khai thde hieu qua internet, bao chi, truyen thdng d^ phue vu eho edng lac quang ba du lich Vidt Nam tai cac thi trudng trpng diem, tang cUdng hdi nhap hdp tdc qud'e td'vl du lich.Q
HINH 3; BIEU Dd ACF VA PACF PHAN D(l
BAMG 4 KET QUA KIEM DINH BREUSCH-GODFREY Kiem dinh
Breusch-Godtrey
Gia trj t 2.168
Xac suat 0 373
BANG 5: KET QUA D^f BAO ThJtiigiaii
06/2017 07/2017 08/2017 09/2017 10/2017
I,ti'<(ng khach thUc t^
949,362 i.036,880 1,229,163 975,952 1,024,899
LiAjtngkhach di^ bio 889,549 1,005,056 1,076,734 1,037,479 1.007.445
Chenh lech -6 3(1%
-3 07%
-12 40%
6-30% -1-7% BANG 6: DtT BAG KHACH QUOC IE TCJl 2020
Thdi gian Nam 2018 Nam 2019 Nam 2020
DU bio^cfng khach . g ^ ^ 15,314,765
19,151,568 24.080,227
TAI LIEU THAM KHAO
1. Tdng cue Thd'ng kd (2009-2017). Bdo cdo linh hinh kinh te •• xd hoi, tff thang 10/2009 den thang 10/2017
2. VUdng Qud'c Duy, Hujnh Hai Au (2014). Dff bdo lam phat Vidt Nam giai doan 8/2013- 7/2014, Tgp_ chi khoa hoc Dai hoc Can Tha, sd30, 34-41
3. Nguyen Khac Hie'u (2014). Mo hinh ARIMA vd dUbao lam phat 6 thang cudi nam 2014, Tap chi Kinh leva Dubdo, sd 16/2014, 16-18
4. Box, G.E.P., and G.M. Jenkins (1976). Time Series Anolysts Forecasting and Control, Revised Edition, Holden Day, San Francisco
5. Chailip, P., Chaiboonsri and R. Mukhjang (2008). Time Series Models tor Forecaslmg Inlemational Visitor Arrivals to Thailand, Intemational Conference on Applied Economics, 2008,159-163
6. K. Rajendran, A. Sumi, M. K. Bhaltaehariya, B. Manna, D. Sur, N. Kobayashi and T.
Ramamurthy (2011). Influence of relative humidity in Vibrio cholerae infection: a time series model, Indian J Med Res,\33, 138-145
7. S. Wongkoon, M. PoUar, M, Jaroensutasinee and K. Jaroensutasinee (2008). Predicting DHF Incidence in Northern Thailand using Time Series Analysis Technique, International Journal of Biological and LifeSciences, 4(3)
8. Suhartono (2011). Time Series Forecasting by using Seasonal Autoregressive Integrated Moving Average: Subset, Multiphcative or Additive Model, Joumal of Mathematics arid Statistics, 7( I), 20-27
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