การพยากรณ์ราคาทองคำแท่งรายปีโดยใช้วิธีการพยากรณ์อนุกรมเวลาแบบคลาสสิค

Abstract

This research aims to study Create an annual gold bullion price forecast model. and forecast the gold price trend for the year 2022. By the classic time series forecasting method. Using yearly gold bullion price data from 1965 – 2021 57 samples from the Thong Kham Trade Association website Forecast Gold bullion Price Trends Using Least Squares Method, Eliminate seasonal and irregular indices with moving averages. and calculate the accuracy of the forecast model with Mean Absolute Percentage Error. The results of the study found that The Yearly Gold bullion Price Forecast Model does not have an annual seasonal index. has a cyclical change between 0.906 – 1.106 and irregular changes between 0.9707 - 1.051. which is less Get a model for forecasting the yearly gold price per one baht weight of gold as Y=e^T, T=8.461+ 0.072(x) ’ . The starting point is 1993. X is in years. Mean Absolute Percentage Error of the testing data is 4.193 % . Forecast gold bullion price in 2022 equal to 38,139.28 baht.