Abstract

The paper examines the impact of integration of macroeconomic indicators on the accuracy of container throughput time series forecasting model. For this purpose, a Dynamic factor analysis and AutoRegressive Integrated Moving-Average model with eXogenous inputs (ARIMAX) are used. Both methodologies are integrated into a novel four-stage heuristic procedure. Firstly, dynamic factors are extracted from external macroeconomic indicators influencing the observed throughput. Secondly, the family of ARIMAX models of different orders is generated based on the derived factors. In the third stage, the diagnostic and goodness-of-fit testing is applied, which includes statistical criteria such as fit performance, information criteria, and parsimony. Finally, the best model is heuristically selected and tested on the real data of the Port of Koper. The results show that by applying macroeconomic indicators into the forecasting model, more accurate future throughput forecasts can be achieved. The model is also used to produce future forecasts for the next four years indicating a more oscillatory behaviour in (2018-2020). Hence, care must be taken concerning any bigger investment decisions initiated from the management side. It is believed that the proposed model might be a useful reinforcement of the existing forecasting module in the observed port. Glavni namen raziskave je preučevanje vpliva vključevanja makroekonomskih kazalnikov na natančnost napovedovanja modela za predikcijo pretovora kontejnerjev. V ta namen sta uporabljeni dinamična faktorska analiza in Avtoregresivni integracijski model časovnih vrst s premikajočim povprečjem in eksogeninimi vhodi (ARIMAX). Obeh metodologiji sta integrirani v okviru inovativne štiristopenjske hevristične procedure. V prvem koraku najprej izluščimo dinamične faktorje iz zunanjih makroekonomskih kazalcev, ki vplivajo na opazovan pretovor. Nato v drugem koraku tvorimo celo družino ARIMAX modelov različnih redov na podlagi prej identificiranih dinamičnih faktorjev. V tretjem koraku iz- vedemo diagnostično testiranje modela vključno z validacijo kakovosti prileganja napovedi danim realnim podatkom. V sklopu tretjega koraka preverimo številne statistične kriterije, kriterije ocene napake modela, informacijske kriterije, ter preverimo optimalnost strukture modela. V zadnjem koraku s posebno hevristiko izberemo najboljši model in ga preizkusimo na dejanskih podatkih pretovora kontejnerjev v Luki Koper. Rezultati kažejo, da z uporabo makroekonomskih kazalnikov v predikcijskem modelu lahko dosežemo bolj natančne napovedi pretovora kontejnerjev. Raziskava nas prepriča, da bi predlagani model lahko predstavljal koristno okrepitev obstoječega sistema za napovedovanje v opazovanem pristanišču.