Ekonomi Tarihinde Zamanın Miktarlarla Mütalaası: 19.YY. İzmir (Smyrna) Limanı Dış Ticaret Verileri Dahilinde Box-Jenkins ARIMA Yaklaşımının Performansı

Yıl 2020, , 185 - 200, 20.11.2020

Sıtkı Yürekli

https://doi.org/10.25294/auiibfd.827492

Öz

Zaman-serisi tahlilleri genelde araştırma konusunu temsil eden unsurlara dair farklı tahmin yönergeleri kullanmaktadır. Daha güncel uygulama alanları yanısıra, ekonomi tarihi araştırmaları, özellikle bulguları arasında sayısallaştırılabilir gözlemler söz konusu ise, aynı tahlil yöntemi için olumlu itibar görmeye başlamış bir diğer araştırma alanı olarak tanımlanabilir. Ancak, veri kümelerinin kabul edilebilir eşik değerler doğrultusunda gerekli örneklem büyüklüğüne sahip olduğu güncel araştırma alanlarına tezat bir biçimde, ekonomi tarihi araştırmalarında nadir olarak yeterli miktarda gözlem sayısına ulaşılabilmektedir. Bu türden kısıtlı miktarlar çoğunlukla çokdeğişkenli (multivariate) tekniklere işaret ediyor olsa dahi, yine de farklı tekdeğişkenli (univariate) teknikler aynı araştırmalar için olumlu sonuçlar üretebilmektedir. Benzeri biçimde, bu çalışmada, zaman serisi tahlili konusundaki bilinen ilklerden olan Box-Jenkins (ARIMA) yaklaşımı, Smyrna (İzmir) limanı dış ticareti üzerine derlenmiş tarihi bir veri kümesi olan 19. yüzyıl göstergelerine uygulanmakta ve uygulamaya konu tekdeğişkenli tekniklere dair performans incelenmektedir.

Anahtar Kelimeler

Smyrna(İzmir) Limanı 19. YY. Dış Ticaret Verileri, Ekonomi Tarihi, Ekonomi Tarihinde Zaman Serisi Tahlili, Entegre Otoregresiv Hareketli Ortalamalar (ARIMA)

Considering Time by Quantities in Economic History: The Performance of the Box-Jenkins ARIMA Approach on the 19th Century Smyrna Harbor Foreign Trade Data

Öz

The time-series analysis usually undertakes various estimation procedures by utilizing the quantifiable representations of the research phenomenon. The economic history research, beside the contemporary others, gradually becomes another well repudiated discipline for the same approach especially in cases where the quantifiable observations reside within their findings. However, contrasting with the research areas for which the availability of data sets succinctly reach to the threshold values in terms of sample sizes, in economic history research rarely sufficient amount of observations would be found available. The limiting quantities is often about the multivariate considerations where still various univariate techniques would yield beneficial results. In the same favor, herein, one of the leading approaches, namely the Box-Jenkins (ARIMA) approach to the time-series analysis is applied to the 19th century foreign trade figures compiled for the Smyrna (İzmir) harbor as a historical data-set and the performance of utilized univariate techniques is questioned.

Anahtar Kelimeler

The 19th Century Foreign Trade Data of Smyrna(İzmir) harbor, Economic History, Time series Analysis in Economic History, Autoregressive Integrated Moving Averages (ARIMA)

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