旅館在國內設立的歷史超過百年，近年台灣觀光業逐漸有國際化的趨勢，民
眾也對於休閒旅遊重視的程度日漸增加，為了分析台灣觀光國際性旅館房價走勢預
測，旅館房價及形式常隨著環境、淡旺季出現變化。本研究假設商務客源、停車位
數、日周轉率、及隨著時間因素明顯出現三種不同的結果，希望能找出影響旅館房
價的關鍵因素。 資料樣本為 1998年 3 月到 2018 年 3月這二十年每個月國際觀光旅
館平均房價來進行預測分析，並且保留十二筆資料做模型檢測。資料預測分析過
程中使用了四大方法：時序線性迴歸法、分解法、指數平滑法及ARIMA 介入分析，研究結果說明：(一) 季節因子、區位條件對旅館房價波動有顯著季節趨勢影響。(二)事件因素:本文有三個時間點,因受非季節性因子影響,導致估計值落在95%信賴區間以外。 (三)單根檢定,說明房價波動呈現平穩,解釋變數間(日周轉率、非亞裔旅客、平均每房車位)，彼此殘差項皆獨立,降低模型估計偏誤。

The history of the hotel has been established in China for more than 100 years.
In recent years, the tourism industry in Taiwan has gradually become an international trend. The public is also paying more attention to leisure tourism. In order to analyze the trend forecast of the international hotel prices in Taiwan, hotel prices and forms often follow the environment. There have been changes in the off-season season. This study assumes that there are three different outcomes for business customers, parking spaces per room, daily turnover, and time factors, hoping to identify key factors that affect hotel prices. The data sample is for the forecast and analysis of the average price of the international sightseeing tour in each of the two decades from March 1998 to March 2018, and 12 documents are kept for model testing. Four methods are used in the data prediction and analysis process: time series linear regression method, decomposition method, exponential smoothing method and ARIMA intervention analysis. The results show that: (1) Seasonal factors and location conditions have significant seasonal trends in hotel house price fluctuations. (II) Incident factors: There are three time points in this paper. Due to the non-seasonal factors, the estimated value falls outside the 95% confidence interval. (3) Single-checks, indicating that house price fluctuations are stable, interpreting variables (daily turnover rate, non-Asian passengers, average per-car parking spaces), and the residuals are independent of each other, reducing the model's estimation bias.

論文審定書 ........................................................ i
誌 謝 ............................................................ ii
中文摘要 ........................................................ iii
英文摘要 ......................................................... iv
目 錄 ............................................................. v
圖 次 ............................................................ vi
表 次 ........................................................... vii
第一章 緒論 ...................................................... 1
第一節 研究背景 .............................................. 1
第二節 研究動機與目的 ........................................ 2
第三節 研究架構 .............................................. 3
第二章 文獻回顧 .................................................. 4
第一節 旅客主觀需求和區位條件 ................................. 4
第二節 旅客滿意度 ............................................. 5
第三章 研究方法 .................................................. 7
第一節 資料出處與樣本介紹 ..................................... 7
第二節 時間序列迴歸法 ........................................ 11
第三節 分解法 ............................................... 13
第四節 指數平滑法 ........................................... 16
第五節 ARIMA 之介入分析 ..................................... 18
第四章 研究結果 ................................................. 22
第一節 時間序列迴歸法 ........................................ 22
第二節 分解法 ................................................ 24
第三節 指數平滑法 ............................................ 26
第四節 ARIMA分析 ............................................ 27
第五節 單根檢定 .............................................. 28
第五章 結論與建議 ............................................... 29
參考文獻 ......................................................... 32
一、 中文部分 ................................................ 32
二、 英文部分 ................................................ 32
附錄 ............................................................. 35

一、 中文部分
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3. 陳炳宏（2001）。傳播產業研究，臺北市，五南書局。
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