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Inicio  /  Forecasting  /  Vol: 1 Par: 1 (2019)  /  Artículo
ARTÍCULO
TITULO

ARIMA Time Series Models for Full Truckload Transportation Prices

Jason W. Miller    

Resumen

The trucking sector in the United States is a $700 billion plus a year industry and represents a large percentage of many firms? logistics spend. Consequently, there is interest in accurately forecasting prices for truck transportation. This manuscript utilizes the autoregressive integrated moving average (ARIMA) methodology to develop forecasts for three time series of monthly archival trucking prices obtained from two public sources?the Bureau of Labor Statistics (BLS) and Truckstop.com. BLS data cover January 2005 through August 2018; Truckstop.com data cover January 2015 through August 2018. Different ARIMA models closely approximate the observed data, with coefficients of variation of the root mean-square deviations being 0.007, 0.040, and 0.048. Furthermore, the estimated parameters map well onto dynamics known to operate in the industry, especially for data collected by the BLS. Theoretical and practical implications of these findings are discussed.

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