BDI & SCFI prediction (‘23/12W)

In the 12th week, BDI and SCFI predicted values and actual values are compared and tested.

---

1.     BDI forecast

1-1. ARIMA, Time series analysis

For the BDI index forecast, I used weekly data (476 pieces) from January 3, 2014 to March 24, 2023 to predict the freight for three weeks in the future.

Date	Forecast
‘22/13W(4/3~7)	1,365.481
‘22/14W(4/10~14)	1,257.375
‘22/15W(4/17~21)	1,183.132

1-2. Logistic regression analysis

The logistic regression analysis result is 0.619, significantly above the baseline of 0.5. It remains to be seen whether it will turn into an uptrend next week.

→ 0.6190347

---

2.     SCFI Outlook

2-1. ARIMA, Time series analysis

For the SCFI index forecast, I used weekly data (672 pieces) from October 16, 2009 to March 17, 2023 to predict the future freight for three weeks.

Date	Forecast
‘22/12W(3/20~24)	931.08
‘22/13W(3/27~31)	906.55
‘22/14W(4/3~7)	909.72

  

2-2. Logistic regression analysis

 

The predicted value of SCFI's logistic regression analysis model is 0.377, and it is judged that it will continue to fall below the baseline of 0.5.

 

→ 0.3779278

 

 

Thanks.