Dynamický variant DEA analýzy na hodnotenie prognóz
DYNAMIC OPTION OF THE DEA ANALYSIS FOR THE EVALUATION OF PREDICTIONS

Summary/Abstract: One intensely applies Data Envelopment Analysis (DEA) on the enterprise and bank levels. The author contrariwise tries to apply DEA analysis on the macro-level, specifi-cally to evaluate predictions. When evaluating the prediction efficiency one has to fulfil two basic prerequisites: a) to express the efficiency of input – output transformations, b) to sectionalise the reproduction process into several phases and within the frame-work of these phases to define efficiency. The transformation efficiency in the DEA analysis is expressed by a number within the interval (0,1). For the relevant number one uses the indication score. Efficient op-tion is of value 1, to an inefficient one 0 is assigned. Less efficient option lies inside this interval. The relevant number expresses the value of the ratio of evaluated outputs divi-ded by evaluated inputs. Evaluations are reached algorithmically by the solution of task (2). Using DEA analysis the author evaluates the predictions of the Slovak economy for the years 1999–2000. Options indicated as a and b were prepared by INFOSTAT, Brati-slava and the option indicated as c was designed by the Institute of Slovak and World Economics of the Slovak Academy of Sciences (ISWW SAS), Bratislava. The results of prognoses were dissected into four separate parts: a) Real part – macro-indicators in the form of GDP demand structure b) Fiscal part – macro indicators relating to the state budget, c) Monetary part – macro indicators relating to the volume of money, d) Payment balance – data relating to the current and capital account. One presents the input and output data for each part. To solve the problem, one uses the code DEA-SOLVER, which forms the annex of the publication Data Envelopment Analysis [3] in the compact disc form. The code DEA-SOLVER operates within the software Microsoft Excel 97/2000. On the tables 1 and 2 of the paper the author presents the data on inputs and outputs by individual institutions and years. In table 3 there is the score for the individual parts of the system (real, taxes, money and payment balance); its values lie within the interval 0, 1. Score for the years 1999–2005 is synthesised in the form of sums or products. Relevant options can be mutually compared within individual years and for the pre-dicted period as a whole. One produces the sums for the whole period by individual options a, b, c and after the value of the sum one considers the highest value of effi-ciency. In this paper one uses the calculations of the most efficient option c (the option of variant ISWE SAS). The quality of the results of the efficiency evaluations depends on how we manage to design for the individual parts of the reproduction process the input-output macro-indicators, which in turn depend on how well one prepared the predictions.

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