台灣科技產業於1949年開始崛起，規模日漸成長，也由過往提供硬體產品蛻變為軟體硬體相重之供應模式。近年來，也逐漸以代工為主轉變為研發與創新兼具國家，期許在中國市場及東南亞市場崛起後，依舊能有處於國際間不敗之地之能力。台灣也為出口導向之國家，其中出口產品中又以電機設備及零件為主要大宗，且比重隨年上漲。因此本研究欲探討台灣資訊科技產業市場地位，並探討台灣科技產業與美國科技產業間關聯性。
本論文以台灣資訊科技指數為台灣科技產業之代表，NYSE FANG+Index為美國科技產業之代表，運用單根檢定探討是否為隨機漫步、共整合檢定探討長期是否將往ㄧ致方向移動、Granger因果關係檢定探討數列間領先落後關係，最後再以複回歸分析研究影響相關性之因子。
樣本選擇方面，本研究以2014/10至2018/05為期間設定，資料頻率以日為單位，以台灣T日及美國T-1日進行配對，並且刪除無法配對之交易日，接續以程式跑出滾動相關係數。而在複回歸分析上，以滾動相關係數天期為基準，解釋變數進行增加或刪減，達到資料配對之準確性。
經實證研究，本論文找出三項解釋變數，分別為黃金、波羅的海綜合指數及VIX指數。黃金價格上升時視為景氣下降之訊號、波羅的海綜合指數上升時視為景氣上升時訊號，而VIX指數視為市場波動幅度之訊號。由結論可知，黃金與滾動相關係數為負相關，而波羅的海綜合指數與VIX指數為正相關。

Technology industry in Taiwan has started from 1949, after several decades, the scale become larger, Taiwan’s technology industry has changed from providing hardware product to focus on both software and hardware. Recently, it has gradually change from equipment manufacturer to R&D and innovation country. It is expected that after the rise of the Chinese market and the Southeast Asian market, there will still be an internationally invincible position. Taiwan is also an export-oriented country, in which export equipment is dominated by electrical equipment and parts, and its proportion has risen year by year..Thus, the study aims to discuss the Taiwan technology industry status and the connection between U.S.
The study using TSEC Taiwan Technology Index as the representative of Taiwan's technology industry, NYSE FANG+Index is the representative of the US technology industry. First, using unit root test to detect whether there is randomly walk, co-integration test to detect same direction, and granger causality test to detect leading relationship. Last, using multiple regression analysis to find out the impact factor.
The data started from October, 2014 to May, 2018 and using the daily data to be the base. In order to match the data, with Taiwan T Day and US T-1 day, and the unmatched trading day was deleted. For the multiple regression analysis, based on the rolling correlation coefficient days, the explanatory variables are added or deleted to achieve the accuracy of data matching.
Through empirical research, the study using Gold, VIX and BDI to be dependent variable. Gold can represent the signal of economic recession, BDI can represent the signal of economic growth, and VIX can represent the signal of fluctuate market.The empire result shows that Gold and rolling index has a negative correlation, however, VIX and BDI has a positive correlation.

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