Citation
Mohd. Arshad, Fatimah and A. Ghaffar, Roslan
(1976)
Univariate approach towards cocoa price forecasting.
Malaysian Journal of Agricultural Economics, 3.
pp. 1-11.
ISSN 0127-7685
Abstract
A univariate ARIMA model methodology was utilised to forecast the short-run monthly price of dry cocoa beans. The appropriate model for forecasting was found to be (2, 1, 2) (1, 1, 1) 12. This model indicates that the original cocoa price series is non stationary and contains some elements of multiplicity; hence inheriting both autoregressive and moving average processes.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Universiti Pertanian Malaysia Faculty of Economics and Management |
| Publisher: | Malaysian Agricultural Economics Association |
| Keywords: | Non-stationary; Autoregressive; Moving-average; Multiplicity; Diagnosis |
| Depositing User: | Mohd Hafiz Che Mahasan |
| Date Deposited: | 15 Apr 2015 00:28 |
| Last Modified: | 15 Apr 2015 00:28 |
| URI: | http://psasir.upm.edu.my/id/eprint/33911 |
| Statistic Details: | View Download Statistic |
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