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Univariate approach towards cocoa price forecasting


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


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
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