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Univariate approach towards cocoa price forecasting

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 multip...

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Main Authors:	Mohd. Arshad, Fatimah, A. Ghaffar, Roslan
Format:	Article
Language:	English
Published:	Malaysian Agricultural Economics Association 1976
Online Access:	http://psasir.upm.edu.my/id/eprint/33911/1/a39%20-%20univariate%20approch%20towards%20cocoa%20price%20forecasting.pdf http://psasir.upm.edu.my/id/eprint/33911/
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id	my.upm.eprints.33911
record_format	eprints
spelling	my.upm.eprints.339112015-04-15T00:28:09Z http://psasir.upm.edu.my/id/eprint/33911/ Univariate approach towards cocoa price forecasting Mohd. Arshad, Fatimah A. Ghaffar, Roslan 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. Malaysian Agricultural Economics Association 1976 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/33911/1/a39%20-%20univariate%20approch%20towards%20cocoa%20price%20forecasting.pdf 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
institution	Universiti Putra Malaysia
building	UPM Library
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Putra Malaysia
content_source	UPM Institutional Repository
url_provider	http://psasir.upm.edu.my/
language	English
description	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.
format	Article
author	Mohd. Arshad, Fatimah A. Ghaffar, Roslan
spellingShingle	Mohd. Arshad, Fatimah A. Ghaffar, Roslan Univariate approach towards cocoa price forecasting
author_facet	Mohd. Arshad, Fatimah A. Ghaffar, Roslan
author_sort	Mohd. Arshad, Fatimah
title	Univariate approach towards cocoa price forecasting
title_short	Univariate approach towards cocoa price forecasting
title_full	Univariate approach towards cocoa price forecasting
title_fullStr	Univariate approach towards cocoa price forecasting
title_full_unstemmed	Univariate approach towards cocoa price forecasting
title_sort	univariate approach towards cocoa price forecasting
publisher	Malaysian Agricultural Economics Association
publishDate	1976
url	http://psasir.upm.edu.my/id/eprint/33911/1/a39%20-%20univariate%20approch%20towards%20cocoa%20price%20forecasting.pdf http://psasir.upm.edu.my/id/eprint/33911/
_version_	1643831004413034496
score	13.251813

Univariate approach towards cocoa price forecasting

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