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
格式: Article
语言:English
出版: Malaysian Agricultural Economics Association 1976
在线阅读: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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