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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Bibliographic Details
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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