Volatility modelling and forecasting of Malaysian crude palm oil prices
The purpose of the current study is to model and forecast the prices of Malaysian crude palm oil. The oil palm industry is a contributor to Malaysia's export revenue. Autoregressive Integrated Moving Average (ARIMA) model is first used to fit the series. To model the noise term of ARIMA model,...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Hikari Ltd.
2014
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/63222/ http://dx.doi.org/10.12988/ams.2014.48650 |
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