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Provedor de dados:  AgEcon
País:  United States
Título:  Forecasting U.S. Shelled Pecan Prices: A Cointegration Approach
Autores:  Ibrahim, Mohammed
Florkowski, Wojciech J.
Data:  2007-01-29
Ano:  2007
Palavras-chave:  Demand and Price Analysis
Resumo:  The relationship between shelled pecan prices and inventories is examined drawing using Engle-Granger and Johansen approaches to cointegration. Forecasts are made using the univariate ARIMA and cointegration methods. Monthly data are used (January 1992 to December 2004). Results suggest that both shelled pecan inventories and shelled pecan prices are nonstationary. Both Engle-Granger and Johansen cointegration tests found evidence of long run relationship between pecan prices and inventories. The ARIMA model outperformed the coointegration techniques at shorter forecast periods. The Cointegration methods, however, outperformed the ARIMA model with the Engle-Granger cointegration having the smallest MAPE statistic.
Tipo:  Conference Paper or Presentation
Idioma:  Inglês
Identificador:  25304

http://purl.umn.edu/34838
Editor:  AgEcon Search
Relação:  Southern Agricultural Economics Association>2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama
Selected Paper
Formato:  11

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