| Registro completo |
| Provedor de dados: |
31
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| País: |
United States
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| Título: |
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES
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| Autores: |
Zapata, Hector O.
Garcia, Philip
|
| Data: |
2003-12-24
|
| Ano: |
1990
|
| Palavras-chave: |
Demand and Price Analysis
Livestock Production/Industries
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| Resumo: |
The forecasting performance of various multivariate as well as univariate ARIMA models is evaluated in the presence of nonstationarity. The results indicate the importance of identifying the characteristics of the time series by testing for types of nonstationarity. Procedures that permit model specifications consistent with the systems dynamics provide the most accurate forecasts.
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| Tipo: |
Journal Article
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| Idioma: |
Inglês
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| Identificador: |
11744
http://purl.umn.edu/32505
|
| Editor: |
AgEcon Search
|
| Relação: |
Western Journal of Agricultural Economics>Volume 15, Number 01, July 1990
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| Formato: |
10
application/pdf
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