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	Provedor de dados AgEcon (3) Autor Manfredo, Mark R. (2) Sanders, Dwight R. (2) Isengildina-Massa, Olga (1) MacDonald, Stephen (1) Xie, Ran (1) Palavra-chave Forecast efficiency (3) Forecast evaluation (3) USDA forecasts (3) Agricultural Finance (1) Cotton (1) Crop Production/Industries (1) Demand and Price Analysis (1) Forecast accuracy (1) Forecast smoothing (1) Livestock Production/Industries (1) Livestock prices (1) Mais... Tipo do documento Article (1) Conference Paper or Presentation (1) Journal Article (1) Ano 2012 (1) 2003 (2) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última A Comprehensive Evaluation of USDA Cotton Forecasts AgEcon Isengildina-Massa, Olga; MacDonald, Stephen; Xie, Ran. This study evaluates all USDA cotton supply and demand estimates for the United States and China (including unpublished price forecasts) from 1985/86 through 2009/10 for accuracy and efficiency. Results reveal that at every stage of the forecasting cycle forecast smoothing was the most widespread and persistent type of inefficiency observed in most U.S. variables. Correlation with past errors indicated the tendency to repeat past errors in most cases. Tendency to overestimate growth was also found. Bias was uncommon and limited to several cases of overestimation of China’s exports and U.S. price and underestimation of China’s domestic use. While forecasts of China’s imports and endings stocks improved, U.S. price and ending stock forecast errors became... Tipo: Article Palavras-chave: Cotton; Forecast accuracy; Forecast efficiency; Forecast evaluation; Forecast smoothing; USDA forecasts; Agricultural Finance; Crop Production/Industries. Ano: 2012 URL: http://purl.umn.edu/122314 KEEP UP THE GOOD WORK? AN EVALUATION OF THE USDA'S LIVESTOCK PRICE FORECASTS AgEcon Sanders, Dwight R.; Manfredo, Mark R.. One step-ahead forecasts of quarterly live cattle, live hog, and broiler prices are evaluated under two general approaches: accuracy-based measures and the ability to categorize price movements directionally or within a forecasted range. Results suggest USDA price forecasts are not optimal. Broiler price forecasts are biased, and all the forecast series tend to repeat errors. While the USDA forecasts are more accurate that those of a univariate AR(4) time series model, the evidence suggests that live cattle forecasts could be improved with a composite forecast. However, the USDA correctly identifies the direction of price change in at least 70% of its forecasts. Prices fall within the USDA's forecasted range 48% of the time for broilers but only 35% for... Tipo: Conference Paper or Presentation Palavras-chave: Forecast evaluation; Forecast efficiency; USDA forecasts; Demand and Price Analysis. Ano: 2003 URL: http://purl.umn.edu/18990 USDA Livestock Price Forecasts: A Comprehensive Evaluation AgEcon Sanders, Dwight R.; Manfredo, Mark R.. One-step-ahead forecasts of quarterly live cattle, live hog, and broiler prices are evaluated under two general approaches: accuracy-based measures and classification based measures which test the ability to categorize price movements directionally or within a forecasted range. Results suggest U.S. Department of Agriculture (USDA) price forecasts are not optimal. Broiler price forecasts are biased, and all the forecast series tend to repeat errors. While the USDA forecasts are more accurate than those of a univariate AR(4) time-series model, evidence suggests the USDA live cattle forecasts could be improved with a composite forecast that includes a time-series alternative. Despite this, the USDA correctly identifies the direction of price change in at... Tipo: Journal Article Palavras-chave: Forecast efficiency; Forecast evaluation; Livestock prices; USDA forecasts; Livestock Production/Industries. Ano: 2003 URL: http://purl.umn.edu/31101 Registros recuperados: 3 Primeira ... 1 ... Última

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