Data/hora: 06/06/2024 06:18:28

Provedor de dados: 	31	
País: 	United States	
Título: 	Forecasting Price Relationships among  U.S Tree Nuts Prices	
Autores: 	Ibrahim,   Mohammed; Florkowski,   Wojciech J.	
Data: 	2009-01-15	
Ano: 	2009	
Palavras-chave: 	Substitutability; Cointegration; Tree nuts; Long-run equilibrium forecasting; Demand and Price Analysis; Production Economics.	
Resumo: 	This paper investigates a vector auto regression model, using the Johansen cointegration technique, and the autoregressive integrated moving average time series models to determine the better model for forecasting US tree nut prices over the period 1992-2006. The Johansen contegration test shows lack of long run relationship among pecan, walnut, and almond prices. As such, only autoregressive integrated moving average-type models were used in forecasting U.S. nut prices.	
Tipo: 	Conference Paper or Presentation	
Idioma: 	Inglês	
Identificador: 	http://purl.umn.edu/47212	
Relação: 	Southern Agricultural Economics Association&gt;2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia	
Formato: 	15