Univariate approach towards cocoa price forecasting
A univariate ARIMA model methodology was utilised to forecast the short-run monthly price of dry cocoa beans. The appropriate model for forecasting was found to be (2, 1, 2) (1, 1, 1) 12. This model indicates that the original cocoa price series is non stationary and contains some elements of multip...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Malaysian Agricultural Economics Association
1976
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/33911/ http://psasir.upm.edu.my/id/eprint/33911/1/a39%20-%20univariate%20approch%20towards%20cocoa%20price%20forecasting.pdf |
| _version_ | 1848847628821856256 |
|---|---|
| author | Mohd. Arshad, Fatimah A. Ghaffar, Roslan |
| author_facet | Mohd. Arshad, Fatimah A. Ghaffar, Roslan |
| author_sort | Mohd. Arshad, Fatimah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | A univariate ARIMA model methodology was utilised to forecast the short-run monthly price of dry cocoa beans. The appropriate model for forecasting was found to be (2, 1, 2) (1, 1, 1) 12. This model indicates that the original cocoa price series is non stationary and contains some elements of multiplicity; hence inheriting both autoregressive and moving average processes. |
| first_indexed | 2025-11-15T09:21:38Z |
| format | Article |
| id | upm-33911 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T09:21:38Z |
| publishDate | 1976 |
| publisher | Malaysian Agricultural Economics Association |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-339112015-04-15T00:28:09Z http://psasir.upm.edu.my/id/eprint/33911/ Univariate approach towards cocoa price forecasting Mohd. Arshad, Fatimah A. Ghaffar, Roslan A univariate ARIMA model methodology was utilised to forecast the short-run monthly price of dry cocoa beans. The appropriate model for forecasting was found to be (2, 1, 2) (1, 1, 1) 12. This model indicates that the original cocoa price series is non stationary and contains some elements of multiplicity; hence inheriting both autoregressive and moving average processes. Malaysian Agricultural Economics Association 1976 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/33911/1/a39%20-%20univariate%20approch%20towards%20cocoa%20price%20forecasting.pdf Mohd. Arshad, Fatimah and A. Ghaffar, Roslan (1976) Univariate approach towards cocoa price forecasting. Malaysian Journal of Agricultural Economics, 3. pp. 1-11. ISSN 0127-7685 |
| spellingShingle | Mohd. Arshad, Fatimah A. Ghaffar, Roslan Univariate approach towards cocoa price forecasting |
| title | Univariate approach towards cocoa price forecasting |
| title_full | Univariate approach towards cocoa price forecasting |
| title_fullStr | Univariate approach towards cocoa price forecasting |
| title_full_unstemmed | Univariate approach towards cocoa price forecasting |
| title_short | Univariate approach towards cocoa price forecasting |
| title_sort | univariate approach towards cocoa price forecasting |
| url | http://psasir.upm.edu.my/id/eprint/33911/ http://psasir.upm.edu.my/id/eprint/33911/1/a39%20-%20univariate%20approch%20towards%20cocoa%20price%20forecasting.pdf |