Detecting Structural Break In Commodity Time Series Data
Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tu...
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| Format: | Thesis |
| Language: | English |
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2010
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| Online Access: | http://eprints.usm.my/29158/ http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf |
| _version_ | 1848876039947681792 |
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| author | Jatarona , Nurul Najwa |
| author_facet | Jatarona , Nurul Najwa |
| author_sort | Jatarona , Nurul Najwa |
| building | USM Institutional Repository |
| collection | Online Access |
| description | Structural break is an important issue in macroeconomic time series data. The aim of
this dissertation is to examine the structural break and to determine the exact break
date in the price of commodity data using monthly data.
Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tujuan utama
disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh
berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data
bulanan.
|
| first_indexed | 2025-11-15T16:53:13Z |
| format | Thesis |
| id | usm-29158 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T16:53:13Z |
| publishDate | 2010 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-291582015-06-17T07:01:50Z http://eprints.usm.my/29158/ Detecting Structural Break In Commodity Time Series Data Jatarona , Nurul Najwa QA1 Mathematics (General) Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tujuan utama disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data bulanan. 2010 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf Jatarona , Nurul Najwa (2010) Detecting Structural Break In Commodity Time Series Data. Masters thesis, Universiti Sains Malaysia. |
| spellingShingle | QA1 Mathematics (General) Jatarona , Nurul Najwa Detecting Structural Break In Commodity Time Series Data |
| title | Detecting Structural Break In
Commodity Time Series Data
|
| title_full | Detecting Structural Break In
Commodity Time Series Data
|
| title_fullStr | Detecting Structural Break In
Commodity Time Series Data
|
| title_full_unstemmed | Detecting Structural Break In
Commodity Time Series Data
|
| title_short | Detecting Structural Break In
Commodity Time Series Data
|
| title_sort | detecting structural break in
commodity time series data |
| topic | QA1 Mathematics (General) |
| url | http://eprints.usm.my/29158/ http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf |