Crude Palm Oil Price Forecasting: Box-Jenkins Approach
A univariate ARIMA model developed by Box-jenkins was utilised to forecast the short-run monthly price of crude palm oil. The appropriate model for forecasting was found to be (0, 2, 1) (0, 1, 1) 6' This model indicates that the original crude palm oil series is non-stationary and contains s...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
1986
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| Online Access: | http://psasir.upm.edu.my/id/eprint/2365/1/Crude_Palm_Oil_Price_Forecasting_Box-Jenkins_Approach.pdf |