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Heterogeneous Seasonal Patterns in Agricultural Data and Evolving Splines

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  • José Juan Cáceres-Hernández
  • Gloria Martín-Rodríguez

Abstract

In this paper an appropriate model of the seasonal pattern in agricultural data is proposed, which takes the specific nature of such a pattern into account. The methodological proposal is based on evolving splines that are shown to be a tool capable of modeling seasonal variations in which either the period or the magnitude of the seasonal fluctuations do not remain the same over time. This proposal is applied to capture the movements in a weekly tomato export series and the analysis is carried out inside the frame delimited by the structural approach to time series.

Suggested Citation

  • José Juan Cáceres-Hernández & Gloria Martín-Rodríguez, 2007. "Heterogeneous Seasonal Patterns in Agricultural Data and Evolving Splines," The IUP Journal of Agricultural Economics, IUP Publications, vol. 0(3), pages 48-65, July.
    • Handle: RePEc:icf:icfjag:v:04:y:2007:i:3:p:48-65
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    References listed on IDEAS

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    1. Hayenga, Marvin L. & Miller, Douglas, 2001. "Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market," Staff General Research Papers Archive 10414, Iowa State University, Department of Economics.
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    5. Douglas J. Miller & Marvin L. Hayenga, 2001. "Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 551-562.
    6. Randal R. Rucker & Walter N. Thurman & Jonathan K. Yoder, 2005. "Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(2), pages 482-500.
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    Cited by:

    1. Hugh Christensen & Simon Godsill & Richard E Turner, 2020. "Hidden Markov Models Applied To Intraday Momentum Trading With Side Information," Papers 2006.08307, arXiv.org.

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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • Q17 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agriculture in International Trade

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