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A Comparison Of Forecasting Abilities Between Univariate Time Series And Market Model Of Natual Rubber Prices

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  • Aye Aye Khin Author_Email: ayeaye5@yahoo.com

    (1Institute of Agricultural and Food Policy Studies)

  • Zainalabidin Mohamed

    (Department of Agribusiness and Information Systems, Faculty of Agriculture, UPM)

  • Mad Nasir Shamsudin

    (Department of Agribusiness and Information Systems, Faculty of Agriculture, UPM)

  • Eddie Chiew Fook Chong

    (Department of Agribusiness and Information Systems, Faculty of Agriculture, UPM)

Abstract

No abstract is available for this item.

Suggested Citation

  • Aye Aye Khin Author_Email: ayeaye5@yahoo.com & Zainalabidin Mohamed & Mad Nasir Shamsudin & Eddie Chiew Fook Chong, 2011. "A Comparison Of Forecasting Abilities Between Univariate Time Series And Market Model Of Natual Rubber Prices," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-425, Conference Master Resources.
    • Handle: RePEc:cms:2icb11:2011-425
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    References listed on IDEAS

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    1. Siu Hung Cheung & Ka Ho Wu & Wai Sum Chan, 1998. "Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 297-306, September.
    2. Gilbert, Christopher L, 1986. "Professor Hendry's Econometric Methodology," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 283-307, August.
    3. Mr. Noureddine Krichene, 2005. "A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets," IMF Working Papers 2005/032, International Monetary Fund.
    4. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    5. Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393.
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    JEL classification:

    • M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General

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