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What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987

Author

Listed:
  • Lallmahomed, Naguib
  • Taubert, Peter

Abstract

In this paper, we attempt to show the validity and limits of univariate time series modeling applied to annual production of sugar in Mauritius form 1879 to 1987. We analyse the series through the main components of long-term growth and stationary dynamics of short-term coupled with the impact of exogenous shocks.

Suggested Citation

  • Lallmahomed, Naguib & Taubert, Peter, 1989. "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper 40850, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:40850
    as

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    File URL: https://mpra.ub.uni-muenchen.de/40896/1/MPRA_paper_40896.pdf
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    References listed on IDEAS

    as
    1. Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-1310, November.
    2. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    univariate time series modeling; sugar production; Mauritius;

    JEL classification:

    • O55 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Africa
    • N5 - Economic History - - Agriculture, Natural Resources, Environment and Extractive Industries
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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