Forecasting cocoa bean prices using univariate time series models

• Main Authors: Assis Kamu, Amran Ahmed, Remali Yusoff
• Format: Article
• Language: English; English
• Published: Researchers World 2010
• Subjects: HB Economic theory. Demography; S Agriculture (General)
• Online Access: https://eprints.ums.edu.my/id/eprint/27502/1/Forecasting%20cocoa%20bean%20prices%20using%20univariate%20time%20series%20models%20FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/27502/2/Forecasting%20cocoa%20bean%20prices%20using%20univariate%20time%20series%20models%20ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/27502/; https://www.researchgate.net/profile/Remali-Yusoff/publication/285068778_Forecasting_Cocoa_Bean_Prices_Using_Univariate_Time_Series_Models/links/565bafca08aeafc2aac62124/Forecasting-Cocoa-Bean-Prices-Using-Univariate-Time-Series-Models.pdf
• Institution: Universiti Malaysia Sabah

The purpose of this study is to compare the forecasting performances of different time series methods for forecasting cocoa bean prices. The monthly average data of Bagan Datoh cocoa bean prices graded SMC 1B for the period of January 1992 - December 2006 was used. Four different types of univariate...