Time-series data analysis for commodity demand forecasting : construction output modeling and prediction

Time series is an important type of data in a large number of empirical researches in macroeconomic and financial fields. This dissertation aims to model and forecast a kind of commodity demand say construction output by its historical records and other related economic time series through autoregre...

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Bibliographic Details
Main Author: Peng, Shibo
Other Authors: Xiao Gaoxi
Format: Theses and Dissertations
Language:English
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/10356/69504
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Institution: Nanyang Technological University
Language: English