FOURIER SERIES ESTIMATION OF SPRING WHEAT PRICES

Donald W. Nelson and Donald F. Scott

No 279524, 1981 Annual Meeting, July 26-29, Clemson, South Carolina from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: Fourier analysis is used to forecast weekly hard red spring wheat prices 25 weeks into the future. This procedure applies sine and cosine functions fitted to historical price data. Projections are then made on the basis of past price movements continuing.

Keywords: Crop; Production/Industries (search for similar items in EconPapers)
Pages: 10
Date: 1981-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea81:279524

DOI: 10.22004/ag.econ.279524

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