Frocasting Soybean Complex Prices: Univariate and Multivariate Time Series Models

Jonathan N. Tinker, Mary E. Gerlow, Scott H. Irwin and Carl R. Zulauf

No 270488, 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: To forecast prices within the soybean complex, a univariate, ARIMA, time series model and a multivariate, VAR, time series model are constructed. An economic evaluation of these models provides evidence that the VAR model will offer greater opportunity for significant economic returns than will the use of an ARIMA model.

Keywords: Crop Production/Industries; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 19
Date: 1989-07-30
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea89:270488

DOI: 10.22004/ag.econ.270488

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