FORECASTING HOG PRICES USING TIME SERIES ANALYSIS OF RESIDUALS

Matthew Holt and Jon A. Brandt

No 278558, 1985 Annual Meeting, August 4-7, Ames, Iowa from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: A time series analysis of the residuals (TSAR) of a single-equation econometric hog-price forecasting model is conducted. Post-sample forecasts from the integrated econometric-time series model were compared with forecasts from individual econometric and time series approaches. The TSAR forecasts offered some improvement over the individual methods.

Keywords: Agricultural and Food Policy; Livestock Production/Industries (search for similar items in EconPapers)
Pages: 16
Date: 1985-08
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/278558/files/aaea-1985-038.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea85:278558

DOI: 10.22004/ag.econ.278558

Access Statistics for this paper

More papers in 1985 Annual Meeting, August 4-7, Ames, Iowa from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Bibliographic data for series maintained by AgEcon Search ().