MODELING CYCLICAL CATTLE PRICES IN A MONTE CARLO SETTING

Larry VanTassell, J. Richard Conner and James W. Richardson

No 270896, 1990 Annual meeting, August 5-8, Vancouver, Canada from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: A methodology for simulating harmonic regressions is presented that allows for the stochastic simulation of the harmonic regressions when various orders of autocorrelation are present. Statistical properties of the historical correlations are respectably maintained in an empirical example using ten livestock classes which exhibit first and twelfth order autocorrelation.

Keywords: Demand and Price Analysis; Livestock Production/Industries (search for similar items in EconPapers)
Pages: 15
Date: 1990-08-05
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea90:270896

DOI: 10.22004/ag.econ.270896

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