Detecting Structural Break In Commodity Time Series Data

Detecting Structural Break In Commodity Time Series Data

Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tu...

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Main Author: Jatarona , Nurul Najwa
Format: Thesis
Language:English
Published: 2010
Subjects:
QA1 Mathematics (General)
Online Access:http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf
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id my-usm-ep.29158
record_format uketd_dc
spelling my-usm-ep.291582015-06-17T07:01:50Z Detecting Structural Break In Commodity Time Series Data 2010 Jatarona , Nurul Najwa QA1 Mathematics (General) Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tujuan utama disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data bulanan. 2010 Thesis http://eprints.usm.my/29158/ http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Matematik
institution Universiti Sains Malaysia
collection USM Institutional Repository
language English
topic QA1 Mathematics (General)
spellingShingle QA1 Mathematics (General)
Jatarona , Nurul Najwa
Detecting Structural Break In Commodity Time Series Data
description Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tujuan utama disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data bulanan.
format Thesis
qualification_level Master's degree
author Jatarona , Nurul Najwa
author_facet Jatarona , Nurul Najwa
author_sort Jatarona , Nurul Najwa
title Detecting Structural Break In Commodity Time Series Data
title_short Detecting Structural Break In Commodity Time Series Data
title_full Detecting Structural Break In Commodity Time Series Data
title_fullStr Detecting Structural Break In Commodity Time Series Data
title_full_unstemmed Detecting Structural Break In Commodity Time Series Data
title_sort detecting structural break in commodity time series data
granting_institution Universiti Sains Malaysia
granting_department Pusat Pengajian Sains Matematik
publishDate 2010
url http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf
_version_ 1747820095610028032

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