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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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 |