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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主要作者: | |
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格式: | Thesis |
語言: | English |
出版: |
2010
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在線閱讀: | http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf |
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