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...
Saved in:
主要作者: | Jatarona , Nurul Najwa |
---|---|
格式: | Thesis |
語言: | English |
出版: |
2010
|
主題: | |
在線閱讀: | http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
相似書籍
-
Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach
由: Rose, Farid Zamani Che
出版: (2023) -
Outliers And Structural Breaks Detection In Autoregressive Model By Indicator Saturation Approach
由: Mohammad Nasir, Muhammad Azim
出版: (2020) -
Modeling Malaysian Road Accidents: The Structural Time Series Approach
由: Junus, Noor Wahida Binti Md
出版: (2018) -
Improving Time Series Models Prediction Based On Empirical Mode Decomposition Using Stock Market Data
由: Hossain, Mohammad Raquibul
出版: (2021) -
Preprocessing And Clustering Short Time-Series Microarray
由: Loh, Wei Ping
出版: (2008)