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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书目详细资料
主要作者:	Jatarona , Nurul Najwa
格式:	Thesis
语言:	English
出版:	2010
主题:	QA1 Mathematics (General)
在线阅读:	http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf
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