Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia
This study is a report on the analysis of the movement price of palm oil in Malaysia. The price of palm oil experiences an unstable fluctuation from time to time. The two main analyses that were carried out were correlation analysis and time series analysis. There were 13 variables have been studied...
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2002
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| Online Access: | https://etd.uum.edu.my/951/1/SHAMSHURITAWATI_BT._SHARIF.pdf https://etd.uum.edu.my/951/2/1.SHAMSHURITAWATI_BT._SHARIF.pdf |
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my-uum-etd.9512013-07-24T12:09:46Z Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia 2002 Shamsuritawati, Sharif Sekolah Siswazah Graduate School HD Industries. Land use. Labor. This study is a report on the analysis of the movement price of palm oil in Malaysia. The price of palm oil experiences an unstable fluctuation from time to time. The two main analyses that were carried out were correlation analysis and time series analysis. There were 13 variables have been studied to determine the correlation with price of palm oil. Meanwhile data beginning from January 1985 till December 2001 were used in forecasting employing a time series analysis. There are seven forecasting model involved which are linear model, quadratic model, nonlinear model, seasonal variation, moving average, exponential smoothing and Box-Jenkins model. The Box-Jenkins model that is the ARIMA(0,1,4) is the best model compared to other ARIMA(p,d,q) models after first series differential was performed to obtain a stationary data. After comparing the values of mean square error and mean absolute deviation for all models, there are three models chosen to represent the time series data of the price of palm oil which are quadratic model, exponential smoothing model and ARIMA(0,1,4) model. 2002 Thesis https://etd.uum.edu.my/951/ https://etd.uum.edu.my/951/1/SHAMSHURITAWATI_BT._SHARIF.pdf application/pdf eng validuser https://etd.uum.edu.my/951/2/1.SHAMSHURITAWATI_BT._SHARIF.pdf application/pdf eng public masters masters Universiti Utara Malaysia |
| institution |
Universiti Utara Malaysia |
| collection |
UUM ETD |
| language |
eng eng |
| topic |
HD Industries Land use Labor. |
| spellingShingle |
HD Industries Land use Labor. Shamsuritawati, Sharif Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia |
| description |
This study is a report on the analysis of the movement price of palm oil in Malaysia. The price of palm oil experiences an unstable fluctuation from time to time. The two main analyses that were carried out were correlation analysis and time series analysis. There were 13 variables have been studied to determine the correlation with price of palm oil. Meanwhile data beginning from January 1985 till December 2001 were used in forecasting employing a time series analysis. There are seven forecasting model
involved which are linear model, quadratic model, nonlinear model, seasonal variation, moving average, exponential smoothing and Box-Jenkins model. The Box-Jenkins model that is the ARIMA(0,1,4) is the best model compared to other ARIMA(p,d,q) models after first series differential was performed to obtain a stationary data. After comparing the values of mean square error and mean absolute deviation for all models, there are three models chosen to represent the time series data of the price of palm oil which are quadratic model, exponential smoothing model and ARIMA(0,1,4) model. |
| format |
Thesis |
| qualification_name |
masters |
| qualification_level |
Master's degree |
| author |
Shamsuritawati, Sharif |
| author_facet |
Shamsuritawati, Sharif |
| author_sort |
Shamsuritawati, Sharif |
| title |
Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia
|
| title_short |
Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia
|
| title_full |
Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia
|
| title_fullStr |
Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia
|
| title_full_unstemmed |
Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia
|
| title_sort |
analisis pergerakan harga minyak kelapa sawit malaysia |
| granting_institution |
Universiti Utara Malaysia |
| granting_department |
Sekolah Siswazah |
| publishDate |
2002 |
| url |
https://etd.uum.edu.my/951/1/SHAMSHURITAWATI_BT._SHARIF.pdf https://etd.uum.edu.my/951/2/1.SHAMSHURITAWATI_BT._SHARIF.pdf |
| _version_ |
1747827035316682752 |