A comparison of univariate time series methods for forecasting cocoa bean prices

• Main Authors: Assis Kamu, Amran Ahmed, Remali Yusoff, Affendy Hassan
• Format: Article
• Language: English; English
• Published: Asian Network for Scientific Information 2010
• Subjects: HB Economic theory. Demography; QK Botany
• Online Access: https://eprints.ums.edu.my/id/eprint/28990/1/A%20Comparison%20of%20Univariate%20Time%20Series%20Methods%20for%20Forecasting%20Cocoa%20Bean%20Prices%20ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/28990/2/A%20Comparison%20of%20Univariate%20Time%20Series%20Methods%20for%20Forecasting%20Cocoa%20Bean%20Prices%20FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/28990/; https://scialert.net/fulltext/?doi=tae.2010.207.215; https://dx.doi.org/10.3923/tae.2010.207.215

The purpose of this study was to compare the forecasting performances of different time series methods for forecasting cocoa bean prices. The monthly average data of Tawau cocoa bean prices graded SMC 1B for the period of January 1992-December 2006 was used. Tawau is one of the top cocoa producers i...