Cover Image

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...

Full description

Saved in:
Bibliographic Details
Main Author: Jatarona , Nurul Najwa
Format: Thesis
Language:English
Published: 2010
Subjects:
QA1 Mathematics (General)
Online Access:http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf
http://eprints.usm.my/29158/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.usm.eprints.29158
record_format eprints
spelling my.usm.eprints.29158 http://eprints.usm.my/29158/ Detecting Structural Break In Commodity Time Series Data Jatarona , Nurul Najwa QA1 Mathematics (General) 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. Tujuan utama disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data bulanan. 2010 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf Jatarona , Nurul Najwa (2010) Detecting Structural Break In Commodity Time Series Data. Masters thesis, Universiti Sains Malaysia.
institution Universiti Sains Malaysia
building Hamzah Sendut Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sains Malaysia
content_source USM Institutional Repository
url_provider http://eprints.usm.my/
language English
topic QA1 Mathematics (General)
spellingShingle QA1 Mathematics (General)
Jatarona , Nurul Najwa
Detecting Structural Break In Commodity Time Series Data
description 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. Tujuan utama disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data bulanan.
format Thesis
author Jatarona , Nurul Najwa
author_facet Jatarona , Nurul Najwa
author_sort Jatarona , Nurul Najwa
title Detecting Structural Break In Commodity Time Series Data
title_short Detecting Structural Break In Commodity Time Series Data
title_full Detecting Structural Break In Commodity Time Series Data
title_fullStr Detecting Structural Break In Commodity Time Series Data
title_full_unstemmed Detecting Structural Break In Commodity Time Series Data
title_sort detecting structural break in commodity time series data
publishDate 2010
url http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf
http://eprints.usm.my/29158/
_version_ 1643706835937525760
score 13.160551

Similar Items