Autoregressive distributed lag modelling for Malaysian palm oil prices
Modelling food commodities prices has become the area of interest in financial time series. This study aims to model Malaysian average monthly prices of crude palm oil using dynamic regression approach. The sample period covers from January 2000 until December 2013. The model investigated is Autoreg...
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| Format: | Thesis |
| Language: | English |
| Published: |
2014
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| Online Access: | http://eprints.utm.my/id/eprint/50734/25/AbangMohammadHudzaifahMFS2014.pdf http://eprints.utm.my/id/eprint/50734/ http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:89282 |
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