Fractionally integrated ARMA for crude palm oil prices prediction: Case of potentially overdifference
Dealing with stationarity remains an unsolved problem. Some of the time series data, especially crude palm oil (CPO) prices persist towards nonstationarity in the long-run data. This dilemma forces the researchers to conduct first-order difference. The basic idea is that to obtain the stationary dat...
| Published in: | Journal of Applied Statistics |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84885385294&doi=10.1080%2f02664763.2013.825706&partnerID=40&md5=2cc4f79297462603d8bcae350143959a |