Fractionally integrated ARMA for crude palm oil prices prediction: Case of potentially overdifference

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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...

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Bibliographic Details
Published in:	Journal of Applied Statistics
Main Author:	Karia A.A.; Bujang I.; Ahmad I.
Format:	Article
Language:	English
Published:	2013
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84885385294&doi=10.1080%2f02664763.2013.825706&partnerID=40&md5=2cc4f79297462603d8bcae350143959a

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