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|Title:||A Comparison of the Forecasts for Rubber Prices Using ARIMA and GARCH Models||Authors:||Saothayanun, Luckhana
|Issue Date:||2012||Publisher:||Chulalongkorn University Printing House
University of the Thai Chamber of Commerce
|Source:||Luckhana Saothayanun, Yupin Kanjanasakda, Boonying Somrang, Sunee Taweesakulvatchara (2012) A Comparison of the Forecasts for Rubber Prices Using ARIMA and GARCH Models. University of the Thai Chamber of Commerce Journal Vol.32 No.3.||Abstract:||This research aims to compare the suitability of rubber price forecasts using Autoregressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. The forecasts were compared by considering Root Mean Square Error (RMSE) and Mean Absolute Percent Error (MAPE). Results show that the forecasts for rubber prices from ARIMA and GARCH models have a similar RMSE and MAPE.||URI:||https://scholar.utcc.ac.th/handle/6626976254/299||ISSN:||0125-2437||Rights:||This work is protected by copyright. Reproduction or distribution of the work in any format is prohibited without written permission of the copyright owner.|
|Appears in Collections:||JEO: Journal Articles|
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