Please use this identifier to cite or link to this item: https://scholar.utcc.ac.th/handle/6626976254/299
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dc.contributor.authorSaothayanun, Luckhana
dc.contributor.authorKanjanasakda, Yupin
dc.contributor.authorSomrang, Boonying
dc.contributor.authorTaweesakulvatchara, Sunee
dc.contributor.otherUniversity of the Thai Chamber of Commerce. Journal Editorial Office
dc.date.accessioned2018-09-13T09:55:22Z-
dc.date.available2018-09-13T09:55:22Z-
dc.date.issued2012
dc.identifier.citationLuckhana 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.
dc.identifier.issn0125-2437
dc.identifier.urihttps://scholar.utcc.ac.th/handle/6626976254/299-
dc.description.abstractThis 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.
dc.format.mimetypeapplication/pdf
dc.language.isoen_US
dc.publisherChulalongkorn University Printing House
dc.publisherUniversity of the Thai Chamber of Commerce
dc.relation.ispartofUniversity of the Thai Chamber of Commerce Journal-
dc.relation.urihttp://utcc2.utcc.ac.th/utccjournal/journal_book.php?journal_id=7
dc.rightsThis work is protected by copyright. Reproduction or distribution of the work in any format is prohibited without written permission of the copyright owner.
dc.subject.otherJournals
dc.subject.otherApplied Statistics
dc.titleA Comparison of the Forecasts for Rubber Prices Using ARIMA and GARCH Models
dc.typeJournal article
dcterms.accessRightspublic
dc.rights.holderUniversity of the Thai Chamber of Commerce
utcc.journal.volume32
utcc.journal.number3
utcc.eprintid1169
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