Time Series Analysis of Indian Spices Export and Prices
作者: S. AnushaB. Srinivasa KumarD. Satish Kumar
刊名: Indian Journal of Agricultural Research, 2020, Vol.54 (1), pp.65-70
来源数据库: Indianjournals.com
DOI: 10.18805/IJARe.A-5283
关键词: ARIMAForecastingForecasting accuracyHybrid model
原始语种摘要: India is the land of spices and is the largest producer, consumer and the exporter of spices in the world. Spices are an important component of Indian Agricultural Exports earning valuable foreign exchange and are the source of livelihood for millions of small and marginal farmers across different states of the country. Modeling of agricultural exports in general and spices exports in particular is important in the contest of spices exports being a priority area for Indian policy makers. Time series modeling of agricultural commodity exports is an active area of research in recent times. Generally Box Jenkins approach (ARIMA) is the referred technique for this purpose. When data exhibits volatility clustering, ARCH/GARCH models are used. When the data does not support linearity...
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  • forecasting 预报
  • prices 行情
  • Analysis 分析
  • volatility 挥发性
  • model 模型
  • commodity 物品
  • earning 收益
  • linearity 线性
  • country 地方
  • weights 法码