| dc.contributor.author |
Kesavan Nampoothiri,C |
|
| dc.contributor.author |
Balakrishna, N |
|
| dc.date.accessioned |
2012-04-11T06:27:54Z |
|
| dc.date.available |
2012-04-11T06:27:54Z |
|
| dc.date.issued |
2000 |
|
| dc.identifier.uri |
http://dyuthi.cusat.ac.in/purl/2858 |
|
| dc.description.abstract |
In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model. |
en_US |
| dc.description.sponsorship |
Cochin University of Science and Technology |
en_US |
| dc.language.iso |
en |
en_US |
| dc.publisher |
Jour. Ind. Soc. Ag. Statistics |
en_US |
| dc.subject |
Autocorrelation functions |
en_US |
| dc.subject |
Coconut oil |
en_US |
| dc.subject |
Threshold autoregressive model |
en_US |
| dc.title |
Threshold Autoregressive Model for a Time Series Data |
en_US |
| dc.type |
Working Paper |
en_US |