Economic Impacts of Frozen Concentrated Orange Juice Futures Trading On the Florida Orange Industry
Economic Impacts of Frozen Concentrated Orange Juice Futures Trading On the Florida Orange Industry
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In our eReader you can find the full English version of the book. Read Economic Impacts of Frozen Concentrated Orange Juice Futures Trading On the Florida Orange Industry Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book Economic Impacts of Frozen Concentrated Orange Juice Futures Trading On the Florida Orange Industry
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To quickly assess the difficulty of the text, read a short excerpt:
However, cor- rection for a first order scheme gave results which were questionable in that there were major changes in the signs and the values of the coefficients. Higher order autoregressive schemes were then explored.
The transformations for a higher order autoregressive scheme follow the same technique applied to the first order scheme above except that lags of higher order are necessary.
Estimates of the p's were generated by subjecting the observed residuals to an ordinary least squares ...estimation using the following model.
(6.18) u t = P] _ u t _ 1 + p 2 u t _ 2 + p 3 u t _ 3 + p 4 u t _ 4 + e t Estimates for p, through p. were obtained for each con- tract month. Three-period lags or third order autoregressive schemes were used only when their contributions appeared to be significant. Table 5 lists the transformations used.
Subsequent to fitting the March contract a second itera- tion was used to check yet another estimate of the p's, and it was found that the estimates to be used for a second iteration would have been -.035, -.005, and +.024 respectively.
What to read after Economic Impacts of Frozen Concentrated Orange Juice Futures Trading On the Florida Orange Industry?
You can find similar books in the "Read Also" column, or choose other free books by Dasse, Frank a to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
However, cor- rection for a first order scheme gave results which were questionable in that there were major changes in the signs and the values of the coefficients. Higher order autoregressive schemes were then explored.
The transformations for a higher order autoregressive scheme follow the same technique applied to the first order scheme above except that lags of higher order are necessary.
Estimates of the p's were generated by subjecting the observed residuals to an ordinary least squares ...estimation using the following model.
(6.18) u t = P] _ u t _ 1 + p 2 u t _ 2 + p 3 u t _ 3 + p 4 u t _ 4 + e t Estimates for p, through p. were obtained for each con- tract month. Three-period lags or third order autoregressive schemes were used only when their contributions appeared to be significant. Table 5 lists the transformations used.
Subsequent to fitting the March contract a second itera- tion was used to check yet another estimate of the p's, and it was found that the estimates to be used for a second iteration would have been -.035, -.005, and +.024 respectively.
What to read after Economic Impacts of Frozen Concentrated Orange Juice Futures Trading On the Florida Orange Industry?
You can find similar books in the "Read Also" column, or choose other free books by Dasse, Frank a to read onlineMoreLess
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