Detecting Structural Break In Commodity Time Series Data

Jatarona , Nurul Najwa (2010) Detecting Structural Break In Commodity Time Series Data. Masters thesis, Universiti Sains Malaysia.

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Abstract

Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tujuan utama disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data bulanan.

Item Type: Thesis (Masters)
Subjects: Q Science > QA Mathematics > QA1 Mathematics (General)
Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences)
Depositing User: Administrator Automasi
Date Deposited: 17 Jun 2015 07:01
Last Modified: 17 Jun 2015 07:01
URI: http://eprints.usm.my/id/eprint/29158

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