An arima model on the monthly wholesale prices of corn in the Philippines (Jan 1989 - Oct 1997) / (Record no. 206)

MARC details
000 -LEADER
fixed length control field 01980nam a2200241 4500
001 - CONTROL NUMBER
control field UPMIN-00000009132
003 - CONTROL NUMBER IDENTIFIER
control field UPMIN
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230213114436.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230213b |||||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency UPMin
Modifying agency upmin
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) LG993.5 2001
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) A64 V55
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Villarente, Karen Grace A.
9 (RLIN) 2434
245 00 - TITLE STATEMENT
Title An arima model on the monthly wholesale prices of corn in the Philippines (Jan 1989 - Oct 1997) /
Statement of responsibility, etc. Karen Grace A. Villarente
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2001
300 ## - PHYSICAL DESCRIPTION
Extent 30 leaves
502 ## - DISSERTATION NOTE
Dissertation note Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2001
520 3# - SUMMARY, ETC.
Summary, etc. This study modeled a time series data on corn for the period January 1989 to October 1997. Modeling was done for the purpose of generating a good forecast on the corn data. The four models used were autoregressive (AR) model, moving average (MA) model, autoregressive moving average (ARMA) model and autoregressive integrated moving average (ARIMA) model. The study underwent four main stages identification stage, estimation stage, diagnostic checking and forecast evaluation stage. EViews, which is the software used in this study, provided the needed tools for the four stages. Each stage underwent proper interpretation and proper techniques on how to handle the interpretations on hand. The study showed that the corn data is nonstationary, which means that its mean, variance and autocorrelation vary over time. A Log transformation was done to stabilize the nonconstant variance. It also underwent differencing to make the log transformed series stationary. The resulting model is given by (1-0.204B12) (1-B) LCorn = 1 + 0.211652) a , where LCorn ? Log(Corn). The forecast evaluation showed that the model was a predictive power (i.e.) mean absolute percent error or MAPE value of 3.93% and is good enough to use for forecasting.
658 ## - INDEX TERM--CURRICULUM OBJECTIVE
Main curriculum objective Undergraduate Thesis
Curriculum code AMAT200,
Source of term or code BSAM
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
a Fi
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
a UP
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Thesis
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Status Collection Home library Current library Date acquired Accession Number Total Checkouts Full call number Barcode Date last seen Price effective from Public note Shelving location Source of acquisition
    Library of Congress Classification   Not For Loan Preservation Copy University Library University Library 2022-09-21 UAR-T-gd075   LG993.5 2001 A64 V55 3UPML00020898 2022-09-21 2022-09-21 reaccessioned to CSM-T-gd685    
    Library of Congress Classification   Not For Loan Room-Use Only College of Science and Mathematics University Library 2003-06-04 CSM-T-gd685   LG993.5 2001 A64 V55 3UPML00010966 2022-09-21 2022-09-21   Theses donation
 
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