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