Modeling the monthly average domestic prices of copra in the Philippines using the box and Jenkins analysis / (Record no. 661)

MARC details
000 -LEADER
fixed length control field 02381nam a2200313 4500
001 - CONTROL NUMBER
control field UPMIN-00000014628
003 - CONTROL NUMBER IDENTIFIER
control field UPMIN
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230209141504.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230209b |||||||| |||| 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 2007
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) A64 R85
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ruiz, Ritchel Crispin.
9 (RLIN) 2290
245 00 - TITLE STATEMENT
Title Modeling the monthly average domestic prices of copra in the Philippines using the box and Jenkins analysis /
Statement of responsibility, etc. Ritchel Crispin Ruiz.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2007
300 ## - PHYSICAL DESCRIPTION
Extent 47 leaves
502 ## - DISSERTATION NOTE
Dissertation note Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2007
520 3# - SUMMARY, ETC.
Summary, etc. This study was conducted to develop short-term forecasts utilizing the time series data on the monthly average domestic prices of copra in the Philippines for January 1991 to December 2003. Also, this study explored the capacity of Box and Jenkins analysis to model the variable being studied. The specific objectives of this study were to describe first the behavior of the data series, then develop a univariate model to be used in drawing a one-year forecast and lastly, to check the validity of the model by comparing the forecasted with the actual values. Box and Jenkins analysis requires that the data series is stationary, that is, it should be independent of time, have a non-constant mean and non-constant variance. Thus, the raw data series was thoroughly investigated of its stationary. Results showed that it is nonstationary, as a result, appropriate transformation were applied. Taking the second difference of the natural log-transformed series achieved stationary. It was then used in deriving a model. And the final model identified using the transformed series was a MA (2) model. The accuracy of the resulting model was tested by checking it residuals and by comparing the forecasted with the actual values. In addition, the result given by the computed value for mean absolute percentage error (MAPE) indicated that the model has a high predictive power.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Copra.
9 (RLIN) 2291
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Copra
Geographic subdivision Philippines.
9 (RLIN) 2292
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Copra
General subdivision Domestic prices
Geographic subdivision Philippines.
9 (RLIN) 2293
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Time series analysis.
9 (RLIN) 2015
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Box-Jenkins analysis.
9 (RLIN) 2294
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Coconut industry.
9 (RLIN) 2295
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 Shelving location Date acquired Source of acquisition Accession Number Total Checkouts Full call number Barcode Date last seen Price effective from
    Library of Congress Classification   Not For Loan Preservation Copy University Library University Library Archives and Records 2007-09-26 donation UAR-T-gd968   LG993.5 2007 A64 R85 3UPML00031005 2022-09-21 2022-09-21
    Library of Congress Classification   Not For Loan Room-Use Only College of Science and Mathematics University Library Theses 2007-08-08 donation CSM-T-gd1581   LG993.5 2007 A64 R85 3UPML00011863 2022-09-21 2022-09-21
 
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