Forecasting quarterly hog prices: Simple autoregressive models vs. naive predictions

Agribusiness

Volumn 13, Issue 6, 1997, Pages 673-679

  Gjølberg, Ole ^a   Bengtsson, Berth Arne ^b  

^a NORWEGIAN UNIVERSITY OF LIFE SCIENCES   (Norway)

^b SWEDISH UNIVERSITY OF AGRICULTURAL SCIENCES   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85012432077     PISSN: 07424477     EISSN: 15206297     Source Type: Journal    
DOI: 10.1002/(SICI)1520-6297(199711/12)13:6<673::AID-AGR11>3.0.CO;2-1     Document Type: Article

References (12)

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2. D. A. Bessler., “An Analysis of Dynamic Economic Relationships: An Application to the U. S. Hog Market, “Canadian Journal of Agricultural Economics, 32, 109(1984).
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4. K. S. Harris., and R. M. Leuthold., “A Comparison of Alternative Forecasting Techniques for Livestock Prices: A Case Study, “North Central Journal of Agricultural Economics, 40(1985).
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6. E. F. Fama., and K. R. French., “Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage, “Journal of Business, 60, 55(1987).
7. R. J. Foote., R. R. Williams Jr., and J. A.Craven., Quarterly and Shorter-term Price Forecasting Models Relating to Cash and Futures Quotations for Pork Bellies, Technical Bulletin No. 1482, US Dept. Agriculture, Economic Research Service, 1973.
8. R. M. Leuthold., and P. A. Hartmann., “A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market.“American Journal of Agricultural Economics, 61, 482(1979).
9. M. Wilkinson., Futures Prices as Embedded Forecasts: The Case of Corn and Livestock.Working Paper # CSFM-107, Columbia Business School, New York, 1985.
10. J. Chavas., and M. T. Holt., “On Nonlinear Dynamics: The Case of the Pork Cycle, “American Journal of Agricultural Economics, 73, 819(1991).
11. L. Hamm., and B. Wade Brorsen., “Forecasting Quarterly Hog Prices with Neural Networks, “paper presented at the annual conference of AAEA, Orlando, FL, August 1993.
12. C. W. J. Granger., and R. Ramanathan., “Improved Methods of Combining Forecasts, “Journal of Forecasting, 3, 197(1984).