MODELING CYCLICAL CATTLE PRICES IN A MONTE CARLO SETTING

A methodology for simulating harmonic regressions is presented that allows for the stochastic simulation of the harmonic regressions when various orders of autocorrelation are present. Statistical properties of the historical correlations are respectably maintained in an empirical example using ten livestock classes which exhibit first and twelfth order autocorrelation.


Issue Date:
Aug 05 1990
Publication Type:
Conference Paper/ Presentation
Record Identifier:
http://ageconsearch.umn.edu/record/270896
Language:
English
Total Pages:
15




 Record created 2018-04-06, last modified 2018-04-06

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