FOURIER SERIES ESTIMATION OF SPRING WHEAT PRICES
Nelson, Donald W.; Scott, Donald F.
1981

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Abstract

Fourier analysis is used to forecast weekly hard red spring wheat prices 25 weeks into the future. This procedure applies sine and cosine functions fitted to historical price data. Projections are then made on the basis of past price movements continuing.

Details

Title
FOURIER SERIES ESTIMATION OF SPRING WHEAT PRICES
Author(s)
Nelson, Donald W.
Scott, Donald F.
Subject(s)
Issue Date
1981-07
Publication Type
Conference Paper/ Presentation
DOI and Other Identifiers
10.22004/ag.econ.279524
Record Identifier
https://ageconsearch.umn.edu/record/279524
Language
English
Total Pages
10
Record Appears in
Agricultural and Applied Economics Association (AAEA) > Agricultural and Applied Economics Association (AAEA) Conferences > 1981 Annual Meeting, July 26-29, Clemson, South Carolina

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