Browsing by Author "Lee, Yoonsuk"
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Impacts of permanent and temporary shocks on optimal length of moving average to forecast a time series
Lee, Yoonsuk (2013-05)Moving averages are often used for forecasting and the optimal length of the moving average depends on the size and frequency of structural breaks. A new time series model is proposed to describe permanent shocks related ... -
Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs
Lee, Yoonsuk (Oklahoma State University, 2009-07-01)Negotiated cash market prices and individual prices for AMAs formed a long-run equilibrium in bivariate and multivariate models for fed cattle and hogs. That is, prices for fed cattle and hogs do not move too far away from ...