Forecast on Price of Agricultural Futures in China Based on ARIMA Model
| dc.creator | WANG, Chunyang | |
| dc.date | 2017-04-01T13:58:14Z | |
| dc.date.accessioned | 2026-07-09T11:10:23Z | |
| dc.description | The forecast on price of agricultural futures is studied in this paper. We use the ARIMA model to estimate the price trends of agricultural futures, which can help the investors to optimize their investing plans. The soybean future contracts are taken as an example to simulate the forecast based on the auto-regression coefficient (p), differential times (d) and moving average coefficient (q). The results show that ARIMA model is better to simulate and forecast the trend of closing prices of soybean futures contract, and it is applicable to forecasting the price of agricultural futures. | |
| dc.identifier | doi:10.22004/ag.econ.253255 | |
| dc.identifier | https://ageconsearch.umn.edu/record/253255/files/3.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/253255 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/625320 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/253255 | |
| dc.title | Forecast on Price of Agricultural Futures in China Based on ARIMA Model | |
| dc.type | Text |