UUM ETD | Universiti Utara Malaysian Electronic Theses and Dissertation
FAQs | Feedback | Search Tips | Sitemap

Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia

Shamsuritawati, Sharif (2002) Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia. Masters thesis, Universiti Utara Malaysia.

[img] PDF
Restricted to Registered users only

Download (9MB)

Download (1MB) | Preview


This study is a report on the analysis of the movement price of palm oil in Malaysia. The price of palm oil experiences an unstable fluctuation from time to time. The two main analyses that were carried out were correlation analysis and time series analysis. There were 13 variables have been studied to determine the correlation with price of palm oil. Meanwhile data beginning from January 1985 till December 2001 were used in forecasting employing a time series analysis. There are seven forecasting model involved which are linear model, quadratic model, nonlinear model, seasonal variation, moving average, exponential smoothing and Box-Jenkins model. The Box-Jenkins model that is the ARIMA(0,1,4) is the best model compared to other ARIMA(p,d,q) models after first series differential was performed to obtain a stationary data. After comparing the values of mean square error and mean absolute deviation for all models, there are three models chosen to represent the time series data of the price of palm oil which are quadratic model, exponential smoothing model and ARIMA(0,1,4) model.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Price Analysis, Palm Oil, Malaysia
Subjects: H Social Sciences > HD Industries. Land use. Labor.
Divisions: Faculty and School System > Sekolah Siswazah
Depositing User: Mrs Hafiza Mohd Akhir
Date Deposited: 10 Dec 2009 02:09
Last Modified: 24 Jul 2013 12:09
URI: http://etd.uum.edu.my/id/eprint/951

Actions (login required)

View Item View Item