UUM Electronic Theses and Dissertation
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Analisis Pergerakan Harga Minyak Kelapa Sawit Malaysia

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

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Abstract

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)
Supervisor : UNSPECIFIED
Item ID: 951
Uncontrolled Keywords: Price Analysis, Palm Oil, Malaysia
Subjects: H Social Sciences > HD Industries. Land use. Labor.
Divisions: Faculty and School System > Sekolah Siswazah
Date Deposited: 10 Dec 2009 02:09
Last Modified: 24 Jul 2013 12:09
Department: Graduate School
URI: https://etd.uum.edu.my/id/eprint/951

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