Thesis - University Access Only
Master of Science (MS)
Department / School
The purpose of this study is to build monthly forecasting models for basis and volume of forward contracted cattle in the United States. It further assesses causalities among each other and weeks-to-expiration. Two approaches of model estimation were followed: vector autoregressive models for months with significant causalities and autoregressive models for months with insignificant causalities.
Library of Congress Subject Headings
Cattle -- United States -- Marketing -- Mathematical models
Cattle -- Prices -- United States -- Mathematical models
South Dakota State University
Abahana, Zelalem, "Statistical Time Series Analysis on Basis and Volume of Forward Contracted Cattle in the United States" (2010). Electronic Theses and Dissertations. 2.