Statistical Time Series Analysis on Basis and Volume of Forward Contracted Cattle in the United States

Author

Zelalem Abahana

Document Type

Thesis - University Access Only

Award Date

2010

Degree Name

Master of Science (MS)

Department / School

Economics

First Advisor

Jing Li

Abstract

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
Time-series analysis

Format

application/pdf

Publisher

South Dakota State University

Recommended Citation

Abahana, Zelalem, "Statistical Time Series Analysis on Basis and Volume of Forward Contracted Cattle in the United States" (2010). Electronic Theses and Dissertations. 2.
https://openprairie.sdstate.edu/etd2/2