Detecting Structural Break In Commodity Time Series Data
Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tu...
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| Format: | Thesis |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf |
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| Summary: | Structural break is an important issue in macroeconomic time series data. The aim of
this dissertation is to examine the structural break and to determine the exact break
date in the price of commodity data using monthly data.
Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tujuan utama
disertasi ini adalah untuk mengkaji perubahan struktur dan untuk menentukan tarikh
berlakunya perubahan struktur di dalam harga komoditi ini menggunakan data
bulanan.
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