FOURIER SERIES ESTIMATION OF SPRING WHEAT PRICES
Nelson, Donald W.; Scott, Donald F.
1981

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Abstract

Fourier analysis is used to forecast weekly hard red spring wheat prices 25 weeks into the future. This procedure applies sine and cosine functions fitted to historical price data. Projections are then made on the basis of past price movements continuing.

Details

Title FOURIER SERIES ESTIMATION OF SPRING WHEAT PRICES
Author(s) Nelson, Donald W.
Scott, Donald F.
Subject(s)
Issue Date 1981-07
Publication Type Conference Paper/ Presentation
DOI and Other Identifiers 10.22004/ag.econ.279524
Record Identifier https://ageconsearch.umn.edu/record/279524
Language English
Total Pages 10
Record Appears in Agricultural and Applied Economics Association (AAEA) > Agricultural and Applied Economics Association (AAEA) Conferences > 1981 Annual Meeting, July 26-29, Clemson, South Carolina

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