Dairy Supply Response under Stochastic Trend and Seasonality: A Structural Time Series Analysis

A structural time series methodology was used to examine the role of stochastic trend and seasonality in dairy supply response model. In our analysis, the dairy supply model with stochastic seasonality and deterministic trend performs best in terms of diagnostic tests, goodness-of-fit measures, and forecasting accuracy.


Issue Date:
2005
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/35531
Total Pages:
20
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2017-08-25

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