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Title پويايي بازار و پيش بيني قيمت(مطالعه ي موردي: ذرت در ايران)
Type Presentation
Keywords Forecast, Price, Corn,Market, Models ARIM A, ARCH.
Abstract Behavior Forecasting of economic variables is one of the requirements to plan for the future, among the economic variables, price is more important, because, from an economic viewpoint, it plays a guide role for making production and consumption decisions, and among products that many efforts have been made to predict their prices, strategic products are more important than others. , The models used in this study included Autoregressive integrated moving average(ARIMA),and (ARCH/GARCH). In this study, using monthly data from 1372:1 to 1394:10, we try to forecast the corn price for the period: 1394:11 to1395:8. The results of the evaluation criteria of predictive power of this study suggest that ARMA model selected may be used as a suitable model for predicting future prices due to its less error than other existing models in the study. The dependence on corn prices as integration partnership with other markets studied. Among the factors influencing internal price of corn in the country, we can refer to foreign prices of corn (Imported) and the price of chicken, which is one of the large parts of corn consumer in the country, which by examining this issue was determined that the domestic price of corn has high dependence with these two cases, and fluctuations in the price of theses cases have an positive impact on domestic prices
Researchers Reza Roshan (Second researcher) ,