Lallmahomed, Naguib and Taubert, Peter (1989): What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne) , Vol. Vol. I, No. February 1989 (February 1989): pp. 39-51.
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Abstract
In this paper, we attempt to show the validity and limits of univariate time series modeling applied to annual production of sugar in Mauritius form 1879 to 1987. We analyse the series through the main components of long-term growth and stationary dynamics of short-term coupled with the impact of exogenous shocks.
Item Type: | MPRA Paper |
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Original Title: | What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987 |
Language: | English |
Keywords: | univariate time series modeling; sugar production; Mauritius; |
Subjects: | O - Economic Development, Innovation, Technological Change, and Growth > O5 - Economywide Country Studies > O55 - Africa N - Economic History > N5 - Agriculture, Natural Resources, Environment, and Extractive Industries C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
Item ID: | 40896 |
Depositing User: | Naguib LALLMAHOMED |
Date Deposited: | 29 Aug 2012 04:21 |
Last Modified: | 03 Oct 2019 21:59 |
References: | Box, G.E.P. and D.A. Pierce (1970), 'Distribution of residual autocorelations in autoregressive-integrated moving average time series models’, Journal of the American Statitical Association, 65, 1509-1526. Chow, G.C. (1960), ‘Tests of equality between sets of coefficients in two linear regressions’, Econometrics, 28, 591-605. Dickey, D.A. and W.A. Fuller (1979), ‘Distribution of the estimator for autoregressive time series with a unit root’, Journal of the American Statitical Association, 74, 427-431. Engle, R.F. (1982), ‘Autoregressive conditional heteroscedasticity with estimates of the variance of the UK inflation’, Econometrica, 50, 987-1007. F.A.O. (undated), ‘The World Sugar Economy in Figures 1880-1959, FAO, Rome. Godfrey, L.G. (1978a), ‘Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables’, Econometrica, 46, 1293-1302. Godfrey, L.G. (1978b), Testing for higher order serial correlation when the regressors include lagged dependent variables’, Econometrica, 46, 1303-1310. Granger, C.W.J. and P. Newbold, (1986), Forecasting Economic Times Series, 2nd edition, Academic Press, Orlando. Harvey, A.C. (1981), The Econometric Analysis of Time Series, Philip Allan, Oxford. Jarque, C.M. and A.K. Bera (1980), ‘Efficient tests for normality, homoscedasticity and serial independence of regression residuals’, Economic Letters, 6, 255-259. M.S.I.R.I. (1960-1986), Mauritius Sugar Industry Research Institute Annual Reports, Reduit, Mauritius, (courtesy of INRA Versailles). Padya, B.M. (1984), The Climate of Mauritius, 2nd edition, Meteorological Services, Mauritius. P.R.O.S.I. (1987), Sugar in Mauritius, 4th revised edition, Port Louis, Mauritius. P.R.O.S.I. (1988), Bulletin Mensuel, 228, fevrier 1988, Port Louis, Ile Maurice, (courtesy Embassy of the Republic of Mauritius, Paris) |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/40896 |
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What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. (deposited 27 Aug 2012 06:50)
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