What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987

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. No. 10, No. February 1989 (23 February 1989): pp. 39-51.

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
• Language: English
• Keywords: univariate time series modeling; sugar production; Mauritius
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C51 - Model Construction and Estimation; N - Economic History > N5 - Agriculture, Natural Resources, Environment, and Extractive Industries > N57 - Africa ; Oceania; C - Mathematical and Quantitative Methods > C5 - Econometric Modeling; C - Mathematical and Quantitative Methods > C0 - General; A - General Economics and Teaching > A2 - Economic Education and Teaching of Economics > A23 - Graduate; A - General Economics and Teaching > A2 - Economic Education and Teaching of Economics; A - General Economics and Teaching > A2 - Economic Education and Teaching of Economics > A29 - Other; 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 > C2 - Single Equation Models ; Single Variables; C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics

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