Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference

Author: Karia Abdul Aziz   Bujang Imbarine   Ahmad Ismail  

Publisher: Taylor & Francis Ltd

ISSN: 1360-0532

Source: Journal of Applied Statistics, Vol.40, Iss.12, 2013-12, pp. : 2735-2748

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Abstract