Detecting Structural Break In Commodity Time Series Data

Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tu...

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Bibliographic Details
Main Author:	Jatarona , Nurul Najwa
Format:	Thesis
Language:	English
Published:	2010
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/29158/
Abstract	Abstract here

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