000			02381nam a2200313 4500
001			UPMIN-00000014628
003			UPMIN
005			20230209141504.0
008			230209b |||||||| |||| 00| 0 eng d
040			_aDLC _cUPMin _dupmin
041			_aeng
090			_aLG993.5 2007 _bA64 R85
100	1		_aRuiz, Ritchel Crispin. _92290
245	0	0	_aModeling the monthly average domestic prices of copra in the Philippines using the box and Jenkins analysis / _cRitchel Crispin Ruiz.
260			_c2007
300			_a47 leaves
502			_aThesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2007
520	3		_aThis study was conducted to develop short-term forecasts utilizing the time series data on the monthly average domestic prices of copra in the Philippines for January 1991 to December 2003. Also, this study explored the capacity of Box and Jenkins analysis to model the variable being studied. The specific objectives of this study were to describe first the behavior of the data series, then develop a univariate model to be used in drawing a one-year forecast and lastly, to check the validity of the model by comparing the forecasted with the actual values. Box and Jenkins analysis requires that the data series is stationary, that is, it should be independent of time, have a non-constant mean and non-constant variance. Thus, the raw data series was thoroughly investigated of its stationary. Results showed that it is nonstationary, as a result, appropriate transformation were applied. Taking the second difference of the natural log-transformed series achieved stationary. It was then used in deriving a model. And the final model identified using the transformed series was a MA (2) model. The accuracy of the resulting model was tested by checking it residuals and by comparing the forecasted with the actual values. In addition, the result given by the computed value for mean absolute percentage error (MAPE) indicated that the model has a high predictive power.
650			_aCopra. _92291
650			_aCopra _zPhilippines. _92292
650			_aCopra _xDomestic prices _zPhilippines. _92293
650			_aTime series analysis. _92015
650			_aBox-Jenkins analysis. _92294
650			_aCoconut industry. _92295
658			_aUndergraduate Thesis _cAMAT200, _2BSAM
905			_aFi
905			_aUP
942			_2lcc _cTHESIS
999			_c661 _d661