Ibrahim, Mohammed; Florkowski, Wojciech J. - Southern Agricultural Economics Association - SAEA - 2007
The relationship between shelled pecan prices and inventories is examined drawing using Engle-Granger and Johansen approaches to cointegration. Forecasts are made using the univariate ARIMA and cointegration methods. Monthly data are used (January 1992 to December 2004). Results suggest that...