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  • This paper deals with an investigation of breakdates in agricultural prices. A structural break has occurred if at least one of the model parameters has changed at some date. This date is a breakdate. Ignoring structural breaks in time series can lead to serious problems with economic models of time series. The aim is to determine the number and date of the breakdates in individual time series and connect them with changes in the market and economic environment. The time series of agricultural price relating to animal production, namely the prices of pork, beef, chicken, milk and eggs, are analyzed for the period from January 1996 to December 2011. The autoregressive model (AR) model of Box-Jenkins methodology and stability testing according to Quandt or Wald statistics are used for the purposes of this paper. Multiple breakdates are found in the case of eggs (September 1998, May 2004), milk (October 1999, December 2007) and chicken (October 2002, February 2005) prices. One breakdate was detected in
  • This paper deals with an investigation of breakdates in agricultural prices. A structural break has occurred if at least one of the model parameters has changed at some date. This date is a breakdate. Ignoring structural breaks in time series can lead to serious problems with economic models of time series. The aim is to determine the number and date of the breakdates in individual time series and connect them with changes in the market and economic environment. The time series of agricultural price relating to animal production, namely the prices of pork, beef, chicken, milk and eggs, are analyzed for the period from January 1996 to December 2011. The autoregressive model (AR) model of Box-Jenkins methodology and stability testing according to Quandt or Wald statistics are used for the purposes of this paper. Multiple breakdates are found in the case of eggs (September 1998, May 2004), milk (October 1999, December 2007) and chicken (October 2002, February 2005) prices. One breakdate was detected in (en)
  • This paper deals with an investigation of breakdates in agricultural prices. A structural break has occurred if at least one of the model parameters has changed at some date. This date is a breakdate. Ignoring structural breaks in time series can lead to serious problems with economic models of time series. The aim is to determine the number and date of the breakdates in individual time series and connect them with changes in the market and economic environment. The time series of agricultural price relating to animal production, namely the prices of pork, beef, chicken, milk and eggs, are analyzed for the period from January 1996 to December 2011. The autoregressive model (AR) model of Box-Jenkins methodology and stability testing according to Quandt or Wald statistics are used for the purposes of this paper. Multiple breakdates are found in the case of eggs (September 1998, May 2004), milk (October 1999, December 2007) and chicken (October 2002, February 2005) prices. One breakdate was detected in (cs)
Title
  • Testing of breakdates in agricultural prices of selected representatives of animal production
  • Testing of breakdates in agricultural prices of selected representatives of animal production (en)
  • Testing of breakdates in agricultural prices of selected representatives of animal production (cs)
skos:prefLabel
  • Testing of breakdates in agricultural prices of selected representatives of animal production
  • Testing of breakdates in agricultural prices of selected representatives of animal production (en)
  • Testing of breakdates in agricultural prices of selected representatives of animal production (cs)
skos:notation
  • RIV/60460709:41110/12:58617!RIV13-MSM-41110___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...iv/cisloPeriodika
  • 7
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 174028
http://linked.open...ai/riv/idVysledku
  • RIV/60460709:41110/12:58617
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • breakdate, structural change, AR model, Quandt statistic, stability, multiple testing, agricultural prices, animal production (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [1798251E69B9]
http://linked.open...i/riv/nazevZdroje
  • Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • LX
http://linked.open...iv/tvurceVysledku
  • Bubáková, Petra
http://linked.open...ain/vavai/riv/wos
  • 0
issn
  • 1211-8516
number of pages
http://localhost/t...ganizacniJednotka
  • 41110
is http://linked.open...avai/riv/vysledek of
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