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Complexity of agricultural commodity cycle: a chaotic time series analysis



Complexity of agricultural commodity cycle: a chaotic time series analysis



International Journal of Agricultural Resources, Governance and Ecology 3(3/4): 266-287



Most empirical investigations of agricultural markets have been conducted using linear models. Consequently, little is known about the role of nonlinear dynamics and whether one can make both short- and long-term predictions of the market. The present study used piglet market data in Japan to understand nonlinear dynamics. The post-second oil crisis (September 1981-August 1991) data showed that both short- and long-term predictions are possible with a high degree of accuracy.

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Accession: 004084457

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DOI: 10.1504/ijarge.2004.006040


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