Essays about: "ARMA-modeller"

Found 1 essay containing the word ARMA-modeller.

  1. 1. Case study of a contract system : considering pulp prices from 1996-2006

    University essay from Matematiska och systemtekniska institutionen

    Author : Tobias Janstad; [2007]
    Keywords : PIX; pulp; Kruskal-Wallis test; t-test; Wilcoxon s signed-rank test; spectral analysis; ARMA-models; prediction; Kalman filter; wavelets; PIX; pappersmassa; Kruskal-Wallis test; t-test; Wilcoxon s rangsummetest; spektralanalys; ARMA-modeller; prediktion; Kalman filter; wavelets;

    Abstract : Södra Cell sells 1 900 000 ton pulp every year. Of this 490 000 tonne is sold with a contract system based on a pricing index called PIX NBSK. This index was started in 1996 and reflects the price of pulp from conferious forest. We study the NBSK PIX value of softwood from October 1996 to December 2006. READ MORE