Long Memory Time-series Model (ARFIMA) Based Modelling of Jute Prices in the Samsi Market of Malda District, West Bengal
Chowa Ram Sahu, Satyananda Basak & Deb Sankar Gupta · Journal of Scientific Research and Reports · 2024
The objective of this paper is modeling and forecasting the weekly jute prices of Samsi market in the Malda district of West Bengal in the presence of long memory process. The long memory behavior of series is investigated by the ACF plot and Hurst R/S analysis. A fractionally in...
Open access
Research Article
10.9734/jsrr/2024/v30i62078