Deseasonalized Sate-Space Time Series Forecasting with Application to the US Salmon Market

• Main Authors: Gu, Guang, Anderson, James L.
• Format: Article in Journal/Newspaper
• Language: English
• Published: 1995
• Subjects: price forecasting; salmon market; seasonality; state-space; time series analysis; Demand and Price Analysis; Environmental Economics and Policy; International Relations/Trade; Resource /Energy Economics and Policy; Sockeye; Atlantic salmon
• Online Access: http://purl.umn.edu/49030

An approach that combines seasonality removal with a multivariate, state-space, time series forecasting model is developed to provide shortrun forecasts for the US salmon market. Time series included in the model are: US fresh Atlantic salmon wholesale price index; fresh salmon (Atlantic, coho and C...