VECTOR TIME SERIES ANALYSIS OF COTTON-POLYESTER PRICE COMPETITION.

W. Robert Terry, Shiv G. Kapoor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper uses the methods of Pandit and Wu, and Kapoor, Madhok and Wu to develop a vector time series model of the market share for cotton and the cotton-polyester price ratio. It also discusses how such a model might be used to develop a system for determining how the price of cotton, relative to that of polyester, should be varied as a function of time so as to maximize profits for cotton producers.

Original languageEnglish (US)
Title of host publicationTime Series Analysis
Subtitle of host publicationTheory and Practice
PublisherNorth-Holland
Pages207-219
Number of pages13
ISBN (Print)0444867317
StatePublished - 1983
Externally publishedYes

Publication series

NameTime Series Analysis: Theory and Practice

ASJC Scopus subject areas

  • Engineering(all)

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