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Author
Chala Tetyana (V. N. Karazin Kharkiv National University, Ukraine), Korepanov Oleksiy (V. N. Karazin Kharkiv National University, Ukraine), Lazebnyk Iuliia (V. N. Karazin Kharkiv National University, Ukraine), Chernenko Daryna (V. N. Karazin Kharkiv National University, Ukraine), Korepanov Georgii (V. N. Karazin Kharkiv National University, Ukraine)
Title
Statistical Modelling and Forecasting of Wheat and Meslin Export from Ukraine using the Singular Spectral Analysis
Source
Statistics in Transition, 2023, vol. 24, nr 1 Special Issue, s. 169-197, tab., wykr., bibliogr. 33 poz.
Keyword
Eksport, Prognozowanie, Rynek przetworów zbożowych, Metody estymacji
Export, Forecasting, Grain products market, Estimation methods
Note
summ.
Country
Ukraina
Ukraine
Abstract
The article addresses the problems related to the functioning of the worldwide market of wheat and meslin. The authors identify the countries that over the past 17 years have been among the top 10 world leaders in terms of the value of export and import of wheat and meslin. The structure of wheat export by Ukrainian regions is analysed in comparison with the total export. The localisation coefficient is applied to measure the regional unevenness of the distribution of wheat export volumes and the total export by regions of the country. The modelling and forecasting of the volumes and prices of export of wheat and meslin from Ukraine are based on Singular Spectrum Analysis. The study particularly focuses on the individual components of time series, such as trend, annual, semi-annual, four-month, three-month seasonal components. The reliability of the forecast is confirmed by the calculation of the MAPE forecast error and Henry Theil's inequality coefficient. The article proposes an algorithm for calculating the relative indicators of the structure for the individual components of the reconstructed time series, identified through the singular spectral analysis. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
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Cited by
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ISSN
1234-7655
Language
eng
URI / DOI
http://dx.doi.org/10.59170/stattrans-2023-010
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