Karia, Abdul Aziz; Bujang, Imbarine; Ahmad, Ismail - In: Journal of Applied Statistics 40 (2013) 12, pp. 2735-2748
Dealing with stationarity remains an unsolved problem. Some of the time series data, especially crude palm oil (CPO) prices persist towards nonstationarity in the long-run data. This dilemma forces the researchers to conduct first-order difference. The basic idea is that to obtain the stationary...