摘要：This paper reports on the development of autoregressive-integrated-moving-average (ARIMA) forecasting models for selected cattle price series and the nearby live cattle futures price. The ARIMA models are fitted to weekly data by employing the Box-Jenkins time series modeling procedure. Relatively accurate short-run forecasts are obtained with the estimated models, with the Midwest price models performing better than Northwest price models, and the nearby futures model being considerably more accurate for longer forecasting horizons.
