پيش بيني قيمت دانه هاي روغني در ايران (مطالعه موردي ذرت و سويا)

Forecasting Price of Some Oilseed Crops in Iran: the Case of Maize and Soybean

In this study the monthly prices of maize and soybean as main oilseed crops were forecasted using Exponential Smoothing and Autoregressive Moving Average (ARMA) models. To perform the study, monthly data for period 1370-Farvadin to 1387-Tir was utilized. The data was obtained from the Animal Sector Support Company. Data for the period of 1371-Farvardin to 1385-Isfand was used to estimate the models and data for 1386-Farvardin to 1387-Tir was applied to evaluate the forecast ability of the models. Evaluation measures including Mean Absolute Error (MAE), Mean Square Error (MSE), and Mean Absolute Percentage Error (MAPE) were used in the study. The results showed that Exponential Smoothing is able to forecast the monthly price of the selected crops more accurately as compared with the other models.