Table 4 Parameters of cycles 1 and 2
From: Investigating the international prices of wheat and rice
Parameters | Wheat: values | Rice: values |
|---|---|---|
Cycle 1 | ||
\( {\sigma}_{\psi_1}^2 \) (variance) | 0.002 | 0.001 |
2π/λc1 (duration) | (1.75 yrs) | (1.1 yrs) |
λc1 (frequency) | 0.904 | 1.05 |
ρΨ1 (damping factor) | 0.986 | 0.515 |
Cycle 2 | ||
\( {\sigma}_{\psi_2}^2 \) (variance) | 0.019 | 0.002 |
2π/λc2 (duration) | (7.7 yrs) | (15.5 yrs) |
λc2 (frequency) | 0.21 | 0.11 |
ρΨ2 (damping factor) | 0.906 | 0.814 |