Analyzing Import Prices of DNSJ and Export Prices of DNJPJT: Co-integration and Modeling

Jan 18, 2026

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This study examines the behavior of import prices of DNSJ dark northern spring wheat in Japan from November 1975 to October 1981. By utilizing a range of statistical methods, including histograms, correlograms, and unit root tests, the analysis identifies key patterns in the time series data. It explores the relationship between DNSJ import prices and the export prices from Pacific ports to Japan (with lag adjustments), revealing their co-integrated nature. The study further delves into modeling price differences and validating results through diagnostic tests like the ARCH-LM test, ensuring robust analytical outcomes.

dnsj import prices dnjpjt export prices cointegration analysis time series modeling price difference analysis statistical methods archlm test histogram modeling text

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Analyzing Import Prices of DNSJ and Export Prices of DNJPJT: Co-integration and Modeling

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