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Keywords: Autocorrelation
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Journal Articles
Mean reversion and autocorrelation in profitability of Illinois farms
Available to Purchase
Journal:
Agricultural Finance Review
Agricultural Finance Review (2005) 65 (1): 87–96.
Published: 05 May 2005
... and autocorrelation in profitability. Results show that farm businesses revert to individual levels of expected profitability at an annual rate of 0.5, while the annual rate of negative autocorrelation is 0.175. Autocorrelation Mean reversion Partial adjustment Profitability © Emerald Group Publishing...
