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JAD ∗ Volume 17 - Issue 6 (2018) ∗ Pissn 2615-9503 ∗ Eissn 2615-949X

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JAD ∗ Volume 17 - Issue 6 (2018) ∗ Pissn 2615-9503 ∗ Eissn 2615-949X JAD ∗ Volume 17 - Issue 6 (2018) ∗ pISSN 2615-9503 ∗ eISSN 2615-949X EDITORIAL BOARD OF THE JOURNAL OF AGRICULTURE AND DEVELOPMENT No. Full name Organization Position I Local members 1 Nguyen Hay Nong Lam University, HCMC, Vietnam Editor-in-Chief 2 Che Minh Tung Nong Lam University, HCMC, Vietnam Deputy Editor-in-Chief Nong Lam University, HCMC, Vietnam 3 Nguyen Dinh Phu Editor University of California, Irvine, USA 4 Le Dinh Don Nong Lam University, HCMC, Vietnam Editor 5 Le Quoc Tuan Nong Lam University, HCMC, Vietnam Editor 6 Nguyen Bach Dang Nong Lam University, HCMC, Vietnam Editor 7 Nguyen Huy Bich Nong Lam University, HCMC, Vietnam Editor 8 Phan Tai Huan Nong Lam University, HCMC, Vietnam Editor 9 Nguyen Phu Hoa Nong Lam University, HCMC, Vietnam Editor 10 Vo Thi Tra An Nong Lam University, HCMC, Vietnam Editor 11 Tang Thi Kim Hong Nong Lam University, HCMC, Vietnam Editor II International members 12 To Phuc Tuong Former expert of IRRI, Vietnam Editor 13 Peeyush Soni Asian Institute of Technology, Thailand Editor 14 Ta-Te Lin National Taiwan University, Taiwan Editor 15 Glenn M. Young University of California, Davis, USA Editor 16 Soroosh Sorooshian University of California, Irvine, USA Editor 17 Katleen Raes Ghent University, Belgium Editor 18 Vanessa Louzier Lyon University, France Editor 19 Wayne L. Bryden The University of Queensland, Australia Editor Sardar Vallabhbhai Patel University of 20 Jitender Singh Editor Agriculture and Technology, India 21 Kevin Fitzsimmons University of Arizona, USA Editor 22 Cyril Marchand University of New-Caledonia, France Editor 23 Koichiro Shiomori University of Miyazaki, Japan Editor 24 Kazunari Tsuji Saga University, Japan Editor 25 Sreeramanan Subramaniam Universiti Sains Malaysia, Malaysia Editor EDITORIAL SECRETARIAT No. Full name Organization Position 1 Huynh Tien Dat Nong Lam University, HCMC, Vietnam Editorial secretary 2 Truong Quang Binh Nong Lam University, HCMC, Vietnam Editorial administrator 3 Huynh Huu Nhan Nong Lam University, HCMC, Vietnam Secretary assistant Contact information: Nong Lam University Room 404, Thien Ly Building Linh Trung Ward, Thu Duc District, Ho Chi Minh City, Vietnam Tel: (84-28)37245670 Email: [email protected] The Journal of Agriculture and Development Volume 17 - Issue 6 (2018) pISSN 2615-9503 eISSN 2615-949X CONTENT Agribusiness 1 Application of SARIMA model to forecasting the natural rubber price in the world market Nhien T. Pham Animal Sciences, Veterinary Medicine, Aquaculture and Fisheries 8 Efficacy of organic acids as an alternative to antibiotic growth promoters in weaned pigs Tung M. Che, Nhan T. M. Nguyen, Hai T. Nguyen, Tai T. Le, & Alexandre P´eron 15 Field assessment of the efficacy of M.B., LIBDV and Winterfield 2512 strain vaccines against infectious bursal disease in chickens Ho M. Nguyen, Anh T. Quach, Anh T. T. Le, & Hien T. Le 24 Detecting toxin genes of Clostridium perfringens isolated from diarrhea piglets using mul- tiplex PCR Dung H. M. Nguyen, Quynh T. X. Luong, Phuong T. Hoang, Duong T. T. Do, Thoai K. Tran, & Phat X. Dinh 31 Species composition and catch of sharks, rays and skates in Ba Ria - Vung Tau and Binh Thuan provinces of Vietnam Manh Q. Bui, Toan X. Nguyen, Anh H. T. Le, & Ali Ahmad 42 Concentrations of heavy metals in water from the Southern coast of Vietnam Ha N. Nguyen, Tri N. Nguyen, Dong V. Nguyen, & Tu P. C. Nguyen Biotechnology 50 Investigation of fermentation conditions for Candida bombicola ACTT22214 from molasses and soybean oil for sophorolipid production Tho P. Le, Huong T. T. Le, Hiep M. Dinh, & Hue B. T. Nguyen Food Science and Technology 63 Effects of film coating materials on the quality of postharvest `Sanh' orange fruits (Citrus nobilis var. Typica) during storage Thach A. Nguyen, & Ngan T. Nguyen 72 Factors affecting betacyanin stability in juice of LD5 Red-fleshed dragon fruit (Hylocereus polyrhizus) Anh H. T. Nguyen, Mai T. P. Phung, Trang T. T. Nguyen, Thuy T. P. Nguyen, Huan T. Phan, & Ngan N. T. Trinh 77 Total phenolic content and antioxidant activity of sesame cake aqueous extracts Yen T. X. Nguyen, Costas Stathopoulos, Chockchaisawasdee Suwimol, Phuong L. Nguyen, & Tuyen C. Kha Nong Lam University, Ho Chi Minh City 1 Application of SARIMA model to forecasting the natural rubber price in the world market Nhien T. Pham Department of Economics, Nong Lam University, Ho Chi Minh City, Vietnam ARTICLE INFO ABSTRACT Research Paper This study was conducted to develop a forecasting model to predict the price natural rubber in the world market by using the Seasonal Autore- Received: November 02, 2018 gressive Integrated Moving Average (SARIMA). The dataset for model Revised: November 23, 2018 development was collected from series data of average monthly clos- Accepted: December 09, 2018 ing average prices in the natural rubber - Ribbed Smoked Sheet No.3 (RSS3) on the Tokyo Commodity Exchange (TOCOM) for the period of January 2007 - September 2018. The RSS3 price on the TOCOM Keywords provided the reference price for natural rubber in the world market. It resulted SARIMA(2,1,2)(1,1,1)12 model was selected as the best- Natural rubber price fit model. The model achieved 0.000 for Probability value (P-value); 8.86 for Akaike Information Criterion (AIC) and 9.01 for Schwarz In- Rubber formation Criterion (SIC); 6.68% for Mean Absolute Percentage Error Rubber market (MAPE) and 21.43 for Root Mean Square Error (RMSE). This model Rubber price forecast was used to forecast the world's natural rubber price during Octo- SARIMA ber 2018 - December 2020. This study may be helpful to the farmers, traders, and the governments of the world's important natural rubber producing countries to plan policies to reduce natural rubber produc- Corresponding author tion costs and stabilize the natural rubber price in the future, such as by setting suitable areas for natural rubber plantation in each country, Pham Thi Nhien and defining appropriate and sustainable alternative crop areas in each Email: [email protected] country. Cited as: Pham, N. T. (2018). Application of SARIMA model to forecasting the natural rubber price in the world market. The Journal of Agriculture and Development 17(6),1-7. 1. Introduction Vietnam, India and China which collectively ac- count for 90% of world production. Rubber is Natural rubber (NR) is a major economic plant primarily exported to China, Germany, United in the plantation sector in terms of providing States and Iran to be processed to produce vehicle income to the growers for a long-time and also tires, belts, shoe soles, medical gloves and parts it serves as raw materials for various industrial for electronic equipment. Approximately 70% of products. Over 20 million families are dependent primary processed natural rubber is used to pro- on rubber cultivation for their livelihood in the duce automobile tires (ANRPC, 2017). world natural rubber market. Rubber has been Furthermore, farmers have made a huge invest- one of the most essential economic plants in the ment in the initial period (5 years), switching to world in past 10 years. According to the statis- other crops in the middle of the economic life of tics of Association of Natural Rubber Produc- their plantation would involve huge losses. There- ing Countries (ANRPC), the total global produc- fore, price forecasting of natural rubber is signif- tion of natural rubber increases from 10.06 mil- icant to help the farmers to decide upon their lion metric tons in 2007 to 13.54 million metric production by the expected prices. This results tons in 2017. In 2017, the largest rubber produc- in the requirement for statistical techniques to ing countries are Thailand, Indonesia, Malaysia, provide accurate and timely price forecast by tak- The Journal of Agriculture and Development 17(6) www.jad.hcmuaf.edu.vn 2 Nong Lam University, Ho Chi Minh City ing into account the information to the farmers, rubber market. This model is selected because of traders and policymakers so that they may make the capability to correct the local trend in data, production, marketing and policy decisions well where the pattern in the previous period can be in advance. used to forecast the future. Thus, this model also There are a few studies that used Autore- supports the modeling of one perspective as a gressive Integrated Moving Average (ARIMA) function of time. Due to the seasonal trend of model to forecast natural rubber prices. By using time series used, the SARIMA is selected for the monthly data, Rani & Krishnan (2018) showed model development. that the model ARIMA(4,1,4) was found to be the best model to predict of prices of natural 2. Material and Methods rubber in India in 2017. The forecast result was suitable for explaining the fluctuation of natural The dataset for model development was col- rubber prices in 2017. The other study was con- lected from time series data of Ribbed Smoked ducted to forecast the prices of natural rubber of Sheet No.3 (RSS3) prices on the Tokyo Com- Thailand. It was found that the ARIMA(1,0,1) modity Exchange (TOCOM) for the period of model was the most suitable that could be ex- January 2007 - September 2018 because it is plained for variations of the natural rubber price Japan's largest commodity exchange and one of of Thailand. (Cherdchoongam & Rungreunga- the largest markets in the world for the buying nun, 2016). The ARIMA forecasting model was and selling of natural rubber. TOCOM has of- developed to predict Malaysian natural rubber fered RSS3 rubber contracts for almost 66 years prices in 2014. An illustration for real-time fore- and it has the largest trading volumes for rub- casts for natural rubber prices in the Malaysians ber futures.
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