英文文献：Forecast Performance of Futures Price Models for Corn, Soybeans, and Wheat-预测玉米，大豆和小麦期货价格模型的表现
英文文献作者：Hoffman, Linwood A.,Irwin, Scott H.,Toasa, Jose
英文文献摘要：
A futures price forecasting model is presented which uses monthly futures prices, cash prices received, basis values (cash prices less futures), and marketing weights to forecast the season-average farm price for U.S. corn, soybeans, and wheat. Accuracy of model forecasts are examined using standard measures, such as mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean squared percentage error (RMSPE). Tests for statistical differences between the futures model forecast and price projections from World Agricultural Supply and Demand Estimates (WASDE), are conducted using the modified Diebold-Mariano test statistic. Forecast encompassing tests are conducted to determine whether the futures model forecasts would benefit by combining them with WASDE forecasts.

提出了一个期货价格预测模型，该模型使用月期货价格、收到的现金价格、基础值(现金价格减去期货)和市场权重来预测美国玉米、大豆和小麦的季节平均农产品价格。模型预测的准确性使用标准度量来检验，如平均绝对误差(MAE)、平均绝对百分比误差(MAPE)和均方根百分比误差(RMSPE)。使用修正的Diebold-Mariano检验统计量来检验期货模型预测和来自世界农业供求估计(WASDE)的价格预测之间的统计差异。预测包含测试进行，以确定未来模型的预测是否将受益与WASDE预测。