Krishnamurthy, K. N.NAGARAJA, Y.2020-10-062020-10-062019-08-22Th-12392https://krishikosh.egranth.ac.in/handle/1/5810152450Cotton is the most important commercial crop grown in India. It is also known as ‘White Gold’. India is the highest producer of cotton in the world followed by USA and China. Karnataka has the fourth position in area and production of cotton in the country. To study the trend, seasonal variation and for forecasting, the monthly data on arrivals and prices of cotton were collected from Vijayapura, Haveri, Raichur and Ranibennur APMCs for the period of 16 years (2003-2018). Two years weekly price data was collected for studying the co-integration of cotton markets. To analyze the trend in arrivals and prices of cotton, linear and nonlinear models were fitted. RMSE and R2 values were considered to check the adequacy of the fitted models. For arrivals of cotton, in few markets linear and in other markets nonlinear models were best fitted. Whereas, for prices of cotton only linear model was best fitted. Ratio to moving average method was used to calculate the seasonal indices of prices of cotton. All the markets showed low prices during peak period of harvest. For forecasting of cotton prices, Holt’s winter and ARIMA models were considered. The estimates of Holt Winter’s model were nonsignificant in all the markets. Different ARIMA models were found suitable in each of the markets. Cointegration test revealed that all the selected markets were co-integrated and they have one Cointegration equation. Pairwise causality also existed between the selected markets.EnglishThesis