Vol. 7, Issue 12, Part A (2025)

Cotton is one of the most important fibre and cash crops in India, playing a dominant role in the both industrial and agricultural economy of the country. Present study made an attempt to forecast the cotton market prices in Adoni of Andhra Pradesh using the secondary time series data during January 2010 to April 2025. In this, a comparative analysis was made between various selected univariate times series models (GARCH, ANN, SVR and Ensemble approach) and time series models with exogenous (x= arrivals (variable (ARx-GARCH, ANNx and SVRx), as to identify the best fitted model, on the basis of various diagnostic criterion such as RMSE, MAPE, MAE, Box-Pierce test and Diebold-Mariano (DM) test. Finally, it was resulted that ensemble models (EMD-ANN) outperformed among the other selected models for the prices of cotton in Adoni market and for the month of October 2025, it was forecasted at Rs.7682.5 per Quintal.