The agricultural futures market affects the rubber price in Thailand. Rubber processors use the agricultural futures market to avoid risks associated with fluctuations in rubber price. Investors make profits from the difference between the current price and the future price. The paper presents the forecasting models for futures price of the natural rubber ribbed smoked sheets no.3 (RSS3). The results from the most efficient model can inform the decision of investors on buying and selling at the proper time. The study employs univariate criteria ...