Khin et al. (2011a) estimated and analyzed the various natural rubber price forecasting models individually in terms of their comparative price forecasting accuracy and determined which between the models were more efficient. A comparison of forecasting abilities between short-term ex-post forecasts of VECM equation econometric model and cointegration characteristics, Multivariate Autoregressive Moving Average (MARMA) (Composite) model and Autoregressive Integrated Moving Average (ARIMA) model, of natural rubber SMR20 (Standard Malaysia Rubber of grade 20) prices in the world natural rubber market in terms of their estimation accuracy based on RMSE, MAE and (U-Theil) criteria. These statistics suggest that the MARMA model was more accurate and efficient measure in terms of its statistical criteria than the other models in predicting the price of SMR20 in the next 6 months.