Modelling and forecasting monthly crude oil price of Pakistan: a comparative study of ARIMA, GARCH and ARIMA Kalman model
Crude oil is one of the most important commodity in the world and it is meaningful for every individual. This study aims at developing a more appropriate model for forecasting the monthly crude oil price of Pakistan. In this study, three-time series models are used namely Box-Jenkins ARIMA (Auto-reg...
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| தலைமை எழà¯à®¤à¯à®¤à®¾à®³à®°à¯à®•ளà¯: | , |
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| வடிவமà¯: | Conference or Workshop Item |
| வெளியீடபà¯à®ªà®Ÿà¯à®Ÿà®¤à¯: |
American Institute of Physics Inc.
2016
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| பகà¯à®¤à®¿à®•ளà¯: | |
| நிகழà¯à®¨à®¿à®²à¯ˆ அணà¯à®•லà¯: | http://eprints.utm.my/73193/ http://eprints.utm.my/73193/ |
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