Results 1 to 10 of about 7,156 (161)
Cumhuriyet Science JournalThe research delved into analysing the stochastic characteristics of Nigeria's Real GDP, the exchange rate of the Naira to US Dollar, and the inflation rate employing Autoregressive fractionally integrated moving average (ARFIMA) and the Autoregressive ...
Ayoade Adewole
doaj +4 more sources
PEMODELAN DATA HARGA CABAI DENGAN PENDEKATAN DERET WAKTU FRAKSIONAL ARFIMA
Jurnal Lebesgue, 2023 Long-memory is a type of time series data that has a high correlation between long observation times. This can be seen from the autocorrelation function where the lag falls slowly over a long period. Such long-memory data can be modeled in the form of an
Elsa Wahyuni +2 more
doaj +2 more sources
FORECASTING THE UNEMPLOYMENT RATE IN MALAYSIA DURING COVID-19 PANDEMIC USING ARIMA AND ARFIMA MODELS
Malaysian Journal of Computing, 2022 The unemployment issue is one of the most common problems faced by many countries around the world. The unemployment rates in developed countries often fluctuate throughout time.
Nur Afiqah Ismail +2 more
doaj +2 more sources
ARFIMA Model for Short Term Forecasting of New Death Cases COVID-19 [PDF]
E3S Web of Conferences, 2020 COVID-19 is an infectious disease that can spread from one person to another and has a high potential for death. The infection of COVID-19 is spreading massive and fast that causes the extreme fluctuating data spread and long memory effects.
Kartikasari Puspita +2 more
doaj +2 more sources
Jurnal LebesgueThe Autoregressive Fractionally Integrated Moving Average (ARFIMA) model is a development of the ARIMA model with the differencing values being fractional numbers.
Muhammad Reja Sinaga +2 more
doaj +2 more sources
IDENTIFICACIÓN DE MODELOS ARFIMA
Revista de la Facultad de Ciencias, 2016 Desde la introducción de los modelos fraccionalmente integrados ARFIMA para series de tiempo con memoria larga, ha surgido un gran interés en el estudio de sus propiedades y áreas de aplicación.
Elkin Castaño-Vëlez
doaj +4 more sources
Forecasting realised volatility using ARFIMA and HAR models [PDF]
Quantitative Finance, 2019 Recent literature provides mixed empirical evidence with respect to the forecasting performance of ARFIMA and HAR models. This paper compares the forecasting performance of both models using high frequency data of 100 stocks representing 10 business sectors for the period 2000-2010.
Marwan Izzeldin +3 more
openaire +3 more sources
Data & Policy, 2022 The aim of the present article is to evaluate the use of the Autoregressive Fractionally Integrated Moving Average (ARFIMA) model in predicting spatially and temporally localized political violent events using the Integrated Crisis Early Warning System ...
Tamir Libel
doaj +2 more sources
Frontiers in Applied Mathematics and Statistics, 2022 IntroductionThe price of crude oil as an essential commodity in the world economy shows a pattern and identifies the component factors that influence it in the short and long term.
Dodi Devianto +4 more
doaj +1 more source
PEMODELAN INDEKS HARGA PERDAGANGAN BESAR (IHPB) SEKTOR EKSPOR MENGGUNAKAN ARFIMA-GARCH
Jurnal Gaussian, 2023 Indonesia's price index serves as a barometer for the nation's economic condition. One of the Indonesia’s price index is Wholesale Price Index (WPI). WPI is a price index that tracks the average change in wholesale prices over time.
Gandhes Linggar Winanti +2 more
semanticscholar +1 more source