Results 11 to 20 of about 21,636,733 (224)

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, Nurin Alya Ramzi, Pauline Jin Wee Mah   +2 more
doaj   +2 more sources

Predicting BRICS stock returns using ARFIMA models [PDF]

Applied Financial Economics, 2014
This article examines the existence of long memory in daily stock market returns from Brazil, Russia, India, China and South Africa (BRICS) countries and also attempts to shed light on the efficacy of autoregressive fractionally integrated moving average (ARFIMA) models in predicting stock returns.
Aye, Goodness Chioma, Balcilar, Mehmet, Gupta, Rangan, Kilimani, Nicholas, Nakumuryango, Amandine, Redford, Siobhan   +5 more
openaire   +3 more sources

FORECASTING FRESH WATER AND MARINE FISH PRODUCTION IN MALAYSIA USING ARIMA AND ARFIMA MODELS

Malaysian Journal of Computing, 2018
Malaysia is surrounded by sea, rivers and lakes which provide natural sources of fish for human consumption. Hence, fish is one source of protein supply to the country and fishery is a sub-sector that contribute to the national gross domestic product ...
P.J.W. Mah, N.N.M. Zali, N.A.M. Ihwal, N.Z. Azizan
doaj   +2 more sources

Comparing the bias and misspecification in ARFIMA models [PDF]

Journal of Time Series Analysis, 1997
We investigate the bias in both the short‐term and long‐term parameters for a range of autoregressive fractional integrated moving‐average (ARFIMA) models using both semi‐parametric and maximum likelihood (ML) estimation methods. The results suggest that, provided the correct model is estimated, the ML method outperforms the semi‐parametric methods in ...
Smith, Jeremy, Taylor, Nick, Yadav, Sanjay   +2 more
openaire   +3 more sources

Predicting Waste Volume Using ARIMA and ARFIMA Models

International Research Journal of Multidisciplinary Scope
The final waste processing facility plays a crucial role in waste management. The growing amount of waste in landfills is causing significant harm to the surrounding environment and the health of nearby residents. This study seeks to offer insights into the projected future waste volume in landfills. This research applies the mathematical models of the
null Hedi, Ahmad Deni Mulyadi, Sapto Prajogo, Agus Binarto   +3 more
openaire   +2 more sources

Using Fuzzy-ARFIMA Models to Predict Births in Basra Governorate

Journal of Physics: Conference Series, 2021
Today’s time series analysis is one of the most important statistical methods in forecasting, and it has been used in many economic, industrial, commercial and science fields, by representing time series characterized by long-term memory that helps ...
Raissan A. Zalan, Zainab Sami Yaseen
semanticscholar   +1 more source

Time Series Modeling of Guinea Fowls Production in Kenya Using the ARIMA and ARFIMA Models

, 2021
Commercial farming of Guinea Fowls is at its infant stages and is generating a lot of interest for farmers in Kenya. This, coupled with an increased demand for poultry products in the Kenyan market in the recent past, calls for the rearing of the guinea ...
Cecilia Mbithe Titus, A. Wanjoya, Thomas Mageto   +2 more
semanticscholar   +1 more source

The Comparison between ARIMA and ARFIMA Model to Forecast Kijang Emas (Gold) Prices in Malaysia using MAE, RMSE and MAPE

Journal of Computing Research and Innovation, 2021
Gold is known as the most valuable commodity in the world because it is a universal currency recognized by every single bank across the globe. Thus, many people were interested in investing gold since gold market was always steadier compared to other ...
Atiqa Nur Azza Mahmad Azan, Nur Faizatul Auni Mohd Zulkifly Mototo, Pauline Jin Wee Mah   +2 more
doaj   +1 more source

SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL [PDF]

Econometric Theory, 2000
The autoregressive fractionally integrated moving average (ARFIMA) model has become a popular approach for analyzing time series that exhibit long-range dependence. For the Gaussian case, there have been substantial advances in the area of likelihood-based inference, including development of the asymptotic properties of the maximum likelihood ...
Offer Lieberman, Judith Rousseau, David M, Zucker   +2 more
openaire   +4 more sources

Testing for long memory in volatility in the Indian Forex market [PDF]

Ekonomski Anali, 2014
This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013.
Kumar Anoop S.
doaj   +1 more source