THE PROMINENCE OF VECTOR AUTOREGRESSIVE MODEL IN MULTIVARIATE TIME SERIES FORECASTING MODELS WITH STATIONARY PROBLEMS

One of the problems in modelling multivariate time series is stationary. Stationary test results do not always produce all stationary variables; mixed stationary and non-stationary variables are possible. When stationary problems are found in multivariate time series modelling, it is necessary to ev...

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Bibliographic Details
Main Authors: Embay Rohaeti, I Made Sumertajaya, Aji Hamim Wigena, Kusman Sadik
Format: Article
Language:English
Published: Universitas Pattimura 2022-12-01
Series:Barekeng
Subjects:
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/6293
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