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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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2022-12-01
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| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/6293 |
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