Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear time series modeling and forecasting for periodic and arch effects |
scientific article |
Statements
Nonlinear time series modeling and forecasting for periodic and arch effects (English)
0 references
24 May 2011
0 references
GARCH model
0 references
monthly rainfall data
0 references
MPARCH model
0 references
out-of-sample forecasting
0 references
PAR model
0 references
SARIMA model
0 references
seasonal unit root
0 references
volatility
0 references
