Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Year of publication: |
2020
|
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Authors: | Nairobi, Nairobi ; Russel, Edwin ; Ambya, Ambya ; Darmawan, Arif ; Mustofa Usman ; Wamiliana, Wamiliana |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 6, p. 175-184
|
Subject: | Akaike’s Information Criterion | Autoregressive Moving Average | Generalized Autoregressive Conditional Heteroscedasticity | Mean Average Percentage Error | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Export | Gaswirtschaft | Gas industry | Indonesien | Indonesia |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.32479/ijeep.9892 [DOI] hdl:11159/8016 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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