Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono, Edwin Russel, Wamiliana, Widiarti, Mustofa Usman
| Year of publication: |
2019
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| Authors: | Warsono ; Russel, Edwin ; Wamiliana ; Widiarti ; Mustofa Usman |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 9.2019, 2, p. 390-398
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| Subject: | Vector Autoregressive Model | Vector Autoregressive with Exogenous Variable Model | Granger Causality | Impulse Response Function | Forecasting | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.7223 [DOI] hdl:11159/3195 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027088