ARMA model
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Recent papers in ARMA model
A firm in the early stages of financial distress exhibits characteristics different from those of healthy firms. As the economic condition of a firm worsens, its financial characteristics shift toward those of failed firms. Practitioners... more
This study aims to develop a stochastic framework of model to forecast future sales for pharmaceutical industry. In this regard, the study focuses on Merck Pharmaceutical monthly sales data. This study examines the Sale forecasting... more
Luna august a anului 2015 marchează un deceniu de țintire directă a inflației (engl. inflation targeting – IT) în România, motiv pentru care dorim să dedicăm acest buletin problematicii acestui regim de politică monetară. Provocarea... more
Stock price forecasting has attracted tremendous attention of researchers over the past several decades. Many techniques thus have been proposed so far to deal with the problem. This paper presents an application of a computational... more
In recent years the ecological conditions in areas of important wetlands have markedly changed. One of the areas is also Kláštorské Lúky the national natural reservation wetland, which is situated in the Stráovské mountains in the... more
This article applied GARCH model instead AR or ARMA model to compare with the standard BP and SVM in forecasting of the four international including two Asian stock markets indices.These models were evaluated on five performance metrics... more
Most high-frequency asset returns exhibit seasonal volatility patterns. This article proposes a new class of models featuring periodicity in conditional heteroscedasticity explicitly designed to capture the repetitive seasonal time... more