Non-Linear Time Series Modeling of Volatile Onion Price Data Using AR(p )-ARCH( q)-In-Mean (Q4661720)
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scientific article; zbMATH DE number 2149177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Linear Time Series Modeling of Volatile Onion Price Data Using AR(p )-ARCH( q)-In-Mean |
scientific article; zbMATH DE number 2149177 |
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Non-Linear Time Series Modeling of Volatile Onion Price Data Using AR(p )-ARCH( q)-In-Mean (English)
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30 March 2005
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ARCH process
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stochastic trend
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unit root test
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seasonal autoregressive model
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