Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220)
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scientific article; zbMATH DE number 5899458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear time series modeling and forecasting for periodic and arch effects |
scientific article; zbMATH DE number 5899458 |
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Nonlinear time series modeling and forecasting for periodic and arch effects (English)
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24 May 2011
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GARCH model
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monthly rainfall data
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MPARCH model
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out-of-sample forecasting
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PAR model
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SARIMA model
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seasonal unit root
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volatility
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