Application of GARMA(1,1;1,d) model to GDP in Malaysia: An illustrative example.
Gross Domestic Product (GDP) per capita is often used as an indicator of standard of living in an economy. GDP per capita observed over the years can be modelled using time series models. A new class of GARMA has been introduced in the time series literature to reveal some hidden features in time se...
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主要な著者: | Shitan, Mahendran, Pillai , Thulasyammal Ramiah |
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フォーマット: | 論文 |
言語: | English |
出版事項: |
2011
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オンライン・アクセス: | http://psasir.upm.edu.my/id/eprint/24870/ |
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