Dynamic Modeling Data Export Oil and Gas and Non-Oil and Gas by ARMA(2,1)-GARCH(1,1) Model: Study of Indonesian s Export over the Years 2008-2019
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- Mustofa Usman & M. Komarudin & Nurhanurawati Nurhanurawati & Edwin Russel & Ahmad Sidiq & Warsono Warsono & F. A.M Elfaki, 2023. "Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 542-554, July.
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Keywords
Akaike s Information Criterion; Autoregressive Moving Average; Generalized Autoregressive Conditional Heteroscedasticity; Mean Average Percentage Error.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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