Comparative Performance of ARIMA and GARCH Model in Forecasting Crude Oil Price Data
Atanu, Enebi Yahaya, Ette, Harrison Etuk & Amos, Emeka · Asian Journal of Probability and Statistics · 2021
This study compares the performance of Autoregressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity models in forecasting Crude Oil Price data as obtained from (CBN 2019) Statistical Bulletin. The forecasting of Crude Oil Price,...
Open access
Research Article
10.9734/ajpas/2021/v15i430378