Fitting Autoregressive Integrated Moving Average with Exogenous Variables Model with Lognormal Error Term
Olawale Basheer Akanbi & Andrew Ojutomori Bello · Journal of Scientific Research and Reports · 2024
The conventional Autoregressive Integrated Moving Average with Exogenous Variables (ARIMAX (p, d, q)) modsel with Normal Error term requires stringent assumptions of normality of error term and stationarity of the series. These models have found widespread application in multidim...
Open access
Research Article
10.9734/jsrr/2024/v30i102442