Atanu, Enebi Yahaya

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

ARIMA Model for Gross Domestic Product (GDP): Evidence from Nigeria

Atanu, Enebi Yahaya, Ette, Harrison Etuk, Nwuju, Kingdom & Nwaoha, William Chimee · Archives of Current Research International · 2020

A nation’s GDP is an important index reflecting development in economy and incomes. This paper uses the annual data of Nigeria’s GDP from 1981 to 2019 as the research data. An Augmented Dick Fuller test was used to test for stationarity of the data and was seen to be stationary a...

Open access Research Article 10.9734/acri/2020/v20i730213