Open AccessApplication of ARCH model on nutmeg price forecasting in South Aceh district
Author(s) -
Asep Rusyana,
R. Ferdiana,
M. E. Putri
Publication year - 2019
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/523/1/012003
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , econometrics , volatility (finance) , autoregressive integrated moving average , nutmeg , mathematics , arch , statistics , economics , autoregressive model , variance (accounting) , time series , engineering , accounting , medicine , civil engineering , traditional medicine