Open AccessForecasting Model of Air Pollution Index using Generalized Autoregressive Conditional Heteroskedasticity Family (GARCH)
Author(s) -
Nurul Asyikin Zamrus,
Mohd Hirzie Mohd Rodzhan,
Nurul Najihah Mohamad
Publication year - 2022
Publication title -
malaysian journal of fundamental and applied sciences
Language(s) - English
Resource type - Journals
ISSN - 2289-599X
DOI - 10.11113/mjfas.v18n2.2279
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , akaike information criterion , mathematics , estimator , autoregressive model , statistics , econometrics , poisson distribution , volatility (finance)