Using ARIMA-GARCH Model to Analyze Fluctuation Law of International Oil Price
نویسندگان
چکیده
It is meaningful and of certain theoretical value for the development economy through analyzing fluctuation rules international oil prices forecasting future trend prices. By composing autoregressive integrated moving average (ARIMA) model combination model-generalized conditional heteroskedasticity (ARIMA-GARCH) prices, study shows that ARIMA (1,1,0)-GARCH (1,1) more suitable short-term with higher accuracy MAPE has reduced from 1.549% to 0.045% RMSE 1.032 0.071.
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2022
ISSN: ['1026-7077', '1563-5147', '1024-123X']
DOI: https://doi.org/10.1155/2022/3936414