Performance Measures for Evaluating the Accuracy of Time Series Hybrid Model Using High Frequency Data

TO Olatayo, KI Ekerikevwe - Britain International of Exact Sciences …, 2022 - biarjournal.com
Given that the traditional ARIMAX model has rarely been applied to any of the climate
change and environmental agents, which are the most cognate agents with associated …

On the use of arima and garch in modelling nigeria's naira–us dollar monthly exchange rates

AN Tanko, GK Musa, MS Auta - Global Journal of Pure and Applied …, 2023 - ajol.info
This paper aimed at modelling the volatility of monthly average official exchange rate
(Naira/USD) using the Autoregressive Integrated Moving Average (ARIMA) and Generalized …