Application of Box-Jenkins Techniques in Modelling and Forecasting Nigeria Crude Oil Prices
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- Type
- article
- Published
- 2014-01-01
- Cited by
- 13
- References
- 11
- OpenAlex
- https://openalex.org/W47189216
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:116394616
Keywords
Box–Jenkins, Autoregressive integrated moving average, Statistics, Mathematics, Brent Crude
References
- Forecasting with Univariate Box-Jenkins Models
- Distribution of the Estimators for Autoregressive Time Series with a Unit Root
- Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm
- Forecasting crude oil market volatility: Further evidence using GARCH-class models
- Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis
- On a measure of lack of fit in time series models
- A new look at the statistical model identification
- Estimating the Dimension of a Model
- Time Series Analysis: Forecasting and Control
- Forecasting with univariate Box-Jenkins models : concepts and cases
- Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles
- Time Series Analysis, Forecasting, and Control
- ANew Look at the Statistical Model Identification
- Working Papers in Economics and Statistics Modelling and Forecasting Oil Prices: the Role of Asymmetric Cycles Modelling and Forecasting Oil Prices: the Role of Asymmetric Cycles
Cited by
- Time Series Analysis of Road Traffic Accidents in Zimbabwe
- Wavelet regression model in forecasting crude oil price
- Statistical Study on Modeling and Forecasting of Jute Production in West Bengal
- Oil Resource Abundance in Nigeria and Iran: Contrapuntal Effect on Social and Economic Welfare
- Analysis of Some Linear Dynamic Systems with Bivariate Wavelets
- Forecasting of Ragi Production in Koraput Districts of Odisha, India
- Predicting Crude Oil Prices During a Pandemic: A Comparison of Arima and Garch Models
- On Modelling Seasonal Arima Series: Application on Road Accidents in Northeast Algeria
- An Auxiliary Index for Reducing Brent Crude Investment Risk—Evaluating the Price Relationships between Brent Crude and Commodities
- Forecasting of area, production, and yield of jute in Bangladesh using Box-Jenkins ARIMA model
- ARIMA Modeling of Nigeria Crude Oil Production
- Simulation of Forecasting Performance Comparison of a Hybrid Model Integrated By Binomial Smoothing and Bayesian Model Averaging Techniques
- On Modelling seasonal ARIMA series: Comparison, Application and Forecast (Number of Injured in Road Accidents in Northeast Algeria)
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