Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono, Edwin Russel, Wamiliana, Widiarti, Mustofa Usman
Year of publication: |
2019
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Authors: | Warsono ; Russel, Edwin ; Wamiliana ; Widiarti ; Mustofa Usman |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 9.2019, 2, p. 390-398
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Subject: | Vector Autoregressive Model | Vector Autoregressive with Exogenous Variable Model | Granger Causality | Impulse Response Function | Forecasting | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
Saved in:
freely available