Pemodelan Data Return Saham PT. Bank Republik Indonesia dengan Self-Exciting Threshold Autoregressive dan Algoritma Genetika
Nonlinear time series model is a time series model applied to data that has the nonlinear pattern. One of the nonlinear time series models is Self-Exciting Threshold Autoregressive (SETAR). The SETAR model is a time series model that data modeling is done by dividing data into multiple regimes, wher...
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| Formato: | article |
| Lenguaje: | EN |
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Department of Mathematics, UIN Sunan Ampel Surabaya
2018
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| Acceso en línea: | https://doaj.org/article/df86699fa1ff4de8be3d7912ad5aacd6 |
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