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- W2992254823 abstract "This paper proposes a fractional filter and Auto Regressive Fractional Unit Root Integral Moving Average (ARFURIMA) model on daily Malaysian Tapis Crude Oil Price (MTCOP) for the period 4th June 2007 to 29th June 2018. The goodness of fits and dependence tests of each model are discussed. Results indicate that ARFURIMA model is superior to the Auto Regressive Integral Moving Average (ARIMA) and Auto Regressive Fractional Integral Moving Average (ARFIMA) models in modelling and forecasting the Tapis Crude Oil Price." @default.
- W2992254823 created "2019-12-13" @default.
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- W2992254823 date "2019-01-01" @default.
- W2992254823 modified "2023-09-26" @default.
- W2992254823 title "Modeling and forecasting Tapis crude oil price: A long memory approach" @default.
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- W2992254823 doi "https://doi.org/10.1063/1.5136393" @default.
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