Browsing UT - Statistics and Data Sciences by Author "Untari, Nirawita"
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Time Series Data Analysis with Heterogen and Asymmetry Error Variance : Jakarta Composite Index Study for 1999-2008.
Untari, Nirawita (2009)Time series data at financial area has value experiencing fluctuate from time to time. This fluctuation results its conditional variance is becoming not constant. So modelling with model ARIMA cannot be applied by assumption ...