The Comparison between ARIMA and ARFIMA Model to Forecast Kijang Emas (Gold) Prices in Malaysia using MAE, RMSE and MAPE

The Comparison between ARIMA and ARFIMA Model to Forecast Kijang Emas (Gold) Prices in Malaysia using MAE, RMSE and MAPE

Gold is known as the most valuable commodity in the world because it is a universal currency recognized by every single bank across the globe. Thus, many people were interested in investing gold since gold market was always steadier compared to other investment (Khamis and Awang, 2020). However, the...

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Bibliographic Details
Main Authors: Atiqa Nur Azza Mahmad Azan, Nur Faizatul Auni Mohd Zulkifly Mototo, Pauline Jin Wee Mah
Format: Article
Language:English
Published: Faculty of Computer and Mathematical Sciences, Universiti Teknologi MARA Perlis 2021-09-01
Series:Journal of Computing Research and Innovation
Subjects:
kijang emas price
time series modelling
arima model
arfima model
Online Access:https://crinn.conferencehunter.com/index.php/jcrinn/article/view/225

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