Prediksi Spot Price Komoditas Emas Berjangka dengan Pendekatan Vector Error Correction Model
Time series data usually exhibit non-stationary behavior and involve interrelated variables. Thus, we need a model that can obtain good forecasting results from non-stationary time series data with multivariate variables. The Vector Error Correction Model (VECM) is a multivariate time series model w...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Department of Mathematics, Universitas Negeri Gorontalo
2023-08-01
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| Series: | Jambura Journal of Mathematics |
| Subjects: | |
| Online Access: | https://ejurnal.ung.ac.id/index.php/jjom/article/view/18737 |