Hybrid of ARIMA-GARCH modeling in rainfall time series
The dependence structure of rainfall is usually very complex both in time and space. It is shown in this paper that the daily rainfall series of Ipoh and Alorsetar are affected by nonlinear characteristics of the variance often referred to as variance clustering or volatility, where large changes te...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM
2013
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| Subjects: | |
| Online Access: | http://eprints.utm.my/50008/1/FadhilahYusof2013_HybridofARIMA-GARCHmodeling.pdf |