Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data: case study of PTBA and HRUM energy

Owing to its simplicity and less restrictions, the vector autoregressive with exogenous variable (VARX) model is one of the statistical analyses frequently used in many studies involving time series data, such as finance, economics, and business. The VARX model can explain the dynamic behavior of th...

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Veröffentlicht in:	International journal of energy economics and policy 2019, Vol.9 (2), p.390-398
Hauptverfasser:	Warsono, Warsono, Russels, Edwin, Wamiliana, Wamiliana, Widiarti, Widiarti, Mustofa Usman
Format:	Artikel
Sprache:	eng
Schlagworte:	Causality Economic models Regression analysis Time series Variables
Online-Zugang:	Volltext
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