期刊名称：Journal of Economics and Sustainable Development
印刷版ISSN：2222-2855
电子版ISSN：2222-2855
出版年度：2013
卷号：4
期号：17
页码：129-141
语种：English
出版社：The International Institute for Science, Technology and Education (IISTE)
摘要：The objective of this study was to forecast and analyse the demand for petroleum products in Ghana using annual data from 2000-2010. It focused on studying the feasibility forecast using nested conditional mean (ARMA) and conditional variance (GARCH, GJR, EGARCH) family of models under such volatile market conditions. A regression based forecast filtering simulation was proposed and studied for any improvements in the forecast results.
关键词：time Series models; regression model; forecast filtering; petroleum products; stationarity of time Series data.
