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Fitting Alternative Autoregressive and Moving Average Models to Nigeria Crude Oil Prices

The need to compare the efficiency between the Autoregressive Integrated moving average (ARIMA (p,d,q)) models when modelling Crude oil price is the motivation behind this research. The research focuses on different orders of Autoregressive Integrated moving average models. The trend Analysis of the original series were plotted and was observed that crude oil prices were not stationary. The data were transformed by taking a natural log and the series becomes stationary after first differenced. The ACF and PACF of the stationary time series were also plotted which were the basis for the suggest…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	International Journal of Mathematics and Statistics Studies
Date	2024-01-15
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.37745/ijmss.13/vol12n1113
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W4391145513`

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Fitting Alternative Autoregressive and Moving Average Models to Nigeria Crude Oil Prices. OpenAlex research, 2024. Vero Archive, record openalex:W4391145513.