UNIVARIATE AND MULTIVARIATE TIME SERIES REGRESSION USING TRANSFER FUNCTION MODEL AND VECTOR AUTOREGRESSIVE MOVING-AVERAGE WITH EXOGENOUS REGRESSORS (VARMAX)
The Time Series Modeling is used to analyze data by taking into account of the effects of the data in the previous periods. Time Series Modeling can be used for both the univariate and multivariate time series models. The Autoregressive Moving-Average (ARMA) Model is a predictive analysis model o...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47689 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |