Evaluating forecasting method using autoregressive integrated moving average (ARIMA) approach for shariah compliant oil and gas sector in Malaysia / Nashirah Abu Bakar, Sofian Rosbi and Kiyotaka Uzaki

• Main Authors: Abu Bakar, Nashirah, Sofian, Rosbi, Uzaki, Kiyotaka
• Format: Article
• Language: English
• Published: Universiti Teknologi MARA Kelantan 2016
• Subjects: Economic forecasting
• Online Access: http://ir.uitm.edu.my/id/eprint/24205/1/3.pdf; http://ir.uitm.edu.my/id/eprint/24205/; http://jmcs.com.my/index.php/jmcs/article/view/3/8
• Institution: Universiti Teknologi Mara

Stock market is one of the most important indicators about the status of the economic for a country. Positive increment of dynamic movement for the share price indicates good performance of stock market in Malaysia. This paper investigates the reliability of ARIMA statistical method to forecast the...