Comparative study of multivariate and univariate models in forecasting time series data

• Main Authors: Salehuddin, Roselina, Shamsuddin, Siti Mariyam, Mohd. Hashim, Siti Zaiton
• Format: Conference or Workshop Item
• Published: 2007
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://eprints.utm.my/id/eprint/25397/
• Institution: Universiti Teknologi Malaysia

This work compares the performances of univariate and multivariate time series models. Five time series variables from Nigeria’s gross domestic products were used for the comparative study. These series were modelled using both the univariate and multivariate time series framework. The performances...