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Observation of Time Series Model

Article Id: BKAP86 | Page : 58-61
Citation :- Observation of Time Series Model .Bhartiya Krishi Anusandhan Patrika.2018.(33):58-61

Achal Lama, K.N. Singh, Vishal Gurung, Ravindra Singh Sekhawat and H.S. Roy

bkap1992@gmail.com
Address :

ICAR - Indian Agricultural Statistics Research Institute, New Delhi

Abstract

In this paper an attempt has been made to highlight the basic concepts of time series models. The linear time series models such as AR, MA and ARIMA models are dealt in brief. Non-linear model such as GARCH have also been introduced along with its some unique properties. Finally, the paper is concluded with emphasis on the use of these models.

Keywords

Time series ARIMA GARCH.

References

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