We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Stability Study of Logarithmic Double Autoregressive Model with Application.
- Authors
Abdullah, Hiba H.; Mohammad, Azher A.
- Abstract
In this research we suggest a new non-linear time series model known Logarithmic Double Autoregressive model of order P, LogDAR(p), this model is depends on Double Autoregressive model with Logarithmic function. By using a local linearization technique we find a stability Condition of anon-zero singular point of the model, and applying these Condition to an obtained models by modeling areal Data that represents a monthly Brent Crude oil prices at closing in dollars for period (1989-2021) for a several orders of suggested model.
- Subjects
LOGARITHMIC functions; MATHEMATICAL singularities; TIME series analysis; PETROLEUM product sales &; prices; AUTOREGRESSION (Statistics)
- Publication
Journal of Algebraic Statistics, 2022, Vol 13, Issue 3, p3206
- ISSN
1309-3452
- Publication type
Article