Comparison study using ARIMAX and VARX in cash flow forecasting-Reference-Cited by-同舟云学术

Comparison study using ARIMAX and VARX in cash flow forecasting

Published:2022 Issue: Volume: Page:
ISSN:0094-243X
Container-title:7TH INTERNATIONAL CONFERENCE ON MATHEMATICS: PURE, APPLIED AND COMPUTATION: Mathematics of Quantum Computing
language:
Short-container-title:

Author:

Andreas Christopher,Faricha Anifatul,Ulyah Siti Maghfirotul,Susanti Rika,Mardhiana Hawwin,Nanda M. Achirul,R. Firman Adi

Publisher

AIP Publishing

Link

http://aip.scitation.org/doi/pdf/10.1063/5.0118519

Reference20 articles.

1. Andreas, C., Rahmayanti, I.A., Ulyah, S. M. (2021). The Impact of US-China Trade War in Forecasting the Gold Price Using ARIMAX Model. International Conference on Mathematics, Computational Sciences, and Statistics. AIP Publishing, 2329: 060011.

2. Bank of England. (2020). How will the Covid-19 Shock Affect The Cash Flows of UK Companies?. https://www.bankofengland.co.uk/bank-overground/2020/how-will-the-covid-19-shock-affect-the-cash-flows-of-uk-companies, diakses pada 13 Mei 2021.

3. A new accuracy measure based on bounded relative error for time series forecasting

4. Hendartyo, M. (2020). Kas Terganggu, Perbankan Diminta Hati – Hati Restrukturisasi Kredit. https://bisnis.tempo.co/read/1344028/kas-terganggu-perbankan-diminta-hati-hati-restrukturisasi-kredit, diakses pada 13 Mei 2021.

5. Hunter, J., Burke, S. P., Canepa, A. (2017). Multivariate Modelling of Non-Stationary Economic Time Series. London: Palgrave Macmilan.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Forecasting the volume of electronic money transactions using ARIMAX-GARCH model and support vector regression;4TH INTERNATIONAL SCIENTIFIC CONFERENCE OF ALKAFEEL UNIVERSITY (ISCKU 2022);2023