Papers by ahmed abdullahi
FUDMA JOURNAL OF SCIENCES
Identification is the most important stage of all the stages of the modeling process. This resear... more Identification is the most important stage of all the stages of the modeling process. This research identifies a suitable order for the two different time series models ARIMA and GARCH. For GARCH two different distributions that is GARCH-STD and GARCH-GED with different sample sizes in fitting and forecasting stationary and non-stationary data structures was considered. The study recommends the use smallest information criterion like AIC and BIC to select the order of the model.
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Papers by ahmed abdullahi