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Modelling the Error Term of Australia Gross Domestic Product
Journal of Mathematics and Statistics
The main aim of this study is to model the Gross Domestic Product (GDP) with the new Combine White Noise (CWN) Model and compare the results with the Vector Autoregressive (VAR) Model and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) Model which are the existing models. The CWN model estimation yields best results with least information criteria and high log likelihood values. While the EGARCH model estimated yields better results with least information criteriadoi:10.3844/jmssp.2016.248.254 fatcat:vxopnz6cwzejpm5qmkw6ww4kbe