Modeling multivariable air pollution data in Malaysia using vector autoregressive model

In this study, the vector autoregressive (VAR) model was used to model and forecast the multivariable air pollution data in Klang area. Stationary test, Hannan–Quinn evaluation criteria, Granger causality test, R2 coefficient and Root Square Mean Error (RMSE) measurements have been conducted to get...

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Bibliographic Details
Main Authors: 'Ulya Abdul Rahim, Nurulkamal Masseran
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:http://journalarticle.ukm.my/13875/
http://journalarticle.ukm.my/13875/
http://journalarticle.ukm.my/13875/1/jqma-15-2-paper8.pdf