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An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.

Forestry is the art and science of managing forests, tree plantations, and related natural resources. The main goal of forestry is to create and implement systems that allow forests to continue a sustainable provision of environmental supplies and services. Forest area is land under natural or plant...

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Main Authors: Pillai , Thulasyammal Ramiah, Shitan, Mahendran
Format: Article
Language:English
English
Published: World Scientific Publishing 2012
Online Access:http://psasir.upm.edu.my/id/eprint/25086/1/An%20Illustration%20of%20Generalised%20ARMA.pdf
http://psasir.upm.edu.my/id/eprint/25086/
http://www.worldscientific.com/page/worldscinet
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spelling my.upm.eprints.250862015-10-28T06:43:00Z http://psasir.upm.edu.my/id/eprint/25086/ An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia. Pillai , Thulasyammal Ramiah Shitan, Mahendran Forestry is the art and science of managing forests, tree plantations, and related natural resources. The main goal of forestry is to create and implement systems that allow forests to continue a sustainable provision of environmental supplies and services. Forest area is land under natural or planted stands of trees, whether productive or not. Forest area of Malaysia has been observed over the years and it can be modeled using time series models. A new class of GARMA models have been introduced in the time series literature to reveal some hidden features in time series data. For these models to be used widely in practice, we illustrate the fitting of GARMA (1, 1; 1, δ) model to the Annual Forest Area data of Malaysia which has been observed from 1987 to 2008. The estimation of the model was done using Hannan-Rissanen Algorithm, Whittle's Estimation and Maximum Likelihood Estimation. World Scientific Publishing 2012 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/25086/1/An%20Illustration%20of%20Generalised%20ARMA.pdf Pillai , Thulasyammal Ramiah and Shitan, Mahendran (2012) An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia. International Journal of Modern Physics: Conference Series, 9 (-). pp. 390-397. ISSN 2010-1945 http://www.worldscientific.com/page/worldscinet 10.1142/S2010194512005466 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description Forestry is the art and science of managing forests, tree plantations, and related natural resources. The main goal of forestry is to create and implement systems that allow forests to continue a sustainable provision of environmental supplies and services. Forest area is land under natural or planted stands of trees, whether productive or not. Forest area of Malaysia has been observed over the years and it can be modeled using time series models. A new class of GARMA models have been introduced in the time series literature to reveal some hidden features in time series data. For these models to be used widely in practice, we illustrate the fitting of GARMA (1, 1; 1, δ) model to the Annual Forest Area data of Malaysia which has been observed from 1987 to 2008. The estimation of the model was done using Hannan-Rissanen Algorithm, Whittle's Estimation and Maximum Likelihood Estimation.
format Article
author Pillai , Thulasyammal Ramiah
Shitan, Mahendran
spellingShingle Pillai , Thulasyammal Ramiah
Shitan, Mahendran
An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
author_facet Pillai , Thulasyammal Ramiah
Shitan, Mahendran
author_sort Pillai , Thulasyammal Ramiah
title An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
title_short An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
title_full An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
title_fullStr An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
title_full_unstemmed An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
title_sort illustration of generalised arma (garma) time series modelling of forest area in malaysia.
publisher World Scientific Publishing
publishDate 2012
url http://psasir.upm.edu.my/id/eprint/25086/1/An%20Illustration%20of%20Generalised%20ARMA.pdf
http://psasir.upm.edu.my/id/eprint/25086/
http://www.worldscientific.com/page/worldscinet
_version_ 1643828554848272384
score 13.211869

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