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A Multiplicative Seasonal ARIMA/GARCH Model in EVN Traffic Prediction

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Figure

Figure 1. Flowchart of building ARIMA/GARCH process.
Figure 2. The plot of actual values and forecast values by ARIMA (1, 0, 1) × (0, 1, 1)24 model
Figure 3. ARIMA (1, 0, 1) × (0, 1, 1)24/GARCH (1, 1) model forecast for the mean and error variance of EVN traffic using the in-sample observations under static forecasting
Table 1. Information criterion for ARIMA (1, 0, 1) × (0, 1, 1)24/GARCH (1, 1) and ARIMA (1, 0, 1) × (0, 1, 1)24 models

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