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


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


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.

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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
DOI Number: https://doi.org/10.1142/S2010194512005466
Publisher: World Scientific Publishing
Keywords: Forestry; GARMA Model; Hannan-Rissanen Algorithm; Whittle's Estimator; Maximum likelihood estimation.
Depositing User: Nur Farahin Ramli
Date Deposited: 24 Jul 2013 04:05
Last Modified: 28 Oct 2015 06:43
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1142/S2010194512005466
URI: http://psasir.upm.edu.my/id/eprint/25086
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