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Modeling the monthly of mortality using the process GARCH , AR-GARCH | ||
| Tikrit Journal For Administration & Economics Sciences | ||
| Article 1, Volume 11, Issue 33, 2015, Pages 394-410 | ||
| Abstract | ||
| Abstract We describe in this paper some properties of processes GARCH ,mixed AR-GARCH that use for modeling time series which have randomly varying volatility or hetroscedasticity , with many studies here begin by Engle, 1982 . We apply this models for monthly mortality data in Salahudeen state and found that the best model is AR-GARCH for predication ,which deal with mean and variance. | ||
| Keywords | ||
| GARCH | ||
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