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<< /S /GoTo /D (section.1) >>
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4 0 obj
(Introduction)
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5 0 obj
<< /S /GoTo /D (section.2) >>
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8 0 obj
(Literature Review)
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9 0 obj
<< /S /GoTo /D (subsection.2.1) >>
endobj
12 0 obj
(Time Series Analysis)
endobj
13 0 obj
<< /S /GoTo /D (subsection.2.2) >>
endobj
16 0 obj
(ARIMA \(Autoregressive Integrated Moving Average\))
endobj
17 0 obj
<< /S /GoTo /D (subsection.2.3) >>
endobj
20 0 obj
(Arima Model Verification)
endobj
21 0 obj
<< /S /GoTo /D (subsection.2.4) >>
endobj
24 0 obj
(ARCH-GARCH)
endobj
25 0 obj
<< /S /GoTo /D (subsubsection.2.4.1) >>
endobj
28 0 obj
(ARCH)
endobj
29 0 obj
<< /S /GoTo /D (subsubsection.2.4.2) >>
endobj
32 0 obj
(GARCH)
endobj
33 0 obj
<< /S /GoTo /D (subsection.2.5) >>
endobj
36 0 obj
(Lagrange Multiplier Test \(ARCH-LM Test\))
endobj
37 0 obj
<< /S /GoTo /D (subsection.2.6) >>
endobj
40 0 obj
(Akaike Information Criterion \(AIC\) Test)
endobj
41 0 obj
<< /S /GoTo /D (subsection.2.7) >>
endobj
44 0 obj
(Forecasting)
endobj
45 0 obj
<< /S /GoTo /D (section.3) >>
endobj
48 0 obj
(Research Method)
endobj
49 0 obj
<< /S /GoTo /D (section.4) >>
endobj
52 0 obj
(RESULTS AND DISCUSSION)
endobj
53 0 obj
<< /S /GoTo /D (subsection.4.1) >>
endobj
56 0 obj
(Stationery Test)
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57 0 obj
<< /S /GoTo /D (subsection.4.2) >>
endobj
60 0 obj
(Identify the ARIMA Model)
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61 0 obj
<< /S /GoTo /D (subsection.4.3) >>
endobj
64 0 obj
(Estimation and Selection of ARIMA Model \(p,d,q\))
endobj
65 0 obj
<< /S /GoTo /D (subsection.4.4) >>
endobj
68 0 obj
(ARIMA Model Verification)
endobj
69 0 obj
<< /S /GoTo /D (subsection.4.5) >>
endobj
72 0 obj
(Heteroskedasticity Test)
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73 0 obj
<< /S /GoTo /D (subsection.4.6) >>
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76 0 obj
(Estimation and Selection of the Best Model)
endobj
77 0 obj
<< /S /GoTo /D (section.5) >>
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80 0 obj
(Conclusion and Suggestion)
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81 0 obj
<< /S /GoTo /D [82 0 R /Fit] >>
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104 0 obj <<
/Length 3705
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