INFORMATION WORTH OF OBSERVATIONS IN
PREDICTION OF MONTHLY AVERAGE OF GOLD PRICE
Abstract. In this study, we try to quantify the information worth of observation in the monthly average of gold price for prediction of future outcome. Furthermore, with the fitness of an ARMA model to the data under the condition of contamination, we show how to improve the precision of prediction.
AMS Subject classification: 28D20, 37M10


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DOI: 10.12732/ijam.v26i4.2

Volume: 26
Issue: 4
Year: 2013