Publication:
Analysing And Forecasting Share Price Index In Malaysia

Simple item page
dc.contributor.authorNur Afiqah Mohamed Hafizen_US
dc.contributor.authorNorizarina Ishaken_US
dc.contributor.authorAhmad Fadly Nurullah Rasedeeen_US
dc.date.accessioned2024-05-28T03:31:48Z
dc.date.available2024-05-28T03:31:48Z
dc.date.issued2019
dc.date.submitted2/21/2020
dc.descriptionJournal of Computational and Theoretical Nanoscience Vol. 16, 1–7, 2019en_US
dc.description.abstractWilkie investment model is a stochastic investment model that was built by Wilkie in 1984 and wasupdated in 1995. The model building objective is forecasting. Box-Jenkins method was the basicstructure of Wilkie model. It involves various type of forecasting model. Some model handle station-ary time series such as autoregressive moving average (ARMA) model while some of them handlenon-stationary time series such as autoregressiveintegrated moving average (ARIMA) model. Thereare four sub-models in the Wilkie model which is retail price index model, share dividend yieldmodel, share dividend index model and Consols yield model. In this paper, the Wilkie share pricemodel [4] was apply to Malaysia data in analysing and forecasting FTSE Bursa Malaysia KLCI shareprice index for 36 month ahead from November 2015 to October 2018. Monthly historical data fromJanuary 1996 to October 2015 are use as the base. We use ARIMA model to forecast the shareprice index in Malaysia. ARIMA(0,1,2) model was chosen as the best fit forecasting model. Throughforecasting, we are able to evaluate the performance of the share price index in Malaysia. Keywords:Box Jenkins Model, Forecasting, Share Prices, Wilkie Investment Model.en_US
dc.identifier.doi10.1166/jctn.2019.8544
dc.identifier.epage7
dc.identifier.issn1546-1955
dc.identifier.issue20
dc.identifier.other2023-11
dc.identifier.spage1
dc.identifier.urihttps://oarep.usim.edu.my/handle/123456789/4597
dc.identifier.volume16
dc.language.isoenen_US
dc.publisherAmerican Scientific Publishersen_US
dc.relation.ispartofJournal of Computational and Theoretical Nanoscienceen_US
dc.subjectBox Jenkins Model,en_US
dc.subjectForecasting,en_US
dc.subjectShare Prices,en_US
dc.subjectWilkie Investment Model.en_US
dc.titleAnalysing And Forecasting Share Price Index In Malaysiaen_US
dc.typeArticleen_US
dspace.entity.typePublication

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Analysing And Forecasting Share Price Index In Malaysia.pdf
Size:
1.79 MB
Format:
Adobe Portable Document Format
Description:
Analysing And Forecasting Share Price Index In Malaysia
Download

Collections

Other Publications