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Prediction of Dow Jones Index, US Inflation, and Interest Rate with Kernel Estimator and Vector Error Correction Model

The Dow Jones Industrial Average (DJIA) is the oldest running U.S. stock market index, established by Dow Jones & Company under Charles Dow. Comprising thirty major publicly traded companies, the DJIA is a key indicator of macroeconomic health, reflecting investor confidence and economic stability....

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: M. Fariz Fadillah Mardianto, Idruz Syahzaqi, Made Riyo Ary Permana, Karina Rubita Makhbubah, Davina Shafa Vanisa, Fitriana Nur Afifa
Format: Artigo
Sprache:Inglês
Veröffentlicht: Universitas Muhammadiyah Mataram 2025-04-01
Schriftenreihe:JTAM (Jurnal Teori dan Aplikasi Matematika)
Schlagworte:
dow jones
inflation
interest rate
kernel estimator
vecm.
Online-Zugang:http://journal.ummat.ac.id/index.php/jtam/article/view/28460
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