•Science Program (Mathematics)
Siti Roslindar Yaziz
Science Program - Industrial Applications in Statistical Modelling and Data Analysis, Box-Jenkins Modelling, GARCH Modelling, Hybrid Box-Jenkins-GARCH Modelling, Time Series Analysis & Forecasting
My research focuses on the time series analysis and forecasting, specifically the Box-Jenkins modeling, GARCH and the hybrid method of Box-Jenkins – GARCH. Currently, I work with univariate time series data such as gold price, crude oil price and volatile data in modeling and forecasting the series. EViews and the R language are the tools that I am familiar with to analyse and forecast the data.