Forecasting the gross domestic product (GDP) of Sarawak

This study intends to examine the detenninant of Gross Domestic Product (GDP) of Sarawak and use them to forecast the GDP of Sarawak. The empirical test that is used in this study includes unit root test and 10hansen-luselius cointegration test. The models that are employed are Autoregressive Integr...

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Main Author: Tan, Chiou Sia
Format: Final Year Project Report / IMRAD
Language:English
English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2015
Subjects:
Online Access:http://ir.unimas.my/id/eprint/12684/
http://ir.unimas.my/id/eprint/12684/1/Forecasting%20the%20gross%20domestic%20product%20%28GDP%29%20of%20Sarawak%20%2824pgs%29.pdf
http://ir.unimas.my/id/eprint/12684/8/Tan%20Chiou%20Sia%20ft.pdf
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author Tan, Chiou Sia
author_facet Tan, Chiou Sia
author_sort Tan, Chiou Sia
building UNIMAS Institutional Repository
collection Online Access
description This study intends to examine the detenninant of Gross Domestic Product (GDP) of Sarawak and use them to forecast the GDP of Sarawak. The empirical test that is used in this study includes unit root test and 10hansen-luselius cointegration test. The models that are employed are Autoregressive Integrated Moving Average (ARlMA), Vector Error Correction (VEC) model, and fundamental model. The results state that exports has strong relationship with GDP. The results also indicate that Vector Error Correction (VEC) model produces the highest forecast accuracy for full sample and in-sample forecast whereas fundamental model produces the highest forecast accuracy for out-sample forecast.
first_indexed 2025-11-15T06:36:41Z
format Final Year Project Report / IMRAD
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institution Universiti Malaysia Sarawak
institution_category Local University
language English
English
last_indexed 2025-11-15T06:36:41Z
publishDate 2015
publisher Universiti Malaysia Sarawak, (UNIMAS)
recordtype eprints
repository_type Digital Repository
spelling unimas-126842024-04-16T04:17:13Z http://ir.unimas.my/id/eprint/12684/ Forecasting the gross domestic product (GDP) of Sarawak Tan, Chiou Sia HC Economic History and Conditions This study intends to examine the detenninant of Gross Domestic Product (GDP) of Sarawak and use them to forecast the GDP of Sarawak. The empirical test that is used in this study includes unit root test and 10hansen-luselius cointegration test. The models that are employed are Autoregressive Integrated Moving Average (ARlMA), Vector Error Correction (VEC) model, and fundamental model. The results state that exports has strong relationship with GDP. The results also indicate that Vector Error Correction (VEC) model produces the highest forecast accuracy for full sample and in-sample forecast whereas fundamental model produces the highest forecast accuracy for out-sample forecast. Universiti Malaysia Sarawak, (UNIMAS) 2015 Final Year Project Report / IMRAD NonPeerReviewed text en http://ir.unimas.my/id/eprint/12684/1/Forecasting%20the%20gross%20domestic%20product%20%28GDP%29%20of%20Sarawak%20%2824pgs%29.pdf text en http://ir.unimas.my/id/eprint/12684/8/Tan%20Chiou%20Sia%20ft.pdf Tan, Chiou Sia (2015) Forecasting the gross domestic product (GDP) of Sarawak. [Final Year Project Report / IMRAD] (Unpublished)
spellingShingle HC Economic History and Conditions
Tan, Chiou Sia
Forecasting the gross domestic product (GDP) of Sarawak
title Forecasting the gross domestic product (GDP) of Sarawak
title_full Forecasting the gross domestic product (GDP) of Sarawak
title_fullStr Forecasting the gross domestic product (GDP) of Sarawak
title_full_unstemmed Forecasting the gross domestic product (GDP) of Sarawak
title_short Forecasting the gross domestic product (GDP) of Sarawak
title_sort forecasting the gross domestic product (gdp) of sarawak
topic HC Economic History and Conditions
url http://ir.unimas.my/id/eprint/12684/
http://ir.unimas.my/id/eprint/12684/1/Forecasting%20the%20gross%20domestic%20product%20%28GDP%29%20of%20Sarawak%20%2824pgs%29.pdf
http://ir.unimas.my/id/eprint/12684/8/Tan%20Chiou%20Sia%20ft.pdf