GDP Prediction Using ARIMA and NAR Neural Network

It is comparing the GDP Prediction using ARIMA (Autoregressive Integrated Moving Average) and NAR (Nonlinear Autoregressive Neural Network).

It provide detailed workflow to predict Malaysia GDP by ARIMA and NAR model. In this live script, it utilise the built-in apps (Econometric Modeller & Neural Net time Series) to generate the model for prediction. Besides, it has also elaborated how to tune the parameters/hyperparameters to get the best fit model.
In next sharing, I will describe my action in more detail for each step.