Stability Study of Logarithmic Double Autoregressive Model with Application

Abstract

     In this research we suggest a new non-linear time series model known Logarithmic Double Autoregressive  model of order P, LogDAR(p) , this model is depends on  Double Autoregressive  model  with Logarithmic function . By using a local linearization technique  we find a stability Condition of anon-zero singular point of the model , and applying these Condition to an obtained models by modeling areal Data that represents a monthly Brent Crude oil prices at closing in dollars for period (1989-2021)  for a several orders of suggested model.