As I study math finance-essay for SEAMS-UGM Conference 2015 quarter

Hi, I'm posting my abstrak essay for SEAMS-UGM Conference 2015 quarter. I'm looking to improve it so I'll appreciate any forms of thoughtful feedback. I'm not the best writer and I often miss errors in my own grammar so please point out any awkwardly phrased sentences.

Thanks for taking the time to read all of this.

Government bonds is one of the form of investment that many attractive to investors. Investors cannot know with certainty the level of profits gained because the level of profits gained undergo a change from time to time. An advantage over the level of investment bonds expressed in the percentage called with the yield , to know the value of the yield for the next period, investors need to forecast value of yield. This research using two methods namely by handling the outlier and without handling the outlier data on the results of an parameter estimation. Linear and non-linear parameters derived from estimation modeled first with ARIMA. the best model chosen based on the smallest value of AIC and SBC. Residual obtained from ARIMA models tested heteroscedasticity and the results have heteroscedasticity properties. Time series model used in handling the data without outliers using ARIMA models, ARCH-GARCH and VAR (2), while the handling of outliers on the data time series model used is only a VAR model. The best forecasting model based on criteria out sample is ARIMA model and ARCH-GARCH for handling outliers parameters without parameter done while handling outliers is best VAR models VAR (1). Furthermore, the results of forecasting linear and non-linear parameters obtained are used in constructing the yield curve. Yield curve generated by ARIMA models, ARCH-GARCH and VAR (1) is quite good compared to the VAR model (2).

Hi dianessay. I am an economic graduate, and I hope my adivce would be helpful.

Government bonds is one of the form of investment that manyis attractive to investors. Investors cannot know with certainty the level of profits gained because the level of profits gained undergo a changevaries from time to time. An advantage over the level of investment bonds expressed in the percentage is called with the yield. ,In order to know the value of the yield for the next period, investors need to forecast value of yield. This research using two methods namely, by handling the outlier and without handling the outlier data on the results of an parameter estimation. Linear and non-linear parameters derived from estimation modeled first with ARIMA models . T he best model is chosen based on the smallest value ofits AIC and SBC values (the smaller the better). . Residual obtained from ARIMA models is tested for heteroscedasticity and the results haveshows siginficant heteroscedasticity properties.

I am sorry, but the above is as far as I could go. The remaining is rather confusing and hard to understand. I presume this is also only a extract of your econometric coursework? Anyway maybe some other people could follow up:)

Time series model used in handling the data without outliers using ARIMA models, ARCH-GARCH and VAR (2), while the handling of outliers on the data time series model used is only a VAR model. The best forecasting model based on criteria out sample is ARIMA model and ARCH-GARCH for handling outliers parameters without parameter done while handling outliers is best VAR models VAR (1). Furthermore, the results of forecasting linear and non-linear parameters obtained are used in constructing the yield curve. Yield curve generated by ARIMA models, ARCH-GARCH and VAR (1) is quite good compared to the VAR model (2).

Lastly, I recommend you to find a professional editor, if this is to be submitted in a high level academic conference.