ResearchBib Share Your Research, Maximize Your Social Impacts
Sign for Notice Everyday Sign up >> Login

Modelling the inflationary processes and forecasting:an application of ARIMA, SARIMA models

Journal: The Journal of Economic Sciences: Theory and Practice (Vol.71, No. 2)

Publication Date:

Authors : ;

Page : 66-88

Keywords : ARIMA; SARIMA; inflationary processes; forecasting.;

Source : Downloadexternal Find it from : Google Scholarexternal

Abstract

The purpose of this research is to model the inflationary processes on the based ofautoregressive and moving average processes and determine the short-term inflation forecastingmodel. Modelling the inflationary processes and forecasting estimation assume great importance while developping the investment projects, indexation of wages, predetermining the macroeconomic policy and preventive measures. The advanced forecasting models such as ARIMA and SARIMA have been applied in this study.

Last modified: 2016-08-20 23:38:42