Arbeitspapier
Modeling and forecasting Pakistan's inflation by using time series ARIMA models
This study attempts to outline the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Pakistan's inflation. A framework for ARIMA forecasting is drawn up. On the basis of in-sample and out-of-sample forecast it can be concluded that the model has sufficient predictive powers and the findings are well in line with those of other studies. Further, in this study, the main focus is to forecast the monthly inflation on short-term basis, for this purpose, different ARIMA models are used and the candid model is proposed. On the basis of various diagnostic and selection & evaluation criteria the best and accurate model is selected for the short term forecasting of inflation.
- Sprache
-
Englisch
- Erschienen in
-
Series: Economic Analysis Working Papers ; No. 2007,1
- Klassifikation
-
Wirtschaft
- Thema
-
Inflation
Prognose
ARMA-Modell
Pakistan
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Salam, Muhammad Abdus
Salam, Shazia
Feridun, Mete
- Ereignis
-
Veröffentlichung
- (wer)
-
Colegio de Economistas de A Coruña
- (wo)
-
A Coruña
- (wann)
-
2007
- Handle
- Letzte Aktualisierung
-
20.09.2024, 08:22 MESZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Salam, Muhammad Abdus
- Salam, Shazia
- Feridun, Mete
- Colegio de Economistas de A Coruña
Entstanden
- 2007
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