AN AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) SIMULATION-MODEL - A CASE-STUDY

Authors
ETUK EH
Citation
Eh. Etuk, AN AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) SIMULATION-MODEL - A CASE-STUDY, Discovery and innovation, 10(1-2), 1998, pp. 33-36
Citations number
14
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Discovery and innovation → ACNP
ISSN journal
1015079X
Volume
10
Issue
1-2
Year of publication
1998
Pages
33 - 36
Database
ISI
SICI code
1015-079X(1998)10:1-2<33:AAIMA(>2.0.ZU;2-K
Abstract
This paper considers an autoregressive integrated moving average (ARIM A) simulation model based on the AIC statistic. The Nigerian Composite Consumer Index Series is used as a case study.