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dc.contributor.authorSalam, Muhammad Abdusen_US
dc.contributor.authorSalam, Shaziaen_US
dc.contributor.authorFeridun, Meteen_US
dc.date.accessioned2007-12-05en_US
dc.date.accessioned2010-12-16T15:54:51Z-
dc.date.available2010-12-16T15:54:51Z-
dc.date.issued2007en_US
dc.identifier.urihttp://hdl.handle.net/10419/43393-
dc.description.abstractThis 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.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesEconomic analysis working papers 2007,1en_US
dc.subject.ddc330en_US
dc.subject.stwInflationen_US
dc.subject.stwPrognoseen_US
dc.subject.stwARMA-Modellen_US
dc.subject.stwPakistanen_US
dc.titleModeling and forecasting Pakistan's inflation by using time series ARIMA modelsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn550986480en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Economic Analysis Working Papers: EAWP, Economists Association of La Coruña

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