{"title":"Seasonal ARIMA model to Nigerian consumer price index data","authors":"E. Etuk","doi":"10.5251/AJSIR.2012.3.5.283.287","DOIUrl":null,"url":null,"abstract":"Time series analysis of Nigerian Consumer Price Index (NCPI) Data is done. It is observed that it is seasonal. A multiplicative seasonal autoregressive integrated moving average (ARIMA) model , (0, 1, 1)x(0, 1, 1)12, is fitted to the series. A visual inspection of the actual and the fitted time plots reveals a close agreement between the two.","PeriodicalId":7661,"journal":{"name":"American Journal of Scientific and Industrial Research","volume":"82 1","pages":"283-287"},"PeriodicalIF":0.0000,"publicationDate":"2012-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"American Journal of Scientific and Industrial Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5251/AJSIR.2012.3.5.283.287","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
Time series analysis of Nigerian Consumer Price Index (NCPI) Data is done. It is observed that it is seasonal. A multiplicative seasonal autoregressive integrated moving average (ARIMA) model , (0, 1, 1)x(0, 1, 1)12, is fitted to the series. A visual inspection of the actual and the fitted time plots reveals a close agreement between the two.