Forecasting Yearly Inflation Rate of Iran Using Box-Jenkins Models
Publish place: 16th Iran International Industrial Engineering Conference
Publish Year: 1398
نوع سند: مقاله کنفرانسی
زبان: English
View: 378
This Paper With 9 Page And PDF Format Ready To Download
- Certificate
- من نویسنده این مقاله هستم
استخراج به نرم افزارهای پژوهشی:
شناسه ملی سند علمی:
IIEC16_301
تاریخ نمایه سازی: 12 مرداد 1399
Abstract:
Box-Jenkins prediction model is one of the most famous time series models and is important in predicting different economic phenomena. In Box-Jenkins methodology, time series models are in fact autoregressive integrated moving average models that are known as ARIMA models in statistics. Various models such as simple and multivariate regression, autoregressive, moving average, seasonal models and even unknown models can be derived from ARIMA models. In this research, the yearly inflation rate of Iran from 1960 to 2017 is modeled. Using various measures, different types of models have been studied to confirm their usefulness. Consequently, non-seasonal ARIMA (1,0,0) is suggested to be most appropriate.
Keywords:
Authors
Saeed Shavvalpour
Assistant Professor, Department of Progress Engineering, Iran University of Science & Technology;
Samrad Jafarian-Namin
Ph.D. Candidate, Department of Industrial Engineering, Yazd University, Yazd, Iran;Young Researchers and Elite Club, South Tehran Branch, Islamic Azad University;
Mohsen Shojaie
Ph.D. Candidate, Department of Industrial Engineering, Iran University of Science & Technology;