Browsing Faculty of Economic and Management Sciences by Subject "Autoregressive integrated moving average method"

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The robustness and accuracy of Box–Jenkins ARIMA in modeling and forecasting household debt in South Africa

Moroke, Ntebogang Dinah (International Foundation for Research and Development, 2014)

This paper adopted the Box-Jenkins methodology to estimate a univariate time series model. Quarterly data collected from the South African Reserve Bank covering the period 1994 to 2014 was used. The initial plot of the ...