Inflation Forecasting Using Time Series Approach
Forecasting of macroeconomic variables such as inflation, has a special importance for policy making planning. For this purpose, various forecasting models have developed in recent decades. In this paper based on time series approach, it is shown that the best model for inflation rate is ARIMA(2,2,3). Within-sample forecast has been done after model determination and then the inflation rate for next three months forecasted by using inflation series calculated by statistical center of Iran. The results show that the decreasing trend of inflation rate that had been started from November 2013 is continued.
- حق عضویت دریافتی صرف حمایت از نشریات عضو و نگهداری، تکمیل و توسعه مگیران میشود.
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