Identifying an Appropriate Forecasting Model for Forecasting Total Import of Bangladesh

Khan, Tanvir

Autor

Khan Tanvir (University of Dhaka, Bangladesh, student)

Tytuł

Identifying an Appropriate Forecasting Model for Forecasting Total Import of Bangladesh

Źródło

Statistics in Transition, 2011, vol. 12, nr 1, s. 179-192, rys., tab., bibliogr. 5 poz.

Słowa kluczowe

Zmienne ekonomiczne, Modele ARIMA, Model wektorowej autoregresji, Ekonometria, Metody prognozowania
Economic variables, Autoregressive integrated moving average (ARIMA) models, Vector Autoregression Model (VAR), Econometrics, Forecasting methods

Uwagi

summ.

Kraj/Region

Bangladesz
Bangladesh

Abstrakt

Forecasting future values of economic variables are some of the most critical tasks of a country. Especially the values related to foreign trade are to be forecasted efficiently as the need for planning is great in this sector. The main objective of this research paper is to select an appropriate model for time series forecasting of total import (in taka crore) of Bangladesh. The decision throughout this study is mainly concerned with seasonal autoregressive integrated moving average (SARIMA) model, Holt-Winters' trend and seasonal model with seasonality modeled additively and vector autoregressive model with some other relevant variables. An attempt was made to derive a unique and suitable forecasting model of total import of Bangladesh that will help us to find forecasts with minimum forecasting error. (original abstract)

Dostępne w

Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu

Pełny tekst

Bibliografia

AMISANO, G. AND GIANNINI, C. (1997). Topics in Structural VAR Econometrics, Springer-Verlag, Berlin, 2nd edition.
GUJRATI, D. N. AND SANGEETHA (2007). Basic Econometrics, McGraw-Hill Book Co, New York.
HAMILTON,J.D. (1994). Time Series Analysis, Princeton University Press, Princeton.
MAKRIDAKIS, S., WHEELWRITGHT, S. C. AND HYNDMAN, R. J. (1998). Forecasting Methods and Applications, John Wiley and Sons, Ink., New York.
PFAFF, B. (2008). VAR, SVAR and SVEC Models: Implementation within R Package vars, New York. URL: http://CRAN.R- project.org/package=vars.

Cytowane przez

ISSN

1234-7655

Język

eng

BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

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