Developing a Forecasting Model for Cereal, Coffee, Pulses and Oil Seeds: Box-jenkins Approach
No Thumbnail Available
Date
2010-06
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
A.A.U
Abstract
This study tries to identify the macro forecasting gap created between Ethiopian government and
Some international organizations like IMF. The former uses informal methods (un ojficialized)
and the later uses model based forecasting methods growth oriented financial programing model
to predict rate of growth The other(major) concern of the study was in developing a forecasting
model for cereal, coffee, pulses and oilseeds using Box-Jenkins (univariate ARJMA)
methodology. Following the four procedures of identification, estimation, diagnostic checking
and forecasting, we get ARIMA (2,1 , 2), ARIMA(2, 1,4), ARIMA(O,1,4) and ARIMA(O, 1,4) as the
data congruent forecasting models for cereal, coffee, pulses and oiLseeds respectively.
Description
Keywords
Developing, Forcasting, Model