Time Series Analysis On The External Reserves Of The Central Bank Of Nigeria (2001-2010).
ABSTRACT
The data collected for this
analysis is made up of the monthly values of the 'a External Reserve of the
Central Bank of Nigeria from January 2001 to December 2010. In this study, a
time series model for the performance of the External Reserve was generated
(constructed). The constructed model is the Autoregressive Integrated Moving
Average (ARIMA) class of model. A statistical software package MINITAB was used
to plot the estimate of ACF and PACF of the original data, differenced series
and residual and fit the model. From the estimate of the ACF and PACF over the
period often year an ARIMA (3, 1,1) model was fitted
0.0
ANYAJI, A (2021). Time Series Analysis On The External Reserves Of The Central Bank Of Nigeria (2001-2010).. Mouau.afribary.org: Retrieved Dec 23, 2024, from https://repository.mouau.edu.ng/work/view/time-series-analysis-on-the-external-reserves-of-the-central-bank-of-nigeria-2001-2010-7-2
ANYAJI, ANYAJI. "Time Series Analysis On The External Reserves Of The Central Bank Of Nigeria (2001-2010)." Mouau.afribary.org. Mouau.afribary.org, 29 Nov. 2021, https://repository.mouau.edu.ng/work/view/time-series-analysis-on-the-external-reserves-of-the-central-bank-of-nigeria-2001-2010-7-2. Accessed 23 Dec. 2024.
ANYAJI, ANYAJI. "Time Series Analysis On The External Reserves Of The Central Bank Of Nigeria (2001-2010).". Mouau.afribary.org, Mouau.afribary.org, 29 Nov. 2021. Web. 23 Dec. 2024. < https://repository.mouau.edu.ng/work/view/time-series-analysis-on-the-external-reserves-of-the-central-bank-of-nigeria-2001-2010-7-2 >.
ANYAJI, ANYAJI. "Time Series Analysis On The External Reserves Of The Central Bank Of Nigeria (2001-2010)." Mouau.afribary.org (2021). Accessed 23 Dec. 2024. https://repository.mouau.edu.ng/work/view/time-series-analysis-on-the-external-reserves-of-the-central-bank-of-nigeria-2001-2010-7-2