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Forecast Performance of Multiplicative Seasonal Arima Model: an Application to Naira/Us Dollar Exchange Rate
by ONASANYA OLANREWAJU. K, OLUSEGUN ALFRED OLAKUNLE and ADENIJI OYEBIMPE EMMANUEL
American Journal of Applied Mathematics and Statistics. 2014, 2(3), 172-178. DOI: 10.12691/ajams-2-3-14
Pub. Date: June 18, 2014Views: 27110Downloads: 21703
autocorrelation function partial autocorrelation function time plot exchange rate LM test Non – seasonal components seasonal components mean squared error mean absolute percentage error
Abstract Full Text PDF (341 KB) Full Text HTML Full Text ePUB (263 KB)
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