{"title":"GDP增长预测:自回归综合移动平均模型的应用","authors":"Y. Awel","doi":"10.29145/EER/12/010201","DOIUrl":null,"url":null,"abstract":"This paper uses Box-Jenkins approach to model and forecast real GDP growth in Ethiopia. Such an approach could easily provide forecast for key macroeconomic variables in limited data environment. Based on the approach, the paper estimates Autoregressive Integrated Moving Average ARIMA (1,1,1) model and forecasts real GDP growth. Both the in-sample fit and pseudo-out of sample forecasts show that the ARIMA model’s performance are good and better than other forecasts.","PeriodicalId":149171,"journal":{"name":"Empirical Economic Review","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Forecasting GDP Growth: Application of Autoregressive Integrated Moving Average Model\",\"authors\":\"Y. Awel\",\"doi\":\"10.29145/EER/12/010201\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper uses Box-Jenkins approach to model and forecast real GDP growth in Ethiopia. Such an approach could easily provide forecast for key macroeconomic variables in limited data environment. Based on the approach, the paper estimates Autoregressive Integrated Moving Average ARIMA (1,1,1) model and forecasts real GDP growth. Both the in-sample fit and pseudo-out of sample forecasts show that the ARIMA model’s performance are good and better than other forecasts.\",\"PeriodicalId\":149171,\"journal\":{\"name\":\"Empirical Economic Review\",\"volume\":\"6 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Empirical Economic Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29145/EER/12/010201\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Empirical Economic Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29145/EER/12/010201","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Forecasting GDP Growth: Application of Autoregressive Integrated Moving Average Model
This paper uses Box-Jenkins approach to model and forecast real GDP growth in Ethiopia. Such an approach could easily provide forecast for key macroeconomic variables in limited data environment. Based on the approach, the paper estimates Autoregressive Integrated Moving Average ARIMA (1,1,1) model and forecasts real GDP growth. Both the in-sample fit and pseudo-out of sample forecasts show that the ARIMA model’s performance are good and better than other forecasts.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
