References
Adebiyi, A. A., Adewumi, A., & Ayo, C. (2014). Stock price prediction using the ARIMA model. Proceedings - UKSim-AMSS 16th International Conference on Computer Modelling and Simulation, UKSim 2014. doi:10.1109/UKSim.2014.67 Anderson, O. D. (1980). Analyzing Time Series: Amsterdam, Oxford University Press, Holland. Bédia, F. Aka and Pieretti, P. (2008). Consumer Price Index Dynamics in a Small Open Economy: A Structural Time Series Model for Luxembourg. Applied Economics 5(1), pp. 1-13. Box, George E. P. And Gwilym M. Jenkins (1976). Time Series Analysis: Forecasting and Control, Revised Edition, Oakland, Ca: Holden-Day. Djawoto, D. (2010). Advanced Forecasting of Inflation with Auto Regressive Integrated Moving Average (ARIMA) Method (Peramalan Laju Inflasi Dengan Metode Auto Regressive Integrated Moving Average (ARIMA)). Jurnal Ekonomi dan Keuangan, 14(4), 524-538. Dritsaki, C. (2015). Forecasting Real GDP Rate Through Economic Models: An Empirical Study from Greece. Journal of International Business and Economics, Vol. 3, No. 1, pp.13-19. 4.4 4.8 5.2 5.6 6.0 6.4 6.8 25 50 75 100 125 150 LCPIF Actuals ± 2 S.E. Forecast: LCPIF Actual: LCPI Forecast sample: 1 172 Adjusted sample: 5 172 Included observations: 168 Root Mean Squared Error 0.121678 Mean Absolute Error 0.106647 Mean Abs. Percent Error 1.962608 Theil Inequality Coef. 0.011255 Bias Proportion 0.767921 Variance Proportion 0.066578 Covariance Proportion 0.165501 Theil U2 Coefficient 10.14095 Symmetric MAPE 1.937923 Faisal, Fahim. (2012). Forecasting Bangladesh's Inflation Using Time Series ARIMA Models. World Review of Business Research. 2. 100-117. Janah, S. N., Sulandari, W., & Wiyono, S. B. (2014). Application of The ARIMA Backpropagation Hybrid Model for Price Forecasting of Indonesian Gabah (Penerapan Model Hybrid Arima Backpropagation Untuk Peramalan Harga Gabah Indonesia). Media Statistka, 7(2), 63-69. Mia, Md & Rahman, Md. (2019). Evaluating the Forecast Accuracy of Exchange Rate Volatility in Bangladesh Using ARCH Family of Models. 183-190. 10.5923/j.ajms.20190905.01. Mohamed Mahmoud, L. O. (2015). Consumer Price Index and Economic Growth: A Case Study of Mauritania 1990-2013. Empirical Research, 5(2), pp. 16-23. Mordi, C. N. O, Adeby, M. A, and Adamgbe, E. T (2012). Short-term inflation forecasting for monetary policy in Nigeria, central Bank of Nigeria Occasion Paper No. 42 Pankratz, A (1983). Forecasting with Univariate Box–Jenkins Models: Concepts and Cases. New York: John Wiley & Sons Shinkarenko, V. Matskul, M. Linok, D. CEUR Workshop Proceedings 2422, 147 (2019) Venkadasalam, S. (2015). The Determinant of Consumer Price Index in Malaysia, Economics, Business and Management, 3(12), pp. 1115-1119. Zhang, F., Che, W., Xu, B., & Xu, J. (2013). The Research of ARMA Model in CPI Time Series. In Proceedings of the 2nd International Symposium on Computer, Communication, Control and Automation (ISCCCA-13). Atlantis Press, Paris, France
