Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/6006
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dc.contributor.authorApam, Benjamin-
dc.date.accessioned2021-08-30T15:44:26Z-
dc.date.available2021-08-30T15:44:26Z-
dc.date.issued2017-
dc.identifier.issn23105496-
dc.identifier.urihttp://hdl.handle.net/123456789/6006-
dc.description10p:, ill.en_US
dc.description.abstractThis paper aims to develop a model for CPI inflation of Ghana using data on CPI inflation obtain from the Bank of Ghana database within the period 2000 to 2011. Based on the method of maximum likelihood and the lower lags of the ACF and PACF, ARIMA (0, 1, 1) X (0, 1, 1)12 was identified as the tentative model for the CPI inflation data in Ghana. The diagnostic check revealed that the residuals of the fitted model have zero mean, constant variance, and free from higher-order serial correlation. The Ljung-Box statistics and the time series plot of the model residuals clearly indicated no significant departure from white noise. The model was found to be free from conditional heteroscedasticity following the ARCH-LM testen_US
dc.language.isoenen_US
dc.publisherUniversity of Cape Coasten_US
dc.subjectSARIMAen_US
dc.subjectMacroeconomic variablesen_US
dc.subjectGhanaen_US
dc.subjectModelingen_US
dc.subjectARCH-LMen_US
dc.subjectARIMAen_US
dc.titleModelling consumer price index inflation in Ghanaen_US
dc.typeArticleen_US
Appears in Collections:Department of Mathematics & Statistics

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