Sarima Modeling of Consumer Price Index of Kuwait | ||||
| The Egyptian Statistical Journal | ||||
| Article 6, Volume 34, Issue 1, June 1990, Page 128-163 PDF (12.94 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1990.315034 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Mohammad A. Almahmeed* | ||||
| Dep. of Insurance and Statistics, Kuwait University, Kuwait | ||||
| Abstract | ||||
| The purpose of this study is to identify and estimates a statistical model for the consumer price Index (CPI) in Kuwait. Modeling is based on the autoregression of the previous values of the CPI series, and the moving average of its error terms. Box-Jenkins techniques are used to identify, estimate, and diagnostically check the best SARIMA model for CPI, before it is finalized and used for forecasting future values. | ||||
| Keywords | ||||
| Consumer Price Index; Box-Jenkins Methodology; Seasonal Autoregressive Integrated Moving Average | ||||
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