Eikon Refinitiv

Estimate all of the proposed and compare their Akaike Information Criteria to identify the most suitable model for the assigned inflation rate.

Econometrics report Each of you will be assigned one company, one index and the number of lags for VAR in question 5. 1. Employ the Box-Jenkins approach, identify the ARMA form of the assigned inflation rates following the steps below: a. Plot the correlogram of the time series. (2 marks) b. From the correlogram, propose […]

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