Forecasting Lending Interest Rate and Deposit Interest Rate of Bangladesh Using Autoregressive Integrated Moving Average (ARIMA) Model
نویسندگان
چکیده
The purpose of this paper is to predict the lending interest rate and deposit Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) appropriate in predicting both rates from 2022 2026 data presented World Bank Open Data 1976 2021. To test goodness fit, AIC (Akaike Information Criterion) BIC (Bayesian index values have calculated for six models. Besides, Dickey-Fuller unit root Correlogram also conducted diagnostic tests.
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ژورنال
عنوان ژورنال: International Journal of Economics and Financial Issues
سال: 2023
ISSN: ['2146-4138']
DOI: https://doi.org/10.32479/ijefi.14321