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Two famous econometricians formulated the strategy of forecasting a times series called the Box-Jenkins method named after the statisticians George Box and Gwilym Jenkins, [11] this method applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past values of a time series.
Third, assuming that output gap is autoregressive process, one period ahead forecast may be upward biased in recession and downward biased in boom.
Thus, the author proposed a range-based volatility method named as conditional autoregressive range (CARR) model.
Substantial literature is available and numerous of studies have been carried out in order to forecast the important macroeconomic variables like inflation, oil prices and interest rates with the help of autoregressive models in different parts of the World.
Another way to see this point is to perform a simple exercise on the basis of the vector autoregressive model introduced above.
2015) develop autoregressive models with exogeneous variables and power transformed and threshold GARCH errors (ARX-PPTGARCH).
The vector autoregressive strategy involves a few stages including Element origin test, cointegration test, Error Correction Model, Impulse Response Function diligence profile.
Key words: Infant mortality, punjab, contour plot, spatial autocorrelation, moran's I, geary c, multiple regression model, conditional autoregressive model.
ARIMA models are generally denoted as ARIMA(p, d, q) where parameters p, d, and q are non-negative integers, p is the order of the Autoregressive model, d is the degree of differencing, and q is the order of the Moving-average model [7].
There are various ways of determining intrinsic inflation persistence: (i) an autocorrelation function, (ii) first order autocorrelation coefficient of the inflation series, and (iii) the sum of the autoregressive coefficients (SARCs) of the inflation process (see Marques (2004) for discussion of various measures of persistence).
KEYWORDS: ARIMA, BET, prediction, moving average, autoregressive
The last seminar was conducted by Abdul Qadeer Memen, Assistant Professor on Relaxation of Autoregressive and Moving Average Model for various Date Palm Variety Productions in District Khairpur.

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