文章基本信息

标题：Fourier Transformation on Model Fitting for Pakistan Inflation Rate
本地全文：下载
作者：Anam Iqbal ; Basheer Ahmad ; Kanwal Iqbal 等
期刊名称：Business and Economic Research
印刷版ISSN：2162-4860
出版年度：2018
卷号：8
期号：1
页码：84-94
DOI：10.5296/ber.v8i1.12052
语种：English
出版社：Macrothink Institute, Inc.
摘要：Inflation is one of the serious economic indicators in Pakistan. Inflation can be crawling, walking, running, hyper and stagflation according to nature. To model monthly inflation rate in Pakistan periodogram analysis and frequency domain analysis which is also known as Fourier analysis or spectral analysis is used. After analyzing the data, inflation cycle length is observed and appropriate Fourier series models are fitted to the data. Monthly inflation rate is also analyzed by Auto Regressive Integrated Moving average (ARIMA). Further, models are compared and it is found that Fourier series models are more suitable to forecast inflation rate of Pakistan.