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FORECASTING INFLATION USING ARIMA AND VAR MODELS: A TIME SERIES APPROACH
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Author(s):
SUDHIR MITTAL
Vol - 9, Issue- 2 ,
Page(s) : 39 - 47
(2022 )
DOI : https://doi.org/10.32804/JLPER
Abstract
This paper investigates the application of time series econometric models—AutoRegressive Integrated Moving Average (ARIMA) and Vector AutoRegression (VAR)—for forecasting inflation in a selected economy, such as India or the United States.
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