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- W2255384032 abstract "The three distinct exchange rate regimes of Nigeria were subjected to Autoregressive Integrated Moving Average (ARIMA) modeling in order to compare them with respect to model structure. It was found that the three regimes admit different models. Regime one admits Moving average model of order 2, Regime two admits Random walk model while Regime three admits Autoregressive Moving Average, ARMA (1,1) model. The implication of the study is that exchange rate data need to be considered differently according to regimes in order to bring out the essential statistical features." @default.
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- W2255384032 date "2009-01-01" @default.
- W2255384032 modified "2023-09-28" @default.
- W2255384032 title "Statistics of exchange rate regimes in Nigeria" @default.
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