Matches in SemOpenAlex for { <https://semopenalex.org/work/W3024588725> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W3024588725 endingPage "33" @default.
- W3024588725 startingPage "25" @default.
- W3024588725 abstract "This study compares the forecasting models of Nigeria monthly Treasury Bill Data. The analysis is based on using monthly issues bill data from January 2011 to December 2018. Treasury bill rate of two short term Treasury bills (91 day and 182 day) from the year 2011 to 2018. The data were stationary at first difference but not normally distributed. ARMA, ARIMA and SARIMA models were computed and diagnosed. From the results of parameter estimation of the models, ARMA (2, 1) model was the best model among the other ARMA models computed using information criteria, (AIC). Diagnostic test was run on the ARMA (2, 1) model where the results showed that the model was adequate and normally distributed using Box-Ljung test and Q–Q plot respectively. Furthermore, ARIMA of first and second differences were estimated and ARIMA (2, 1, 1) was the best model from the result of the AIC and diagnostic test that were run and the model was found to be adequate and normally distributed from Box- Ljung and Q-Q plot respectively than ARIMA (2, 2, 1). From the results obtained in the ARMA and ARIMA model, ARIMA (2, 1, 1) x SARIMA (2, 1, 1)12 was now estimated and found to be adequate from the result of the Box-Ljung and Q-Q plot respectively. Post forecasting estimation and performance evolution was evaluated using the RMSE and MAE. The results showed that, ARIMA (2, 1, 1) x SARIMA (2, 1, 1)12 is the best forecasting model followed by ARIMA (2, 1, 1) and ARMA (2, 1) on Nigeria monthly Treasury Bills." @default.
- W3024588725 created "2020-05-21" @default.
- W3024588725 creator A5003967883 @default.
- W3024588725 creator A5054999489 @default.
- W3024588725 date "2020-01-01" @default.
- W3024588725 modified "2023-09-28" @default.
- W3024588725 title "Comparison of Forecasting Models Using Nigeria Monthly Treasury Bill Rates Data" @default.
- W3024588725 cites W1507989731 @default.
- W3024588725 cites W1979097180 @default.
- W3024588725 cites W2013053698 @default.
- W3024588725 cites W2160441518 @default.
- W3024588725 cites W2344024193 @default.
- W3024588725 hasPublicationYear "2020" @default.
- W3024588725 type Work @default.
- W3024588725 sameAs 3024588725 @default.
- W3024588725 citedByCount "0" @default.
- W3024588725 crossrefType "journal-article" @default.
- W3024588725 hasAuthorship W3024588725A5003967883 @default.
- W3024588725 hasAuthorship W3024588725A5054999489 @default.
- W3024588725 hasConcept C105795698 @default.
- W3024588725 hasConcept C139945424 @default.
- W3024588725 hasConcept C149782125 @default.
- W3024588725 hasConcept C151406439 @default.
- W3024588725 hasConcept C159877910 @default.
- W3024588725 hasConcept C166957645 @default.
- W3024588725 hasConcept C175706884 @default.
- W3024588725 hasConcept C205649164 @default.
- W3024588725 hasConcept C24338571 @default.
- W3024588725 hasConcept C2780889827 @default.
- W3024588725 hasConcept C33923547 @default.
- W3024588725 hasConcept C74883015 @default.
- W3024588725 hasConcept C82257358 @default.
- W3024588725 hasConceptScore W3024588725C105795698 @default.
- W3024588725 hasConceptScore W3024588725C139945424 @default.
- W3024588725 hasConceptScore W3024588725C149782125 @default.
- W3024588725 hasConceptScore W3024588725C151406439 @default.
- W3024588725 hasConceptScore W3024588725C159877910 @default.
- W3024588725 hasConceptScore W3024588725C166957645 @default.
- W3024588725 hasConceptScore W3024588725C175706884 @default.
- W3024588725 hasConceptScore W3024588725C205649164 @default.
- W3024588725 hasConceptScore W3024588725C24338571 @default.
- W3024588725 hasConceptScore W3024588725C2780889827 @default.
- W3024588725 hasConceptScore W3024588725C33923547 @default.
- W3024588725 hasConceptScore W3024588725C74883015 @default.
- W3024588725 hasConceptScore W3024588725C82257358 @default.
- W3024588725 hasIssue "2" @default.
- W3024588725 hasLocation W30245887251 @default.
- W3024588725 hasOpenAccess W3024588725 @default.
- W3024588725 hasPrimaryLocation W30245887251 @default.
- W3024588725 hasRelatedWork W1487826979 @default.
- W3024588725 hasRelatedWork W2318603953 @default.
- W3024588725 hasRelatedWork W2341563098 @default.
- W3024588725 hasRelatedWork W2358431619 @default.
- W3024588725 hasRelatedWork W2470292068 @default.
- W3024588725 hasRelatedWork W2492420016 @default.
- W3024588725 hasRelatedWork W2902031631 @default.
- W3024588725 hasRelatedWork W2911256021 @default.
- W3024588725 hasRelatedWork W2942834876 @default.
- W3024588725 hasRelatedWork W2946712809 @default.
- W3024588725 hasRelatedWork W2948239645 @default.
- W3024588725 hasRelatedWork W2971554575 @default.
- W3024588725 hasRelatedWork W3037634211 @default.
- W3024588725 hasRelatedWork W3093263553 @default.
- W3024588725 hasRelatedWork W3114309458 @default.
- W3024588725 hasRelatedWork W3122296970 @default.
- W3024588725 hasRelatedWork W3123854669 @default.
- W3024588725 hasRelatedWork W3174019625 @default.
- W3024588725 hasRelatedWork W3202146269 @default.
- W3024588725 hasRelatedWork W3209485228 @default.
- W3024588725 hasVolume "10" @default.
- W3024588725 isParatext "false" @default.
- W3024588725 isRetracted "false" @default.
- W3024588725 magId "3024588725" @default.
- W3024588725 workType "article" @default.