Bayesian Forecasting Model For Inflation Data

Abstract

Banyak data dalam masalah ekonomi boleh dibincangkan dengan model siri masa, seperti perbincangan data inflasi dengan menggunakan model ARMA. Tesis ini memberi tumpuan kepada perbincangan mengenai model ARMA dengan pendekatan Bayesian pada data inflasi. Many of the data in the economic problem can be addressed by the model time series, such discussions inflation data using ARMA model. This thesis focuses on the discussion of the ARMA model with a Bayesian approach on the inflation data