Science Journal of Applied Mathematics and Statistics

Volume 12, Issue 1, February 2024

  • Research Article

    ETS - ARIMA Intervention Modelling of Bangladesh Taka/Nigerian Naira Exchange Rates

    Elisha John Inyang*, Ngia Matthew Nafo, Anthony Ike Wegbom, Yvonne Asikiye Da-Wariboko

    Issue: Volume 12, Issue 1, February 2024
    Pages: 1-12
    Received: 20 November 2023
    Accepted: 18 December 2023
    Published: 11 January 2024
    Abstract: In real-world scenarios, numerous external events disrupt many time series, causing fluctuations in the series' mean level. When modeling such series using the traditional ARIMA model, this can result in distortions in the model's parameter estimations, the structure of the fitted model, and future value projections. Any unusual values in the serie... Show More