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Please use this identifier to cite or link to this item: http://ir.lib.seu.ac.lk/handle/123456789/1206
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dc.contributor.authorAlibuhtto, M.C.-
dc.contributor.authorPeiris, T.S.G.-
dc.date.accessioned2015-10-29T09:41:36Z-
dc.date.available2015-10-29T09:41:36Z-
dc.date.issued2012-04-10-
dc.identifier.isbn9789556270266-
dc.identifier.urihttp://hdl.handle.net/123456789/1206-
dc.description.abstractThe monthly Colombo Consumer Price Index (CCPI) is the most widely used tool for measuring changes in the inflation which are important in formulating economic policies and making investment decisions. However, no methodology has been developed so far to predict CCPI at least one month ahead. Using monthly series of CCPI from January 2003 to December 2010, ARIMA (1, 1, and 1) model was identified as the best fitted for the CCPI series. The error series of the fitted model was found to be a white noise process. The model was also tested to an independent data set using CCPI index from January 2011 to May 2011.en_US
dc.language.isoen_USen_US
dc.publisherFaculty of Management and Commerce, South Eastern University of Sri Lankaen_US
dc.subjectColombo Consumer Price Indexen_US
dc.subjectARIMAen_US
dc.titleModeling Colombo consumer price index (CCPI) using time series ARIMA modelen_US
dc.typeWorking Paperen_US
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