A Forecasting Model for Japan's Unemployment Rate
This note aims to achieve a parsimonious fractionally-integrated autoregressive and moving average (ARFIMA) model for recent time series data of Japan's unemployment rate. A brief review of the ARFIMA model is provided, leading to econometric modeling of the data in the ARFIMA framework. It is...
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| Format: | Article |
| Language: | English |
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Ala-Too International University
2010-05-01
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| Series: | Eurasian Journal of Business and Economics |
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| Online Access: | http://ejbe.org/EJBE2010Vol03No05p127KURITA.pdf |