A Forecasting Model for Japan's Unemployment Rate
Journal Title: Eurasian Journal of Business and Economics - Year 2010, Vol 3, Issue 5
Abstract
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 demonstrated that the preferred ARFIMA model is a satisfactory representation of the data and is useful as a forecasting device.
Authors and Affiliations
Takamitsu KURITA
Keywords
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