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Construction and Seasonal Patterns of Islamic Hijri Calendar Monthly Time Series: An Application to Consumer Price Index (CPI) in Pakistan

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  • Riaz Riazuddin

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    Abstract

    Time series data are compiled and analysed in accordance with Gregorian calendar, given its world-wise use. This paper presents a simple method of constructing time series in accordance with Hijri Calendar from an already compiled Gregorian time series. Preliminary seasonal analysis of Hijri time series for CPI in Pakistan provides new insights of price behavior that depends both on Gregorian and Hijri seasonality. A spliced series of monthly CPI from January 1976 to December 2008 spanning 33 Gregorian years (396 Gregorian months) is used to capture a full cycle of 34 Hijri years (408 Hijri months). Method presented is general and can be used to construct and analyse any variable of interest. [SBP WP No. 50]. URL:[http://www.sbp.org.pk/publications/wpapers/2012/wp50.pdf].

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    Bibliographic Info

    Paper provided by eSocialSciences in its series Working Papers with number id:4927.

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    Date of creation: Apr 2012
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    Handle: RePEc:ess:wpaper:id:4927

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    Related research

    Keywords: Hijri; CPI; Seasonal Effects; Gregorian; Time Series; Pakistan; Islamic countries; Christian tradition; consumer price index; seasonal means; prices; Ramazan;

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    1. Nasir Hamid Rao & Syed Kalim Hyder Bukhari & Abdul Jalil, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," Working Papers id:4290, eSocialSciences.
    2. Yucel, Eray M., 2005. "Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data," MPRA Paper 1141, University Library of Munich, Germany.
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