Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited
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- 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.
- Syed Kalim Hyder Bukhari & Abdul Jalil & Nasir Hamid Rao, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," SBP Working Paper Series 39, State Bank of Pakistan, Research Department.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Riaz Riazuddin, 2012. "Construction and Seasonal Patterns of Islamic Hijri Calendar Monthly Time Series: An Application to Consumer Price Index (CPI) in Pakistan," Working Papers id:4927, eSocialSciences.
More about this item
Keywordscurrency in circulation; deposits; cointegration; seasonal factors;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-04 (All new papers)
- NEP-ARA-2011-06-04 (MENA - Middle East & North Africa)
- NEP-CWA-2011-06-04 (Central & Western Asia)
- NEP-FOR-2011-06-04 (Forecasting)
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