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Prediction of Inflation in Algeria using ARIMA models

NYONI, THABANI (2019): Prediction of Inflation in Algeria using ARIMA models.

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Abstract

This research uses annual time series data on inflation rates in Algeria from 1970 to 2017, to model and forecast inflation using ARIMA models. Diagnostic tests indicate that A is I(1). The study presents the ARIMA (1, 1, 1). The diagnostic tests further imply that the presented optimal ARIMA (1, 1, 1) model is stable and acceptable for predicting inflation in Algeria. The results of the study apparently show that A will ranging between 4.9% and 5.2% over the out-of-sample period. Monetary authorities in Algeria are expected to tighten Algeria’s monetary policy in order to maintain price stability.

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