Tables index

From

Stochastic Models for Forecasting Inflation Rate: Empirical Evidence from Greece

Chaido Dritsaki, Leonidas Petrakis

Journal of Finance and Economics. 2017, 5(3), 145-155 doi:10.12691/jfe-5-3-7
  • Table 1. ADF and Phillips-Perron’s test on inflation rate series
  • Table 2. Comparison of models within the range of exploration using AIC, SIC and HQ
  • Table 3. Estimation SARIMA(2,1,2)(0,1,1)12 model
  • Table 4. Estimated symmetric GARCH models
  • Table 5. Estimated asymmetric GARCH models
  • Table 6. Comparative statistics