References

A MODEL FOR THE FORECASTING OF MONTHLY NIGERIAN BANK PRIME LENDING RATES: A SEASONAL BOX-JENKINS APPROACH


[1] A. I. Abdelghani, A. I. Fathelrahman and A. A. Bashir, Predicting cerebrospinal meningitis in Sudan using time series modelling, Sudanese Journal of Public Health 8(2) (2013), 69-74.

[2] H. Adanacioglu and M. Yercan, An analysis of tomato prices at wholesale level in Turkey: An application of SARIMA model, Custos e @ gronegocio on line 8(4) (2012), 52-75.

[3] S. T. Appiah and A. Adetunde, Forecasting exchange rate between the Ghana Cedi and the US dollar using time series analysis, Current Research Journal of Economic Theory 3(2) (2011), 76-83.

[4] B. O. Awoyemi and A. A. Jabar, Prime lending rates and the performance of microfinance banks in Nigeria, European Journal of Business and Management 6(12) (2014), 131-136.

[5] K. Ayinde and H. Abdulwahab, Modeling and forecasting Nigerian crude oil exportation: Seasonal autoregressive integrated moving average approach, International Journal of Science and Research 12(2) (2013), 245-249.

[6] G. E. P. Box and G. M. Jenkins, Time Series Analysis, Forecasting and Control, Holden Day, San Francisco, 1976.

[7] E. D. Dan, O. Jude and O. Idochi, Modelling and forecasting malaria mortality rate using SARIMA models (A case study of Aboh Mbaise general hospital, Imo state – Nigeria), Science Journal of Applied Mathematics and Statistics 2(1) (2014), 31-41.

[8] E. H. Etuk, A multiplicative seasonal Box-Jenkins model to Nigerian stock prices, Interdisciplinary Journal of Research in Business 2(4) (2012a), 1-7.

[9] E. H. Etuk, A multiplicative seasonal ARIMA model for Nigerian unemployment rates, Bulletin of Society for Mathematical Services and Standards 1 (2012b), 57-67.

[10] E. H. Etuk, I. S. Aboko, U. A. Victor-Edema and M. Y. Dimkpa, An additive seasonal Box-Jenkins model for Nigerian monthly savings deposit rates, Issues in Business Management and Economics 2(3) (2014), 54-59.

[11] E. H. Etuk and N. Ojekudo, Subset sarima modelling: An alternative definition and a case study, British Journal of Mathematics & Computer Science 5(4) (2015), 538-552.

[12] R. Fannoh, G. O. Orwa and J. K. Mung’atu, Modelling the inflation rates in Liberia sarima approach, International Journal of Science and Research 3(6) (2012), 1360-1367.

[13] N. Longanathan and Y. Ibrahim, Forecasting international tourism demand in Malaysia using Box-Jenkins sarima application, South Asia Journal of Tourism and Heritage 3(2) (2010), 50-60.

[14] C. S. Luo, L. Zhuo and Q. F. Wei, Application of SARIMA model in cucumber price forecast, Applied Mechanics and Materials 3773(375) (2013), 1686-1690.

[15] N. A. Makukule, C. Sigauke and M. Lesaoana, Daily electricity demand forecasting in South Africa, African Journal of Business Management 6(9) (2012), 3246-3252.

[16] E. Z. Martinez, E. A. Soares da Silva and A. L. D. Fabbro, A sarima forecasting model to predict the number of cases of dengue in Campinas, State of Sao Paulo, Brazil, Rev. Soc. Bras. Med. Trop. 44(4) (2011), 436-440.

[17] H. A. Mombeni, S. Rezaei, S. Nadarajah and M. Emami, Estimation of water demand in Iran based on SARIMA models, Environmental Modelling Assessment 18(5) (2013), 559-565.

[18] M. Moosazadeh, M. Nasehi, A. Bahrampour, N. Khanjani, S. Sharafi and S. Ahmadi, Forecasting tuberculosis incidence in Iran using Box-Jenkins models, Iranian Red Crescent Medical Journal 16(5) (2014).

www.ircmj.com/?page=article_id=11779

[19] P. C. Padhan, Forecasting international tourists footfalls in India: An assortment of competing models, International Journal of Business and Management 6(5) (2011), 190-202.

[20] R. K. Paul, S. Panwar, S. K. Sarkar, A. Kumar, K. N. Singh, S. Farooqi and V. K. Choudhary, Modelling and forecasting of meat exports from India, Agricultural Economics Research Review 26(2) (2013), 249-255.

[21] N. Prista, N. Diawar, M. J. Costa and C. Jones, Use of SARIMA models to assess data-poor fisheries: A case study with a sciaenid off Portugal, Fishery Bulletin 109 (2011), 170-185.

[22] G. Saz, The efficiency of SARIMA models for forecasting inflation rates in developing countries: The case of Turkey, International Research Journal of Finance and Economics 62 (2011), 111-142.

[23] Suhartono, Time series forecasting by using seasonal autoregressive integrated moving average: Subset, multiplicative or additive model, Journal of Mathematics and Statistics 7 (2011), 20-27.