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- Webinar - Forecasting Inflation: Romanian Case Study Using SARIMA Models, EDAPI and DSWS
Webinar - Forecasting Inflation: Romanian Case Study Using SARIMA Models, EDAPI and DSWS
Presenter: Jonathan Legrand from Refinitiv
Length: 38 mins
In this article, we look at how one may choose an optimal SARIMA model by selecting the one with lowest in-sample errors. We also look into how one may use both Eikon and Datastream data together, as well as statistical concepts of stationarity and differencing among others. We also investigate and compare models only using comparative months (e.g.: Jan. with Jan., Feb. with Feb., etc.).