Forecasting Lending Interest Rate and Deposit Interest Rate of Bangladesh Using Autoregressive Integrated Moving Average (ARIMA) Model

The purpose of this paper is to predict the lending interest rate and deposit interest rate of Bangladesh using the Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) model is appropriate in predicting both the lending and deposit interest...

Full description

Bibliographic Details
Main Author: Khondokar Jilhajj
Format: Article
Language:English
Published: EconJournals 2023-05-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://econjournals.com/index.php/ijefi/article/view/14321