autoregressive (TAR) models. Methods The study was utilized the secondary data collected from monthly data of CPI for inflation rate … nonlinear and linear ARMA models using different techniques. The unit root test of Dickey-Fuller test was made for each … variables and applied lag length transformation for the variables that had unit root. A threshold autoregressive models was …

, assuming linearity, often yield inaccurate results. To address this, we explore alternative forecasting models, including …. First, we test single time series models like Exponential Smoothing (ETS), TBATS, ANN, and NNAR. Second, we also test hybrid … models combining linear models, non-linear models, and neural network models. The findings reveal that the Hybrid Theta …