) forecasting is quite better than ARIMA(1, 1, 1) forecasting. Future research should try to examine the increasingly complex … time arrangement strategies. In the study the model for M is established to be ARIMA(1, 1, 1). From the forecast obtainable …

Average (ARIMA) models, Holt-Winters models and Neural Network Auto-Regressive (NNAR) models in forcasting the Harmonized … while ARIMA model gives the most accurate forecast of twelve-month inflation in EU countries. The Holt-Winters (additive and … fact that the European Union has been implementing a policy of strict inflation targeting for a long time, so the ARIMA …