APPLICATION OF ECONOMIC-MATHEMATICAL METHODS IN STUDYING THE INFLATIONARY PROCESSES IN AZERBAIJAN: SARIMAX MODEL AND EXTENDED FOURIER SERIES MODEL
AZERBAYCAN'DA ENFLASYON İŞLEMLERİNİN İNCELENMESİNDE EKONOMİK-MATEMATİKSEL YÖNTEMLERİN UYGULANMASI: SARIMAX MODELİ VE GELİŞMİŞ FOURIER SERİSİ MODELİ

Author : Yusifov Murad YUSİF OĞLU
Number of pages : 698-708

Summary

In this study inflation cycle of Azerbaijan and forecasting quality of mathematics methods have been determined and investigated.The study determines inflation cycles and intensities. Model SARIMAX and Extended Fourier series model have been implemented in forecasting the inflationary processes. Fourier series model has been extended by additive dummy variable (EFS model- Extended Fourier series model) in order to consider the economic shocks in the model.

Keywords

Fourier series, inflationary processes, forecasting, SARIMAX

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