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  • 标题:Time Series Modelling of the Contribution of Agriculture to GDP of Bangladesh
  • 本地全文:下载
  • 作者:Sayedul Anam ; Mina Mahbub Hossain
  • 期刊名称:European Journal of Business and Management
  • 印刷版ISSN:2222-2839
  • 电子版ISSN:2222-2839
  • 出版年度:2012
  • 卷号:4
  • 期号:5
  • 页码:111-122
  • 语种:English
  • 出版社:The International Institute for Science, Technology and Education (IISTE)
  • 摘要:The Gross Domestic Product (GDP) is a basic measure of a country's overall economic performance. Bangladesh is basically an agriculture country and therefore agriculture plays important role on GDP. To assist in the decision making process, this article proposes a time series model based on the contribution of Agriculture to GDP from fiscal year 1972 to 2010. In this paper, we have identified ARIMA (1, 2, 1) model as a reasonable model to forecast the yearly growth rate of GDP of Bangladesh. We also found that the GARCH (1, 1) model with a specified set of parameters is the best fit for our concerned data set. The proposed models help to identify the influence of the agricultural sector on GDP.
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