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Timeseries Analysis of All Shares Index of Nigerian Stock Exchange: A Box-Jenkins Approach

This study was aimed at analyzing the Nigerian Stock Exchange All Share Index. The data was extracted from the Central Bank of Nigeria’s Statistical Bulletin and it covered the period of January 1985 to September 2014. The Box and Jenkins approach of model identification, parameter estimation and diagnostic checking was adopted in the analysis with the aid of S-plus Package. From the analysis, the result revealed that Autoregressive model of order two AR (2) after differencing once gives Akaike Information Criteria (AIC) of 6682.4416 which is an optimal order for Nigeria Stock Exchange All Sha…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	International Journal of Sciences
Date	2016-01-01
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.18483/ijsci.922
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2468142973`

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Timeseries Analysis of All Shares Index of Nigerian Stock Exchange: A Box-Jenkins Approach. OpenAlex research, 2016. Vero Archive, record openalex:W2468142973.