International Journal of Science and Technology

International Journal of Science and Technology>> Volume 7, Number 9, September 2017

International Journal of Science and Technology


Modeling the Province Wise Yield of Rice Crop in Pakistan Using GARCH Model

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Author Maria Irfan, Muhammad Irfan, Muhammad Tahir
On Pages 224-228
Volume No. 1
Issue No. 6
Issue Date December 01, 2011
Publishing Date December 01, 2011
Keywords Rice Yield, ARMA, GARCH and Pakistan.


Abstract

In our present study, GARCH family models are used for modeling and forecasting the rice yield of four provinces of Pakistan during the period of 1947-48 to 2008-09. Also Auto regressive, moving average and Autoregressive moving average models are described. Thus, the selected GARCH models for all provinces are also presented for forecasting purpose on the basis of two criteria AIC (Akaike information criteria) and SIC (Schwarz information criteria). This assessment recommended that the province of Punjab in Pakistan better forecast as compared to other three provinces.

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