1Division of Statistics & Computer Science, FBSc, SKUAST Jammu, Jammu, J&K, India
2Division of Agricultural Economics and ABM, FoA, SKUAST Jammu, India
*Corresponding author: MK Sharma; Email: manshstat@gmail.com
Online published on 7 December, 2018.
In this study, the Box-Jenkins methodology has been applied to build Autoregressive Integrated Moving Average (ARIMA) model for monthly arrival of Rohu fish in Jammu region of J&K state. The values ADF and Durbin Watson statistics were-3.65** and 2.11 respectively. Among the ARMA(1, 1), ARIMA(1, 1, 1), ARMA(2, 2), ARMA(2, 1), ARMA(1, 2), ARIMA(2, 1, 1) ARIMA(1, 1, 2), ARIMA(1, 1, 3), ARIMA(2, 1, 2), ARIMA(2, 2, 2), the best model obtained was ARMA (2, 2) on the basis of significance of model and parameters. The values of R2 MAPE and-2 loglikelihood were 0.74, 0.70, 4.23 and 473.80, respectively. The AIC and SBIC of selected model were 483.01 and 459.51.
Box-Jenkins approach, AIC, SBIC, ARIMA, forecasting
