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MODELING VOLATILITY OF AGRICULTURAL COMMODITY FOOD PRICE INDEX IN NIGERIA USING ARMA-GARCH MODELS

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Figure

Table 1: Summary Statistics of Log Returns of Commodity Food Prices in Nigeria
Table 2: DF GLS Unit Root KPSS Stationarity Test Results
Table 3: ARMA Model Order Selection
Table 4: Parameter Estimates of ARMA (2,1) Model and Heteroskedasticity Test Result
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