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MODELING AND FORECASTING VOLATILITY OF PRICE INFLATION IN ETHIOPIA USING GARCH FAMILY MODELS

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Figure

Figure 1:   Time series plot of price inflation at level in Ethiopia
Table 1: ADF and PP-test results of price inflation series at level and log-return
Table 3:        Summary of the results of fitted ARMA (1,1) model Model lag
Table 6:       Summary result of Q-statistic for squared residuals from ARMA (1,1) model
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