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A transfer function modelling of Nigerian current account (Net) and exchange rate
International Journal of Statistics and Applied Mathematics
This study proposes a transfer function noise model for the Nigerian current account (net) using the US dollar exchange rate as the input variable. The sixty annually collected time series data used covering the period 1960-2019 were obtained from the National Bureau of Statistics. Both series were non-stationary and were transformed by differencing. The transformed series were confirmed stationary using an appropriate test, the augmented Dickey-Fuller test, ADF. The cross-correlation functiondoi:10.22271/maths.2020.v5.i4c.564 fatcat:fjgpllxpovc2nnt3mr4fzcr7ly