Question: (a) Using the Box and Jenkins three-stage modelling procedure, develop the ARIMA(p,d,q) model for I(1) nonstationary exchange rates data. {12 Marks }

(a) Using the Box and Jenkins three-stage modelling procedure, develop the

(a) Using the Box and Jenkins three-stage modelling procedure, develop the ARIMA(p,d,q) model for I(1) nonstationary exchange rates data. {12 Marks }

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