MétaCan
Menu
Back to cohort
Record W4408241545 · doi:10.9734/ajeba/2025/v25i31711

Modelling and Forecasting the GDP of G7 Countries Using Arima Model

2025· article· en· W4408241545 on OpenAlexaboutno aff
Johan Jacob Jijo

Bibliographic record

VenueAsian Journal of Economics Business and Accounting · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averageEconometricsComputer scienceEconomicsTime seriesMachine learning

Abstract

fetched live from OpenAlex

The study investigated the empirical role of past values of G 7 countries GDP growth rates in its future realizations. Using the Box–Jenkins modelling method, the study utilized 250 in-sample quarterly time series data to forecast out-of-the-sample G7 countries GDP growth rates. The study sourced the GDP growth data from World Bank World Development Indicators (WDI) for the period between 2002 to 2022. The study results predict that G 7countries GDP will, on average, experience 4 percent quarterly growth rates for the coming three and half years. To solidify the validity of the forecasting results, the study conducted several ARIMA and rolling window diagnostic tests. The model errors proved to be white noise, the moving average (MA) and Autoregressive (AR) components are covariances stationary, and the rolling window test shows model stability within a 95% confidence interval. Purpose: To explore the effectiveness of ARIMA model in forecasting GDP of G 7 countries. Findings: The results indicate that the GDP data of the G7 countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States), the ARIMA (Autoregressive Integrated Moving Average) model proved effective in capturing the historical trends of GDP fluctuations. Practical Implications: These ARIMA-based forecasts can serve as useful tools for policymakers, allowing them to anticipate potential economic downturns and formulate appropriate monetary or fiscal policies. Financial institutions can integrate these GDP forecasts into their risk models to better manage credit risk, especially in countries with volatile GDP trends like the UK and Italy. Originality/value: The study provides a novel comparative perspective on GDP forecasting across multiple advanced economies, using ARIMA to identify country-specific economic trends. This multi-country analysis adds value to existing literature, which often focuses on individual countries.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.040
Threshold uncertainty score0.626

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.096
GPT teacher head0.220
Teacher spread0.124 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2025
Admission routes1
Has abstractyes

Explore more

Same venueAsian Journal of Economics Business and AccountingSame topicMonetary Policy and Economic ImpactFrench-language works237,207