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Research Paper | Statistics | Nigeria | Volume 10 Issue 8, August 2021 | Popularity: 5.5 / 10

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Application of Autoregressive Integrated Moving Average Intervention Model for Corruption Index in Nigeria

Sadiq Nafisatu, Nweze N. O., Ibrahim Ahmed, Mohammed Rilwan

Abstract: This study attempts an evaluation of the impact of Independent Corrupt Practice Commission (ICPC) on reduction of corrupt practices and related offences in the country. The study used Autoregressive Integrated Moving Average (ARIMA). However, the study used the basic pre-estimation tests to take care of the stationarity and cointegration of the series. It was noted that from the preintervention series, there is slow up and down trend in the series as a result of some components of time series. The series became stationary after the second difference with statistics values of -3.9754 and probability value of 0.02411 using the Augmented Dickey-Fuller test type. Our findings reveals that the pre-intervention period could best be modelled with an ARIMA (1,2,0). As a result, the study recommends that the agency has to increase her manpower to meet up with exponential growth of the population and engage them in intelligence training that will help them curtail the practicing of corruption and also collaborate with stakeholders, international communities and some security related NGOs that can aid the realizations of the goals of the agency.

Keywords: Stationarity, Lag 0rder, Pre-intervention, Coitegration, Moving average, Time series, ICPC Nigeria, Modelling

Edition: Volume 10 Issue 8, August 2021

Pages: 734 - 744

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