Climatic Effects on Major Pulse Crops Production in Bangladesh: An Application of Box-Jenkins ARIMAX Model

Abstract

The objective of this study is to measure the climatic effects on different types of pulse crops production in Bangladesh using Box-Jenkins Auto-Regressive Integrated Moving Average with external regressor, that is, ARIMAX model. The ARIMAX model is used in this study to measure climatic effects as a measuring tool of cause-effect relation between response and predictor variables because of time sequence dataset. From this study, it is found that the best selected Box-Jenkins ARIMAX model for measuring the climatic effects on pulse crops production are ARIMAX(1,1,3), ARIMAX(2,1,0), ARIMAX(1,1,2) and ARIMAX(2,1,1) for Mug, Gram, Khesari and Masur productions respectively.

Keywords: Climatic effects, Pulse Crops, ARIMAX Model, Bangladesh.