هدفت هذه الدراسة إلى استنتاج نموذج قياسي مبني على نماذج ( Vectorial AutoRegressive) VAR للتنبؤ بإجمالي الناتج المحلي GDP في سورية، و كذلك إجمالي التكوين الرأسمالي الثابت GFCF, و دراسة علاقة التأثير فيما بينهما.
This study aims at developing an econometric model based on VAR (Vectorial
AutoRegressive) models to predict the gross domestic product GDP in Syria as well
as the gross fixed capital formation GFCF, it also aims at studying the effect
relationship between them.
References used
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Cromwell, J. B., Hannan M. J., Labys W. C. and Terraza M. (1994), "Multivariate tests for Time SeriesModels", SAGE publications, Inc. California
Dickey D. and Fuller W.(1979), " Distribution of the estimators for Autoregressive Time Series With a unit Root ", Journal of the American Statistical Association, n74: pp .427-431
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