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Register a new userUsing Box-Jenkins Methodology for Forecasting labor Productivity in commercial bank of Syria – Jabla branch
استخدام نماذج box-jenkins في تقدير انتاجية العمل في المصرف التجاري السوري –فرع جبلة-
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Tishreen University ورقة بحثية
Publication date
2018
fields
Economy
and research's language is
العربية
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Shamra Editor
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التعرف على نمط تغير الانتاجية من أجل بناء نموذج يساعد على التنبؤ بقيم الانتاجية, و قد تم الاعتماد على منهجية بوكس و جينكنز من خلال تطبيق الأساليب و الاختبارات الإحصائية المتعلقة بالسلاسل الزمنية مثل اختبار ADF , PP, KPSS وQ statلنكتشف أن السلسلة غير مستقرة, و لتصبح السلسلة مستقرة تم أخذ الفرق الأول و تم التأكد من استقرارها باعتماد الاختبارات السابقة نفسها, و بعدها تم ترشيح مجموعة من النماذج المعبرة عن السلسلة الزمنية بالاعتماد على شكل انتشار دالتي الارتباط الذاتي ACF و الارتباط الذاتي الجزئي PACF, و بعد المفاضلة بين عدة نماذج مرشحة تم اختيار أفضلها بتطبيق بعض المعايير الاحصائية مثل MSE , BIC, تم اختيار أفضل نموذج معبر عن السلسلة الزمنية و هو النموذج ARIMA(1,1,1). و تم التأكد من معنوية معاملاته باستخدام اختبار LjungBox , و بعدها تم التنبؤ بإنتاجية العمل لمدة ثلاثين يوم عمل قادمة.
The objective of this research is to analyze the time series of labor productivity in the Commercial Bank of Syria for a period of ninety days. The pattern of change in productivity is identified in order to construct a model that helps predict the values of productivity. So we used Box Jenkins models in this study by using statistical methods Such as the ADF, PP KPSS and Q stat tests to detect that the series is Non stationary, but when the first difference was taken, the series becomes stationary, and confirmed by the same previous tests. A series of time series models were then filtered based on Autocorrelation (ACF) and Partial Autocorrelation(PACF). After selecting between several candidate models, by applying some statistical methods such as MSE and BIC, we selected the best time series model ARIMA (1,1,1). The significance of its coefficients was determined using t
References used
AMIN, M;AMANULLAH, M; and AKBAR, A."time series modeling for forecasting wheat production of Pakistan". The Journal of Animal &Plant Sciences, 24(5), Pakistan, 2014
KARIM, R; AWAL, A; and AKTER, M."forecasting of wheat production in Bangladesh". Bangladesh Journal Agricultural Researches, 35(1), Bangladesh, 2010
العشعوش، أيمن. العربيد، عدنان. الاقتصاد القياسي. جامعة تشرين، سوريا،2015
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The velocity and direction of the wind greatly affect marine navigation and the
movement of merchant ships in harbors, It also affects the rapid movement of pollutants
into the air from industrial cities to agricultural and residential areas.
The
importance of the research comes from forecasting monthly wind velocity in the
Tartous station and to achieve this goal the data of time series for the monthly wind
velocity at Tartous station in Tartous governorate The methodology of "Box – Jenkins"
been used in the study, this methodology relies on finding future forecasts from original
data series.
Also, the applications “MINITAB, EXCEL” have been used to obtain the results of the
study.
As a result, the study found that wind velocity value in the ' Tartous station' decreasing,
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Also, the appropriate (SARIMA) model for the series was build after it passed the
various statistical tests are required, and founded that SARIMA(1,0,0)(1,1,1)12 model is a
good representation of the data and the SARIMA(1,0,1)(1,1,0)12 model is the right model
to forecast future monthly wind.
The research aims at finding out the role of the electronic banking services provided
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hieving the
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At the end, the research presents a summary of the most important findings. It also
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The researcher found that the process of organizational change is
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performance o
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