Using Box-Jenkins Methodology for Forecasting labor Productivity in commercial bank of Syria – Jabla branch


Abstract in English

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

Download