Forecasting The Indicators Of Foreign Trade In Syria


Abstract in English

The aim of this study was to apply Box- Jenkins methodology represented by ARIMA models, to forecast some indicators of foreign trade in Syria, and to know if these models are effective in forecasting. The main results were: -The time series for the indicator of trade exposure in Syria for period 1992 - 2016 is unstable, and then stabilized after making the first differences.-The time series for the indicator of import- export covering in Syria for period 1992 - 2016 is unstable, and then stabilized after making the first differences. - ARIMA (1,1,1) model, which is the suitable model to forecast the indicator of trade exposure, and it is effective model. - ARIMA (2,1,0) model, which is the suitable model to forecast the indicator of import- export covering, and it is effective model.

References used

Nason. G, stationary and non-stationary time series, Economy Department University College , London Gower Street London, 2006

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