التنبؤ بمؤشر مصرف بغداد باستخدام منهجية بوكس جينكنز

الملخص EN

The vision of this study is to predict the monthly index of the Bank of Baghdad in the Iraqi market for securities for twelve months, where the study included the daily data of this bank for the period from the beginning of 2010 to the end of 2016, where the index was calculated monthly for this period.

In this study, the Box-Jenkins was applied to predict the monthly index of a random sample of the banking sector.

While this methodology requires the stability in the time series to be applied, the chain stability was achieved by variance and logarithmic conversion.

This paper, which is based on the ARIMA model (1, 1, 1), predicts the monthly index of Bank of Baghdad in 2017 as it proved effective in the forecasting process.