تقدير نموذج تصحيح الخطأ باستخدام منهجي أنجل-جرانجر ومنهج الانحدار الذاتي ذات الفجوات الزمنية الموزعة (ARDL)‎: دراسة مقارنة

الملخص EN

The study aimed to estimate the error correction model using the Engel-granger method and the error correction model using an autoregressive distributed lag model (ARDL) by applying the gross domestic product (GDP) as a dependent variable and both government spending (GOV), consumption (CON) and investment (INV) as independent variables during the period from (1980-2020) annual data, and the study found the preference of the unrestricted error correction model (UECM) based on the (ARDL) model over the error correction model by the Engel-granger method in terms of the significance of the error correction limit of (-0.5679), where the result is corrected the gross domestic product increases the equilibrium error annually with a value of (56.79%), which means that it takes approximately (1.7 years) to return to the equilibrium position after any shock to the model, while the Engel-granger error correction model is the value of the error correction term (-0.1725), which corrects the GDP the total annual equilibrium error (17.25%), I.E.

it takes approximately (5.7 years) to reach the equilibrium position after any shock in the model.