تطبيق نماذج SARIMA للتنبؤ بمعدلات التضخم في الجزائر (1980-2019)‎

الملخص EN

This research paper aims to model quarterly inflation rates in Algeria using SARIMA seasonal mixed models during the period from the first trio of the year 1980 to the third trio of the year 2019, as well as choosing the best estimated models.

To achieve this goal, we divided this study in to two parts.

The first part dealt with literature review and the conceptual framework of inflation while we the second part was devoted to the standard study specifically to modeling these rates using SARIMA models.

The results showed that the best model for predicting seasonal inflation rates in Algeria is the SARIMA model (0, 0, 4) (2, 0, 2).