مدخل للتنبؤ ببعض المتغيرات الاقتصادية ذات الصلة بصافي وضع الاستثمار الدولي كمؤشر لإمكانية تعرض مصر للأزمات الخارجية بإستخدام نموذج ARIMA

الملخص EN

External economic imbalances are one of the chronic problems that developing countries, including Egypt, suffer from.

The Egyptian economy has suffered from obvious imbalances in most years of the period under study in some of the main variables related to these imbalances, which are the variables related to the net international investment position of Egypt.

This study aims to predict the values of these variables in the future or provide a predictive framework for the net international position of investment in Egypt to identify the possibility of continuing the imbalance or not.

This study dealt with the basic concepts of time series and their prediction using the Box Jenkins methodology, to formulate a statistical model to predict the estimation and analysis of the variables affecting the net international investment position as an indicator for forecasting the external crises that Egypt may be exposed to.

So that these variables are represented in the net foreign direct investment and the net portfolio investments during the period of (1977-2020) and the total reserves during the period of (1960-2020).

By entering these variables in the estimated model, the study made use of the descriptive Methodology for analysis and the statistical methodology (E- views12) in realizing its objectives.

The study concludes that the methodology of Box-Jenkins is the best method for prediction in general.

The instability of the time series is due to the existence of the random orientation and the nature of the random indications of macroeconomics in their environment.

The study found the stability of the time series after taking the first difference, and concluded with the quality and relevance of (ARIMA 0.1.3) models in forecasting net foreign direct investment and (ARIMA 0.1.1) in forecasting net portfolio investment and (ARIMA 1.1.1) In forecasting total reserves according to the Box–Jenkins methodology.

The study recommended the followings.

To strive to find date base that meets all the needs of ministry of finance and National economics and the research and statistic administration at the central Bank of Egypt, and the necessity to give full care to statistical, econometrics and predictive studies regarding the different economic phenomena.