استخدام نماذج ARIMA-ARCH للتنبؤ بأسعار خام مزيج الصحاري

Abstract EN

In light of the financial crisis, the oil prices have been severely affected.

although Algeria was not affected by the crisis at the beginning of the result of the huge reserve of hard currency achieved in the past years, specifically through the sale of oil during the sharp rise witnessed by these prices in the past period, appeared to be affected by the crisis and oil prices deteriorated recently and became unstable , this research aims at forecasting the Algerian oil prices in the current year 2018 and the prediction here will be using the time series and we will use arima models here because the variable variable series has not stabilized until after the first difference has been made.

we preferred taking the the arch effect into account in forcasting.