نمذجة تقلبات المستوى العام لأسعار المناطق الريفية في السودان باستخدام نماذج Arch خلال الفترة من يناير 2007 و حتى ديسمبر 2018م

Abstract EN

This study aims to explain the modeling of the fluctuations of the general level of prices of rural areas in Sudan by using ARCH Model from January 2007 to December 2018.

This study aims to answer the following questions: - What is the effective role inclination model which is conditioned with the ent of homogeneity and dissimilarity to study the general planar in rural areas in Sudan? - Do ARCH packing's the best to study the time and the monthly series? The study hypothesizes that the application of ARCH packing's is more accurate and effective with the time series.

This study has a great importance because it connects the economic variables to the self inclination model which is conditioned with the ent of homogeneity and dissimilarity to support the authorities a positive indicators which help in knowing the influence.

Moreover, the study continue till 2018 that reflects the public recent information to save the rural areas in Sudan.

Also the study adopts a descriptive analytical method to analyze the data to known its course.

Conditional self-regression model was used due to heterogeneity of variance.

The findings of the analysis reveal that, among the ARCH models, GARCH (2, 1) model is the best.

The analysis has also revealed that the effect is related to the previous.