تقد ير أنمو ج الانحدارفي حالة جود عدم جانس التباين الشرطي من نوع Egarch Arch : مع تطبيق عملي لبيانات عرض النقد

Abstract EN

This research aims at constructing a regression model with an approvedvariable and illustrative variables for financial and economic time seriesdata in case of a problem of conditional heterogeneity variance (ARCH), in addition to constructing a model of heterogeneous conditionalvariation, which model the variability of prediction error variation, byapplying the method In order to achieve the objective of the research, awork mechanism has been constructed that includes (9) sequentialphases, taking into account the fulfillment of the conditions andhypotheses required to construct the regression model and theheterogeneous conditional variance model (ARCH) in a reliable way tomake estimates.

These bitter Solution on the data from within thecountry and of money supply data y_t, assets and liabilities x_t1, x_t2, using a number of ready-made programs (Eviews 9, gretl).