استخدام نماذج Var في التنبؤ بالمساحات المزروعة بمحصول الشلب في محافظة النجف للمدة (2014-2020)‎

Abstract EN

Rice is considered as one of the most important cereal crop in Iraq.

It ranks third after wheat and barley and first as summer croup regarding acreage and yield.

Furthermore, it has a special importance in the feeding habit of Iraqi families as a source of calories.

This study aimed to predict the rice-cultivated acreage (RCA) in Iraq for the period 2014-2020 using time series analysis based on autoregressive vector models.

To achieve this aim, main supply response factors of RCA were determined which were rice price, irrigation water and total yield.

Augmented Dickey Fuller (ADF) test was used for detection of unit roots among variables.

The result of this test indicated nonstationarity of time series at their levels and their stationarity at their first differences, and they were all cointegrated.

In order to estimate the effect of short- and long-term determinants on RCA, error correction vector was used, where the results revealed significance of variables which represented 78% of the change in RCA.

The analysis of dynamic relationships among variables was based upon the fractionation of variance and impulse response functions.

The variance of prediction error was fractionated for prospective 10 years using Cholesky criterion.

The results indicated increasing the importance of shocks in rice price and irrigation water in the explanation of fluctuations in the RCA in long-term.

Graph was used for depiction impulse response to studied variables to illustrate the time track of variables in response to shock in different scales using one standard deviation shock