Comparison multivariate time series model VAR(P) and wavelet transformation to forecast water supply of Iraqi Rivers
Joint Authors
Badal, Muhammad Abd al-Majid
Nacy, Nabil G.
Shakir, Shayma M.
Source
Journal of Arab Statisticians Union
Issue
Vol. 7, Issue 1 (30 Nov. 2023), pp.72-92, 21 p.
Publisher
Publication Date
2023-11-30
Country of Publication
Jordan
No. of Pages
21
Main Subjects
Economics & Business Administration
Abstract AR
في هذا البحث استخدم مرشح المويجة على ازمة موارد المياه في العراق والمتمثلة بنهري دجلة والفرات ، وهي من الازمات الكبيرة والتي لها تاثيرها الاقتصادي المهم منذ عام ()198، من خلال دراسة وتحليل موارد هذين النهرين في العراق للاعوام ()21-198()2 وتطبيق نموذج الارتباط الذاتي (VAR)P في متعدد المتغيرات للسلسلة الزمنية وهو نموذج التقاطع بين المتغيرات وتم تعديل النموذج بالتحليل المويجي ويعطي النموذج تحليل مفصل و جيد من خلال اختبار الفروض الواجب توفرها في السلسلة الزمنية باستخدام برنامج STATAV.l7 ى لاكثر من متغير وعن طريق المقاييس الاحصائية التي تعطي اقل قيمةHOIC ,SBIC ,FPE AIC والقيمة القصوى ل التنبؤ بالواردات لمياه دجلة والفرات خلال االخمسة سنوات القادمة من 2026-2022 ، نستنتج أن قيم المعدل السنوي للواردات المائية من النهرين في تناقص مستمر بعد عام 2021.
Abstract EN
In this paper, the wave filter was used on the water resource crisis in Iraq, represented by the Tigris and Euphrates rivers, which is one of the major crises and has an important economic impact since 1980, through the study and analysis of the Tigris and Euphrates rivers of water resources in Iraq for the years 1980-2021 and the application of the autocorrelation model VAR(P) in the multivariate time series, which is the intersection model between the variables.
The model has been modified by wavelet analysis.
The model gives a detailed and good analysis by testing the hypotheses that must be provided in the time series using the STATAv.17 program and for more than one variable and through statistical measures that give The lowest value of FPE, SBIC, HQIC, AIC and the maximum value of R2 .
Forecasting the imports of the Euphrates and Tigris waters during the next five years from 2022-2026, we conclude that the values of the annual rate of water imports from the two rivers are decreasing after 2021.
American Psychological Association (APA)
Nacy, Nabil G.& Badal, Muhammad Abd al-Majid& Shakir, Shayma M.. 2023. Comparison multivariate time series model VAR(P) and wavelet transformation to forecast water supply of Iraqi Rivers. Journal of Arab Statisticians Union،Vol. 7, no. 1, pp.72-92.
https://search.emarefa.net/detail/BIM-1555789
Modern Language Association (MLA)
Nacy, Nabil G.…[et al.]. Comparison multivariate time series model VAR(P) and wavelet transformation to forecast water supply of Iraqi Rivers. Journal of Arab Statisticians Union Vol. 7, no. 1 (Nov. 2023), pp.72-92.
https://search.emarefa.net/detail/BIM-1555789
American Medical Association (AMA)
Nacy, Nabil G.& Badal, Muhammad Abd al-Majid& Shakir, Shayma M.. Comparison multivariate time series model VAR(P) and wavelet transformation to forecast water supply of Iraqi Rivers. Journal of Arab Statisticians Union. 2023. Vol. 7, no. 1, pp.72-92.
https://search.emarefa.net/detail/BIM-1555789
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 91-92
Record ID
BIM-1555789