Comparison multivariate time series model VAR(P)‎ and wavelet transformation to forecast water supply of Iraqi Rivers

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.