تطبيق النموذج الطارئ على السلسلة الزمنية لأسعار القمح العالمية

Abstract EN

Many phenomena–in different fields–involve exceptional events that affect theresponse variable.

As it is known, the intervention model is a special case of the transferfunction model.

The study involves two main aspects; first, theoretical aspect includesfundamental concepts of time series, in addition to the theoretical basis concerning theintervention.

Second, the practical aspect represents the real image and clear vision of theeconomic crises.

They are represented by the exceptional interventions and the externalevents of wheat prices.

There is also no auto correlation among the values of the errorseries.

This study concludes that the optimal model begin with determination of the lengthof the series and the interaction trace in it, and determine the function order through usingthe concepts of the transformation function especially the original seriesYt Y t= ((0.001557-0.000544B+0.000793B2))/((1-10176 B+0.168B2) )St T + 1/((1 -0.9995B) ) at Also, the abilities and facilities to accomplish this research were utilized by the use ofthe systems Minitab, Matlab and SPSS to obtain the correct results that assist the researcherto analyze the series.