استخدام تحليل السلاسل الزمنية متعددة المتغيرات لبناء نموذج إحصائي لإنتاج الكهرباء و منسوب النيل في السودان

Abstract EN

This study aimed to identify the suitable model for describing data related to the production of electricity and Nile water level from (1 june 2009- 31 july 2009), by using multivariate time series analysis which is used in forecasting.

The data use is the The hypotheses of the study are the following, bivariate time series is non stationary, autoregressive models is unsuitable for the study time series.

The analysis showd the following results: The time series of electrictey production is non stationary, time series of Nile water level is non stationary, the two series becomes stationary after taking the first differences, the bivariate vector, autoregressive model of order one is the adequate for describing bivariate time series and using bivariate time series gives more accuracy of forecasts.