تحليل السلسلة زمنية لسعر الصرف الرسمي للجنيه السوداني مقابل الدولار الأمريكي

Abstract EN

This paper aims to study and analyze the time series of the official exchange rate of the Sudanese Pound against the U.S Dollar, during the period from 1970 to 2011, which helps to forecast the official exchange rate in the short run.

The statistical time series tests such as the Autocorrelation Function and Augmented Dickey-Fuller test (ADF) have been applied and show that the time series of the official exchange rate is not stationary at its level, but stationary at first difference of a logarithmic form.

Also the Box – Jenkins methodology has been applied on three selected models, and found that the best model which fits the data of the official exchange rate is the a moving average model of the first order ARIMA (0,1,1), Finally the best model has been used to forecast the Annual official exchange rate of the Sudanese pound against the U.S Dollar for the period (2012-2020)