استخدام منهجية بوكس-جينكينز للتنبؤ بالتدفقات النقدية في البنوك الفلسطينية : دراسة حالة بنك فلسطين

Abstract EN

This study aimed at using the Box - Jenkins methodology to determine the best appraoch and means for forecasting cash flows at the Palestinian banks.

The study analyzed a semi - annual database operated by Bank of Palestine as a case study during the period of Jun 2000 to Jun 2017.

The study concluded that the first autoreggresive model (AR (1) ) has the potential to predict future cash flows from operating activities, and the first autoreggresive moving average model (ARMA (1.

1) ) has the ability to predict future cash flows from all the activities.

This confirms the validity of using Box - Jenkins methodology to predict the future cash flows at Palestinian banks.

Therefore, the researcher recommends using ARMA model for forecasting the future cash flows and determining cash liquidity of the different economic units.