استخدام نماذج السلاسل الزمنية للتنبؤ بتغيرات أسعار الذهب في محافظة أربيل

Abstract EN

This research aims to build a model of random changes to the daily gold price of 21 carat against the Iraqi dinar in Erbil for the period from (1/11/2014 until 31/10/2016) using the beat of appropriate Box-Jenkins method, and then predict price changes by predicting changes of the daily gold prices.

It has been used the time series way by the model Box-Jenkins in analyzing the special time series of the gold price ,The search has found that the time series of the original scenes is unstable, the first difference in the gold price chain was thus taken with the aim of achieving stability, some test and statistical criteria were relied upon to select the appropriate model like the test of the remainders stability and apply the (Akaika)(AIC) criterion the lowest value for the average the wrong squares.

Where the best model was suitable for the series is the ARIME model(0,1,1)these model demonstrated high efficiency in the self – correlation test of the remainders and their ability to predict future values accurately and close reality for daily gold price of November 2016.