استخدام أسلوب ARIMA في التنبؤ بعرض النقود في الاقتصاد العراقي

Abstract EN

Prediction is one of the most important decision-making tools and the most important element in the planning process for the future.

In order to make the right decision, it is necessary to study all available alternatives and analyze past and present variables to determine what is the best and what effects will result from this decision, Past and present in order to know the future.

This study starts from the theory that the supply of money in Iraq during the period (1990-2015) witnessed instability, which necessarily reflected on the acceleration of inflation rates in the country, and this is due to the increase of the country's oil exports with the rise in oil prices globally, which led to an increase in money supply significantly in the country with the expansion of government spending.

The supply of money as a time series has been studied and analyzed to build a model that predicts the use of ARIMA models or the so-called Box-Jenkins package and demonstrates the predictive power of these models in the analysis of money supply data in the narrow sense of the Iraqi economy.

And whether the money supply witnessed stability or fluctuation in that period.

By comparing the time series of data using the lowest mean error squares (MSE), the ARIMA (0.1,5) model was selected to predict the future data of the money supply in Iraq by observing the predictive values that the series is stable and stable from 2017 onwards.

The large fluctuation in the money supply in the Iraqi economy during the study period is due to the political conditions experienced by the country.