استخدام منهجية Box-Jenkins للتنبؤ ببعض مؤشراث سوق الأسهم السعودي خلال الفترة من جانفي 2010 إلى غاية ديسمبر 2017م

Abstract EN

This study aims to shed light on the process of prediction and its methods and highlight its importance in knowledge of future values in order to rationalize decisions and draw strategies, as well as to bring and clarify the concepts of the methodology of Box-Jenkins as a modern and effective method in time series analysis and prediction.

By applying the different phases of the Box-Jenkins methodology to the monthly series of the Market Capitalization and Number of Shares Traded on the Saudi share market, it has been possible to obtain an effective standard model to predict the future values of both indicators.