التنبؤ بمعدلات التضخم الفصلية باستخدام السلاسل الزمنية : دراسة حالة الجزائر (1980-2018)‎

Abstract EN

The main objective of this study is to model the quarterly inflation rates in Algeria during the period from the first trimester of 1980 to the last trimester of 2018, and to select the best models.

To achieve this goal, we used the descriptive approach in the theoretical side where we addressed the basic concepts of prediction and time series after introducing the nature and types of inflation.

The case study approach in the standard aspect is directed specifically to model these rates using the models of self-regression and moving averages ARMA and self-regression models conditional on heterogeneity of line variations.

The results show that the optimal model for Algeria's quarterly inflation rate is TGARCH (1, 1, 1