Browsing by Author "Abdelaziz Gibreel Mohammed, Musa"

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    A Comparative Study of ARIMA and GARCH Models in Forecasting Agricultural Commodity Prices in Sudan from (1/1/ 1997 to 30 /8/ 2010)
    (كلية الدراسات العليا جامعة الدراسات العليا, 2016-12-01) Abdelaziz Gibreel Mohammed, Musa
    The paper attempts to modeling and forecasting agricultural commodity prices data in the Sudan. Tow financial time series approaches namely; Box-Jenkins (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models were applied to four agricultural commodity prices series cover the period 1st January 1997 – 30th September 2010; these commodities are surgham,