(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,
