ARIMAالتحليل الإحصائى في السودان (1970 - 2001) بالتطبيق علي السلاسل الزمنية ونماذج

Abstract

Abstract. This Study deals with the analysis of Inflation in Sudan during period (1970-2001) applying Time Series and Autoregressive Integrated Moving Average (ARIMA) models ~ The Study is based upon the hypotheses that relationship between Inflation in the time t , Y, and before it t-I , Y,_| Y: Z 7~1Yi-1 + $1 under the assumption E [Q] = 0 E [e,es]=52e , if t=s = 0 , if tvé s E IQY:-ll = 0 The study tackled the analysis of Inflation by using the regression and ARIMA models analysis for estimating and forecasting the Inflation in Sudan - The Study concludes that : 1) The ARlMA(l,1,0) model , mh = —0.287AY,_1 , Is best model for forecasting the Inflation in Sudan - 2) The Inflation in the year 2002 had high rate - The Study recommends the following points : I) The work for constant Exchange price - 2) Opening new markets for Sudan foreign trade