Using models Box-Jenkins ARIMA forecasting of The exchange rate of the dollar against the Algerian dinar

Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/20065

Title:	Using models Box-Jenkins ARIMA forecasting of The exchange rate of the dollar against the Algerian dinar
Authors:	وليد بشيشي سليم مجلخ حمزة بعلي
Keywords:	exchange rate forecasting Autoregressive moving average Box –Jenkins
Issue Date:	6-Jan-2019
Series/Report no.:	Number 09 Dec 2018;
Abstract:	This research includes a study of Box - Jenkins ARIMA models for The forecasting of The exchange rate of the dollar against the Algerian dinar. These models are used to build a model of the time series and Then choose the best model to predict values for future electricity production with practical application The exchange rate of the dollar against the Algerian dinar for 4 years time series (i.e. 52 months) using statistical software EVIEWS AND SPSS, The best model was ARIMA(2,1,4) from performance of predict methods
Description:	Algerian Review of Economic Development ( ARED )
URI:	http://dspace.univ-ouargla.dz/jspui/handle/123456789/20065
ISSN:	5302/2392
Appears in Collections:	Number 09 Déc 2018

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