أهمية التنبؤ بالناتج المحلي الاجمالي للجزائر باستخدام نماذج Arima دراسة تطبيقية على الفترة 1960-2030

Abstract

The study aimed to analyze the current and future behavior of the logarithmic value series of GDP in Algeria, taken from time series data for the period (1960-2023) of World Bank statistics, using ARIMA models known as the Box-Jenkins methodology for analyzing and forecasting future values of GDP for the period (2024- 2030). By using the Eviews program to extract the results, the study concluded that the time series of the study is stable at the first difference, and not stable at the level. The best model suitable for the data of GDP values was reached, which is the ARIMA (3,1,17) model, and the prediction results showed The expected GDP values will range between (253.15 and 427.35) billion dollars during the forecast period, and that the GDP values take an upward trend during the forecast period (2024-2030).