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العنوان
A comparative study of estimation methods for time series models /
الناشر
Samer Hassan Okasha Muhammed ,
المؤلف
Samer Hassan Okasha Muhammed
هيئة الاعداد
باحث / Samer Hassan Okasha Muhammed
مشرف / Ahmed Amin El-sheikh
مناقش / Ahmed Amin El-sheikh
مناقش / Ahmed Amin El-sheikh
تاريخ النشر
2017
عدد الصفحات
104 Leaves :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
الإحصاء والاحتمالات
تاريخ الإجازة
16/1/2017
مكان الإجازة
جامعة القاهرة - المكتبة المركزية - Statistics and Econometrics
الفهرس
Only 14 pages are availabe for public view

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Abstract

Thesis Aims This research aim is to estimate the AR(2) model with and without the constant, besides estimating the Vector Moving Average model (VMA) using the Vector Autoregressive (VAR). On the other hand the research aimed to forecast three of the main transit variables of Suez Canal (the number of vessels, the Suez Canal net ton SCNT, the Suez Canal revenues) due to the vital importance of Suez Canal as one the main source of hard currency which enhance the Egyptian national economy. The Statistical Analysis Tool On the way to forecast those main three transit variables of Suez Canal, the time series analysis had been implied to build a separate appropriate time series model to forecast every variable depending on the historical data of each variable. Forecasting Mechanism Depending on the official monthly data of Suez Canal transit variables collected from year 2012 to year 2015 (48 observation), a separate time series model was built to forecast the last two time series points 47th and 48th , and then the most appropriate model would be obvious which made the difference between the actual point and the forecasted ones (error) the minimum