Modelling GDP for Sudan using ARIMA

Hisham Hassan () and Amin Haleeb

MPRA Paper from University Library of Munich, Germany

Abstract: This paper aims to obtain an appropriate ARIMA model for the Sudan GDP using the Box- Jenkins methodology during the period 1960-2018 the various ARIMA models with different order of autoregressive and moving-average terms were compared. The appropriate model for Sudan is an ARIMA (1,1,1), the results of an in-sample forecast showed that the relative and predicted values were within the range of 5%, and the forecasting effectiveness of this model, its relatively adequate and efficient in modeling the annual GDP of the Sudan.

Keywords: ARIMA Modelling; Box-Jenkins methodology; forecasting; GDP; Sudan. (search for similar items in EconPapers)
JEL-codes: E00 E01 E60 (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-ara, nep-for and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:101207

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