المؤلفون
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الملخص
This research sought to predict the indicators of the general index of the Iraq Stock Exchange and the market value index of Iraq for the period from December 2005 to September 2018, through the application of time series methods (random behavior, general direction, moving averages, simple exponential smoothing, Brown's approach to exponential smoothing). , ARIMA models). The results showed the following:• The ARIMA model (2,1,1) is the best monthly forecast for the general index of the Iraq Stock Exchange, and this indicator was predicted for the period from October 2018 to January 2021.• The random behavior model is the best monthly forecast for the market value, and this indicator was predicted for the period from October 2018 to January 2021.
الكلمات الرئيسة
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