University of Mosul
  • Register
  • Login
  • العربیة

IRAQI JOURNAL OF STATISTICAL SCIENCES

Notice

As part of Open Journals’ initiatives, we create website for scholarly open access journals. If you are responsible for this journal and would like to know more about how to use the editorial system, please visit our website at https://ejournalplus.com or
send us an email to info@ejournalplus.com

We will contact you soon

  1. Home
  2. Volume 19, Issue 1
  3. Authors

Current Issue

By Issue

By Subject

Keyword Index

Author Index

Indexing Databases XML

About Journal

Aims and Scope

Editorial Board

Publication Ethics

Indexing and Abstracting

Peer Review Process

News

Identification of Transformation Function Models for OPEC Crude Oil Prices

    hashim huseen najlaa saad

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2022, Volume 19, Issue 1, Pages 98-113
10.33899/iqjoss.2022.174333

  • Show Article
  • Download
  • Cite
  • Statistics
  • Share

Abstract

    The transformation function model is one of the basic concepts in time series as it deals with multivariate time series. As for the design of this model, it depends on the data available in the time series and on other information in the series. Therefore, the representation of the transformation function model depends on the representation of data and the accuracy of the available information. and use this information in modeling. The research aims to identification the transformation function model of the monthly time series of crude oil barrel prices of the Organization of Petroleum Exporting Countries (OPEC) in US dollars as a series of outputs and the price of Brent oil as a series of inputs during the time period from (2005) to (2019). The transformation function model with the order (s,r,d,pn,qn)=(2,2,0,2,3) is the best for representing the data and the mean error criterion was used to know the prediction accuracy of the estimated transformation function model for nine months and its value was ME=-0.00851  negative That is, most of the errors are negative, which is evidence that the approved prediction gives optimistic results.
Keywords:
  • PDF (1121 K)
  • XML
(2022). Identification of Transformation Function Models for OPEC Crude Oil Prices. IRAQI JOURNAL OF STATISTICAL SCIENCES, 19(1), 98-113. doi: 10.33899/iqjoss.2022.174333
hashim huseen; najlaa saad. "Identification of Transformation Function Models for OPEC Crude Oil Prices". IRAQI JOURNAL OF STATISTICAL SCIENCES, 19, 1, 2022, 98-113. doi: 10.33899/iqjoss.2022.174333
(2022). 'Identification of Transformation Function Models for OPEC Crude Oil Prices', IRAQI JOURNAL OF STATISTICAL SCIENCES, 19(1), pp. 98-113. doi: 10.33899/iqjoss.2022.174333
Identification of Transformation Function Models for OPEC Crude Oil Prices. IRAQI JOURNAL OF STATISTICAL SCIENCES, 2022; 19(1): 98-113. doi: 10.33899/iqjoss.2022.174333
  • RIS
  • EndNote
  • BibTeX
  • APA
  • MLA
  • Harvard
  • Vancouver
  • Article View: 15
  • PDF Download: 28
  • LinkedIn
  • Twitter
  • Facebook
  • Google
  • Telegram
  • Home
  • Glossary
  • News
  • Aims and Scope
  • Privacy Policy
  • Sitemap
This journal is licensed under a Creative Commons Attribution 4.0 International (CC-BY 4.0)

Powered by eJournalPlus