مقارنة بين نماذج السلاسل الزمنية و الانحدار المتعدد ذو المرحلتين

علي عبد العاطي, فاطمة; محمد المنجي, هشام; طالب عثمان, خالد

doi:10.21608/alat.2016.215504

	مقارنة بين نماذج السلاسل الزمنية و الانحدار المتعدد ذو المرحلتين "دراسة تطبيقية"
المجلة المصرية للدراسات التجارية
Article 9, Volume 40, Issue 1, January 2016, Pages 355-373 PDF (592.58 K)
Document Type: المقالة الأصلية
DOI: 10.21608/alat.2016.215504
Authors
فاطمة علي عبد العاطي; هشام محمد المنجي; خالد طالب عثمان
کلية التجارة - جامعة المنصورة
Abstract
The problem of scientific talents immigration is considered one of the most significant problems, facing the countries of Asia, Africa and Latin America, so it's considered to be both very dangerous and negative phenomenon to these countries from the both scientific and materialistic approaches, this study aims at estimating and using a suitable statistical model for predicting by the values and future phenomena that limit Iraqi immigrations abroad during the period between (1982 - 2013), where the two methods of time series analysis "Box-Jenkins ARIMA (p, d, q)", and two-stage multiple regression "2SLS" has been applied. And there has been a comparison between the model of time series "Box-Jenkins ARIMA (p, d, q)", and the model of two-stage multiple regression "2SLS", so it showed that the priority is to the model of time series "Box- Jenkins ARIMA (p, d, q)" because it has passed all the required quality standards.

References
5) Bone, R., and Asad, M., (2003), "Boosting Recurrent Neura Networks for Time Series prediction", m RAFI publication, International conference in Roanne, France, April, pp. 18-22. 6) Cryer, J.D., (1986), "Time Series Analysis", PWS puplishersis adivision of Wads worth, Inc. 7) David M. Blei and John D. Lafferty, (2006), "Dynamic Topic Models". 8) Kementa, Han, (1971), "Element of Econometrics", Mac Millan Publishing Company, New York. 9) Koutsoyainnis, A, (1977), "Theory of Econometrics", 2ed, Hong-Kong.The Mac Millan press LTD. 10) Makridakis, S. Wheel Wright, S. C., (1978), "Forecasting: Methods and Applications", 1st ed., John-Wiley and Sons, New York, USA. 11) Pankratz, Alan, (1983), "Forecasting with Univaraite Box-Jenkins Model", John Wiely and Sons, New York, USA.
Statistics Article View: 265 PDF Download: 172

مقارنة بين نماذج السلاسل الزمنية و الانحدار المتعدد ذو المرحلتين "دراسة تطبيقية"