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TÜRKİYE’NİN İHRACAT VE İTHALAT DEĞERLERİNİN ZAMAN SERİSİ ANALİZİ VE TAHMİNİ

Year 2025, Volume: 26 Issue: 1, 33 - 43, 29.06.2025

Abstract

Küreselleşmenin artan etkisiyle birlikte, dış ticaret özellikle gelişmekte olan ülkeler için ekonomik büyüme, teknolojik gelişim ve dışa bağımlılığın azaltılması açısından stratejik bir araç haline gelmiştir. Bu bağlamda, gelişmekte olan ülkeler için dış ticaret hacminin artırılması çeşitli fırsatlar sunmaktadır. Bu nedenle, 2013–2024 yılları arasındaki resmi yıllık dış ticaret verilerini kullanarak Türkiye’nin dış ticaretine yönelik öngörüler sunmak amacıyla ihracat ve ithalata dair zaman serisi tabanlı bir tahmin modeli tarafımızca geliştirilmiştir. Bu kapsamda altı farklı istatistiksel analiz metodu, Minitab 17 yazılımı kullanılarak uygulanmıştır. Hata oranları Elde edilen bulgular, Türkiye’nin dış ticaretinde gözlemlenen yapısal eğilimlerin anlaşılmasına katkı sağlamakta ve yatırımcılara gelecek yıllara yönelik öngörüler sunmaktadır. Dolayısıyla, bu çalışmanın amacı ekonomik karar alma süreçlerinde zaman serisi analizlerinin önemine vurgu yapmak ve makroekonomik planlama süreçlerine bilimsel katkı sağlamaktır.

Ethical Statement

Çıkar Çatışması: Yazarlar, açıklanması gereken herhangi bir çıkar çatışması bulunmadığını beyan etmektedir.

References

  • Aktaş, C. (2010). Determinants of foreign trade in Turkey: An analysis with VAR model. Journal of the Faculty of Economics, 60(2), 45–68.
  • Akgül, Y., & Sayyan, M. (2015). Analysis of seasonal effects in Turkey's foreign trade data using the TRAMO-SEATS method. Journal of Statisticians: Statistics and Actuarial Sciences, 8(1), 22–36.
  • Aydın, A., & Başar, S. (2014). Volatility analysis in Turkey’s foreign trade using GARCH models. Finance, Politics & Economic Reviews, 51(591), 39–52.
  • Aydın, A., & Şentürk, M. (2017). Forecasting Turkey’s foreign trade with ARIMA models. Anadolu University Journal of Social Sciences, 17(3), 73–90.
  • Bilgin, M. (2012). The impact of global demand conditions on Turkey’s export forecasts. International Journal of Economic Research, 5(1), 105–117.
  • Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–327. https://doi.org/10.1016/0304-4076(86)90063-1
  • Box, G. E. P., & Jenkins, G. M. (1970). Time series analysis: Forecasting and control. Holden-Day. Chase, R. B., Aquilano, N. J., & Jacobs, F. R. (1998). Production and operations management: manufacturing and services. 8th ed., New York: Irwin/McGraw-Hill.
  • Demirhan, E. (2012). Foreign trade deficit and its determinants: A VECM approach. Journal of Economic Sciences, 4(2), 35–50.
  • Erdil, E., & Sarıkaya, M. (2019). Comparison of ARIMA and ANN models in forecasting Turkey’s export values. Economic Approach, 30(110), 35– 58.
  • Erdoğan, S., & Bozkurt, S. (2009). Analysis of Turkey’s foreign trade data using the ARIMA model. Zonguldak Karaelmas University Journal of Social Sciences, 5(10), 23–35.
  • Engle, R. F. (1982). Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1007. https://doi.org/10.2307/1912773
  • Grossman, G. M., & Helpman, E. (1991). Trade, knowledge spillovers, and growth. European economic review, 35(2-3), 517-526. Gültekin, M. (2022). Foreign trade forecasting with an ARIMA-LSTM hybrid model. Journal of Artificial Intelligence Applications, 4(1), 12–25.
  • Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: principles and practice. OTexts.
  • Jose, J. (2022). Introduction to time series analysis and its applications. Christ University, Bangalore. Kara, H., & Duran, M. (2020). The relationship between exchange rate, inflation, and foreign trade: The case of Turkey using VAR model. Journal of Public Finance, 179, 49–68.
  • Karagöz, K., & Doğan, S. (2005). Export forecasting using ARIMA models: The case of Turkey. Süleyman Demirel University Journal of Economics and Administrative Sciences, 10(2), 131–144.
  • Kayakuş, H., & Çelik, S. (2018). A comparison of machine learning methods for import forecasting in Turkey. Journal of Statistics and Applied Sciences, 1(1), 55–69.
  • Kılıç, E., & Yücel, A. (2021). Import forecasting with deep learning and wavelet transformation: The case of Turkey. Journal of Artificial Intelligence and Data Science, 3(2), 85–100.
  • Kobu, B. (2017). Production management 18th ed., Beta Publishing. Krugman, P. R., & Obstfeld, M. (2009). International economics: Theory and policy. 8th ed., Harlow: Pearson Education.

TIME SERIES ANALYSIS AND FORECASTING OF TURKEY’S EXPORT AND IMPORT VALUES

Year 2025, Volume: 26 Issue: 1, 33 - 43, 29.06.2025

Abstract

With the increasing impact of globalization, foreign trade has become a strategic tool, particularly for developing countries, in fostering economic growth, encouraging technological advancement, and reducing external dependency. In this context, expanding the volume of foreign trade offers various opportunities for developing economies. Accordingly, a time series-based forecasting model was developed to generate projections for Turkey’s foreign trade, focusing on export and import values, using official annual trade data from 2013 to 2024. Within the scope of this study, six different statistical analysis methods were applied using Minitab 17 software. The error rates and resulting findings contribute to understanding the structural trends observed in Turkey’s foreign trade and provide forward-looking insights for investors. Therefore, the primary aim of this study is to emphasize the importance of time series analysis in economic decision-making processes and to offer a scientific contribution to macroeconomic planning strategies.

Ethical Statement

Conflict of Interest: The authors declare that there is no conflict of interest to disclose.

References

  • Aktaş, C. (2010). Determinants of foreign trade in Turkey: An analysis with VAR model. Journal of the Faculty of Economics, 60(2), 45–68.
  • Akgül, Y., & Sayyan, M. (2015). Analysis of seasonal effects in Turkey's foreign trade data using the TRAMO-SEATS method. Journal of Statisticians: Statistics and Actuarial Sciences, 8(1), 22–36.
  • Aydın, A., & Başar, S. (2014). Volatility analysis in Turkey’s foreign trade using GARCH models. Finance, Politics & Economic Reviews, 51(591), 39–52.
  • Aydın, A., & Şentürk, M. (2017). Forecasting Turkey’s foreign trade with ARIMA models. Anadolu University Journal of Social Sciences, 17(3), 73–90.
  • Bilgin, M. (2012). The impact of global demand conditions on Turkey’s export forecasts. International Journal of Economic Research, 5(1), 105–117.
  • Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–327. https://doi.org/10.1016/0304-4076(86)90063-1
  • Box, G. E. P., & Jenkins, G. M. (1970). Time series analysis: Forecasting and control. Holden-Day. Chase, R. B., Aquilano, N. J., & Jacobs, F. R. (1998). Production and operations management: manufacturing and services. 8th ed., New York: Irwin/McGraw-Hill.
  • Demirhan, E. (2012). Foreign trade deficit and its determinants: A VECM approach. Journal of Economic Sciences, 4(2), 35–50.
  • Erdil, E., & Sarıkaya, M. (2019). Comparison of ARIMA and ANN models in forecasting Turkey’s export values. Economic Approach, 30(110), 35– 58.
  • Erdoğan, S., & Bozkurt, S. (2009). Analysis of Turkey’s foreign trade data using the ARIMA model. Zonguldak Karaelmas University Journal of Social Sciences, 5(10), 23–35.
  • Engle, R. F. (1982). Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1007. https://doi.org/10.2307/1912773
  • Grossman, G. M., & Helpman, E. (1991). Trade, knowledge spillovers, and growth. European economic review, 35(2-3), 517-526. Gültekin, M. (2022). Foreign trade forecasting with an ARIMA-LSTM hybrid model. Journal of Artificial Intelligence Applications, 4(1), 12–25.
  • Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: principles and practice. OTexts.
  • Jose, J. (2022). Introduction to time series analysis and its applications. Christ University, Bangalore. Kara, H., & Duran, M. (2020). The relationship between exchange rate, inflation, and foreign trade: The case of Turkey using VAR model. Journal of Public Finance, 179, 49–68.
  • Karagöz, K., & Doğan, S. (2005). Export forecasting using ARIMA models: The case of Turkey. Süleyman Demirel University Journal of Economics and Administrative Sciences, 10(2), 131–144.
  • Kayakuş, H., & Çelik, S. (2018). A comparison of machine learning methods for import forecasting in Turkey. Journal of Statistics and Applied Sciences, 1(1), 55–69.
  • Kılıç, E., & Yücel, A. (2021). Import forecasting with deep learning and wavelet transformation: The case of Turkey. Journal of Artificial Intelligence and Data Science, 3(2), 85–100.
  • Kobu, B. (2017). Production management 18th ed., Beta Publishing. Krugman, P. R., & Obstfeld, M. (2009). International economics: Theory and policy. 8th ed., Harlow: Pearson Education.
There are 18 citations in total.

Details

Primary Language English
Subjects Industrial Engineering
Journal Section Research Article
Authors

Elvan Deniz 0000-0002-4237-1358

Submission Date May 13, 2025
Acceptance Date May 29, 2025
Early Pub Date June 29, 2025
Publication Date June 29, 2025
Published in Issue Year 2025 Volume: 26 Issue: 1

Cite

IEEE E. Deniz, “TIME SERIES ANALYSIS AND FORECASTING OF TURKEY’S EXPORT AND IMPORT VALUES”, TUJES, vol. 26, no. 1, pp. 33–43, 2025.