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Using SARFIMA Model to Study and Predict the Iran’s Oil Supply

Yıl 2012, Cilt: 2 Sayı: 1, 41 - 49, 01.03.2012

Hamidreza Mostafaei Leila Sakhabakhsh

https://izlik.org/JA86ZE59CB

Öz

In this paper the specification of long memory has been studied using monthly data in total oil supply in Iran from 1994 to 2009. Because monthly oil supply series in Iran are showing non-stationary and periodic behavior we fit the data with SARIMA and SARFIMA models, and estimate the parameters using conditional sum of squares method. The results indicate the best model is SARFIMA (0, 1, 1) (0, -0.199, 0)12 which is used to predict the quantity of oil supply in Iran till the end of 2020. Therefore SARFIMA model can be used as the best model for predicting the amount of oil supply in the future.

Anahtar Kelimeler

Long memory Conditional sum of squares SARFIMA model Oil Iran

Yıl 2012, Cilt: 2 Sayı: 1, 41 - 49, 01.03.2012

Hamidreza Mostafaei Leila Sakhabakhsh

https://izlik.org/JA86ZE59CB

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA78RF85HP
Yazarlar

Hamidreza Mostafaei Bu kişi benim

Leila Sakhabakhsh Bu kişi benim

Yayımlanma Tarihi 1 Mart 2012
IZ https://izlik.org/JA86ZE59CB
Yayımlandığı Sayı Yıl 2012 Cilt: 2 Sayı: 1

Kaynak Göster

APA Mostafaei, H., & Sakhabakhsh, L. (2012). Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. International Journal of Energy Economics and Policy, 2(1), 41-49. https://izlik.org/JA86ZE59CB
AMA 1.Mostafaei H, Sakhabakhsh L. Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. IJEEP. 2012;2(1):41-49. https://izlik.org/JA86ZE59CB
Chicago Mostafaei, Hamidreza, ve Leila Sakhabakhsh. 2012. “Using SARFIMA Model to Study and Predict the Iran’s Oil Supply”. International Journal of Energy Economics and Policy 2 (1): 41-49. https://izlik.org/JA86ZE59CB.
EndNote Mostafaei H, Sakhabakhsh L (01 Mart 2012) Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. International Journal of Energy Economics and Policy 2 1 41–49.
IEEE [1]H. Mostafaei ve L. Sakhabakhsh, “Using SARFIMA Model to Study and Predict the Iran’s Oil Supply”, IJEEP, c. 2, sy 1, ss. 41–49, Mar. 2012, [çevrimiçi]. Erişim adresi: https://izlik.org/JA86ZE59CB
ISNAD Mostafaei, Hamidreza - Sakhabakhsh, Leila. “Using SARFIMA Model to Study and Predict the Iran’s Oil Supply”. International Journal of Energy Economics and Policy 2/1 (01 Mart 2012): 41-49. https://izlik.org/JA86ZE59CB.
JAMA 1.Mostafaei H, Sakhabakhsh L. Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. IJEEP. 2012;2:41–49.
MLA Mostafaei, Hamidreza, ve Leila Sakhabakhsh. “Using SARFIMA Model to Study and Predict the Iran’s Oil Supply”. International Journal of Energy Economics and Policy, c. 2, sy 1, Mart 2012, ss. 41-49, https://izlik.org/JA86ZE59CB.
Vancouver 1.Hamidreza Mostafaei, Leila Sakhabakhsh. Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. IJEEP [Internet]. 01 Mart 2012;2(1):41-9. Erişim adresi: https://izlik.org/JA86ZE59CB