EN
Using SARFIMA Model to Study and Predict the Iran’s Oil Supply
Abstract
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.
Keywords
Ayrıntılar
Birincil Dil
İngilizce
Konular
-
Bölüm
-
Yayımlanma Tarihi
1 Mart 2012
Gönderilme Tarihi
1 Mart 2012
Kabul Tarihi
-
Yayımlandığı Sayı
Yıl 2012 Cilt: 2 Sayı: 1
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