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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

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

Öz

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Ayrıntılar

Diğer ID JA78RF85HP
Bölüm Araştırma Makalesi
Yazarlar

Hamidreza Mostafaei Bu kişi benim

Leila Sakhabakhsh Bu kişi benim

Yayımlanma Tarihi 1 Mart 2012
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.
AMA Mostafaei H, Sakhabakhsh L. Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. IJEEP. Mart 2012;2(1):41-49.
Chicago Mostafaei, Hamidreza, ve Leila Sakhabakhsh. “Using SARFIMA Model to Study and Predict the Iran’s Oil Supply”. International Journal of Energy Economics and Policy 2, sy. 1 (Mart 2012): 41-49.
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 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, 2012.
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 (Mart 2012), 41-49.
JAMA 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, 2012, ss. 41-49.
Vancouver Mostafaei H, Sakhabakhsh L. Using SARFIMA Model to Study and Predict the Iran’s Oil Supply. IJEEP. 2012;2(1):41-9.