A Model to Enhance the Forecasting Efficiency of Suez Canal Revenues Using Combining Methods
(2015). A Model to Enhance the Forecasting Efficiency of Suez Canal Revenues Using Combining Methods. EKB Journal Management System, 59(2), 127-144. doi: 10.21608/esju.2015.314462
. "A Model to Enhance the Forecasting Efficiency of Suez Canal Revenues Using Combining Methods". EKB Journal Management System, 59, 2, 2015, 127-144. doi: 10.21608/esju.2015.314462
(2015). 'A Model to Enhance the Forecasting Efficiency of Suez Canal Revenues Using Combining Methods', EKB Journal Management System, 59(2), pp. 127-144. doi: 10.21608/esju.2015.314462
A Model to Enhance the Forecasting Efficiency of Suez Canal Revenues Using Combining Methods. EKB Journal Management System, 2015; 59(2): 127-144. doi: 10.21608/esju.2015.314462

A Model to Enhance the Forecasting Efficiency of Suez Canal Revenues Using Combining Methods

The Egyptian Statistical Journal
Article 1, Volume 59, Issue 2, December 2015, Page 127-144  XML
Document Type: Original Article
DOI: 10.21608/esju.2015.314462
View on SCiNiTO View on SCiNiTO
Abstract
The Suez Canal is a strategic route for world trade, and its revenue is one of the key resources for the Egyptian economy, hence the improving the forecasting of its revenues is very important. This research paper aims to model the Suez Canal revenues using the optimal method of combining with a view to overcoming the inefficiencies of individual models, and to develop the forecasting models using the fundamental change that occurs to the future values of the time series, as it has come to be known that these models do not take into account the expected increase in Suez Canal revenues after the construction of the new canal running parallel to the old one.
 
Keywords
Autoregressive Integrated Moving Average (ARIMA); Vector Autoregressive Model (VAR); Combining Forecasts; Forecasting Accuracy
Statistics
Article View: 28