Kadhim al-Musawi, J., Sabri Laftaa, S. (2012). Predict central bank sales of foreign currency by using (Random transfer function model). Alustath, 0(32), 168-191.
Jawad Kadhim al-Musawi; Solaf Sabri Laftaa. "Predict central bank sales of foreign currency by using (Random transfer function model)". Alustath, 0, 32, 2012, 168-191.
Kadhim al-Musawi, J., Sabri Laftaa, S. (2012). 'Predict central bank sales of foreign currency by using (Random transfer function model)', Alustath, 0(32), pp. 168-191.
Kadhim al-Musawi, J., Sabri Laftaa, S. Predict central bank sales of foreign currency by using (Random transfer function model). Alustath, 2012; 0(32): 168-191.

Predict central bank sales of foreign currency by using (Random transfer function model)

Iraqi Journal For Economic Sciences
Article 1, Volume 0, Issue 32, June 2017, Pages 168-191
Authors
Jawad Kadhim al-Musawi; Solaf Sabri Laftaa
Abstract
The Transfer Function – Noise Models have an important role in Multivariate Time Series Analysis , and it consider as one of the Subjects that have an urgent Application in Economic ,Industrial fields , …, ect .
The Application was on monthly data of time series , namely , Demand gap of foreign currency , and the sales of foreign currency . The studied Model , the Transfer Function – Noise with single inputs – single output ( SISO ) is compared with other suggested Model , namely , ARMA Model , and it is found that the studied Model is the best depends on the measurements MSE , NAIC , NBIC .
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