Using the Box-Jenkins Method to Forecast Sesame Exports in Sudan during the Period 1990-2028

Abstract

This study uses the Box–Jenkins method to predict sesame exports in Sudan. After analysis discriminating via various statistical tests, it is found that AR MA (5,3,5) model is the best model to measure this phenomenon. This model was used to predict till 2028. The results indicate that the predicted values are less than the real values till 2001. Then the predicted value is bigger. The study recommended that the foreign economic relations and to search in how to apply it to help in the marketing of products.

Keywords

• box–jenkins
• prediction
• sesame exports
• sudan economic