Using Multivariate Time Series Model VAR(P) to forecast Water Supply of Tigris And Euphrates Rivers in Iraq

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Mohammed AbdulMajeed Badal

Keywords

bivariate, VAR(P), VECM, FPE, SBIC, HQIC, R2, lag(P), Stationary

Abstract

Abstract


In this paper, we will discuss the water crisis in Iraq that is one of the most important problems facing the Iraqi economy for water supply for two rivers (Tigris and Euphrates) in Iraq since_(1980-2015) by using vector autoregressive VAR(P) model  in time series for model that sufficient representation of the dynamic interactions in a system of variables (bivariate) applied for forecast, the model gives the minimum of ACC, BIC, FPE, SBIC, HQIC values and the maximum of R2 value to forecast for the periods of ten years to forecasting the yearly rate of water imports of the Tigris and Euphrates rivers in Iraq by using VAR(P) and test Diagnostic checking by using STATA v.13 Program, We concluded that the model VAR(P), and the expected values of the yearly rate of water imports of the Tigris and Euphrates rivers are increasing after year 2015 for forecast for ten years (2016-2025).

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