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

Main Article Content

Mohammed AbdulMajeed Badal


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



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).

Abstract 126 | PDF Downloads 61


1-Akaike, H. (1973), Information theory and an extension of the maximum likelihood principle. In Second International Symposium on Information Theory, ed. B. N. Petrov and F. Csaki, 267–281. Budapest: Akailseoniai–Kiudo.
2-Amemiya, T. (1985), Advanced Econometrics. Cambridge, MA: Harvard University Press.
3-Hamilton, J. D. (1994),Time Series Analysis. Princeton: Princeton University Press.
4-Luo, C.S.,Zhou,L., Qingfeng, W.(2013)," Application of SARIMA Model in Cucumber Price Forecast", Applied Mechanics and Materials,Vols.373-375,pp.1686-1690 .
5-Lutkepohl, H. (1993), Introduction to Multiple Time Series Analysis. 2nd ed. New York: Springer. .
6-Lutkepohl, H. (2005), New Introduction to Multiple Time Series Analysis. New York: Springer.
7-Paulsen, J. (1984), Order determination of multivariate autoregressive time series with unit roots. Journal of Time Series Analysis 5: 115–127. 8-Tsay, R. S. (1984),Order selection in nonstationary autoregressive models. Annals of Statistics 12: 1425–1433.
9- Franses, Ph. H. and Dijk, D.V. (2000), “ Nonlinear Time Series Models in Empirical Finance ” Cambridge University Press, ISBN 0 511 01100 8 virtual.
10-Gikungu,S.W.,Waititu, A.G. (2015),"Forecasting Inflation Rate in Kenya Using SARIMA Model American Journal of The oretical and Applied Statistics 4,15-18 .
11-Nielsen, B. (2001),Order determination in general vector autoregressions. Working paper, Department of Economics, University of Oxford and Nuffield College.
12-Michal,S.(2001),"Time Series Analysis "log linear publishing, Canada
13- Mira, S.K., Ahmad M.R.(2015),"Time Series Models for Average monthly Solar radiation in Malaysia" ,Research and Education in Mathematics, International Conference Kuala Lumpur ,Malaysia .

Most read articles by the same author(s)