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Keywords

Time series
economic crises
Transfer Function
Intervention Model

Abstract

Many phenomena – in different fields – involve exceptional events that affect the response variable. As it is known, the intervention model is a special case of the transfer function model. The study involves two main aspects; first, theoretical aspect includes fundamental concepts of time series, in addition to the theoretical basis concerning the intervention. Second, the practical aspect represents the real image and clear vision of the economic crises. They are represented by the exceptional interventions and the external events of wheat prices. There is also no auto correlation among the values of the error series. This study concludes that the optimal model begin with determination of the length of the series and the interaction trace in it, and determine the function order through using the concepts of the transformation function especially the original series
https://doi.org/10.33899/tanra.2012.162027
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