The Box-Jenkins ARIMA model is used in this article to identify statistical forecasting models for the commercial banks deposits in Egypt. Four models have been identified according to the type of the sun deposits. For every type of deposit two sets of data have been considered, monthly and quarterly. The time-series analysis for both demand and savings deposits demand are shows that nonstationary seasonal time-series. The demand deposits have been identified to be an ARIMA (0, 1,1) (0,1,1)s while the savings deposits are an ARIMA (0, 2, 1) (0, 1,1)s , where S = 4 or 12, which indicates a model for quarterly or monthly data respectively.
Ibrahim, I. (1992). Box-Jenkins Forecasting Arima Models as Applied to Commercial Banks' Deposits. The Egyptian Statistical Journal, 36(2), 234-254. doi: 10.21608/esju.1992.314864
MLA
Ibrahim Hassan Ibrahim. "Box-Jenkins Forecasting Arima Models as Applied to Commercial Banks' Deposits", The Egyptian Statistical Journal, 36, 2, 1992, 234-254. doi: 10.21608/esju.1992.314864
HARVARD
Ibrahim, I. (1992). 'Box-Jenkins Forecasting Arima Models as Applied to Commercial Banks' Deposits', The Egyptian Statistical Journal, 36(2), pp. 234-254. doi: 10.21608/esju.1992.314864
VANCOUVER
Ibrahim, I. Box-Jenkins Forecasting Arima Models as Applied to Commercial Banks' Deposits. The Egyptian Statistical Journal, 1992; 36(2): 234-254. doi: 10.21608/esju.1992.314864
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