Using models Box-Jenkins ARIMA forecasting of The exchange rate of the dollar against the Algerian dinar

Abstract

This research includes a study of Box - Jenkins ARIMA models for The forecasting of The exchange rate of the dollar against the Algerian dinar. These models are used to build a model of the time series and Then choose the best model to predict values for future electricity production with practical application The exchange rate of the dollar against the Algerian dinar for 4 years time series (i.e. 52 months) using statistical software EVIEWS AND SPSS, The best model was ARIMA(2,1,4) from performance of predict methods