Examination of industry production index in Turkey with time series method | Zendy

Hatice Öncel Çekim | Zendy

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Examination of industry production index in Turkey with time series method

Author(s) -

Hatice Öncel Çekim

Publication year - 2018

Publication title -

balıkesir üniversitesi fen bilimleri enstitüsü dergisi

Language(s) - Turkish

Resource type - Journals

eISSN - 2536-5142

pISSN - 1301-7985

DOI - 10.25092/baunfbed.423143

Subject(s) - series (stratigraphy) , index (typography) , industrial production index , time series , industrial production , production (economics) , autoregressive integrated moving average , chart , statistics , mathematics , econometrics , computer science , economics , paleontology , macroeconomics , world wide web , keynesian economics , biology

Bu calismada, TUIK tarafindan 2005-2017 yillari arasinda hesaplanan aylik sanayi uretim endeksi verilerine zaman serisi analizi uygulanmistir. Calismanin amaci, sanayi uretim endeksini zaman serileri grafigi ile tanimlamak, endekse uygun zaman serisi modelini bulmak ve endeksin gelecek degerlerini tahmin etmektir. Bu amacla, Box-Jenkins modellerinin uygulanabilmesi icin serinin 1. dereceden fark ve 2. dereceden mevsimsel farki alinarak seri duragan hale gelmistir. Yapilan analizler sonucunda seriye en uygun model olarak SARIMA(1,1,1)(3,2,0)12 modeli belirlenmistir. Bu model kullanilarak endeks serisinin 2018 yili icin aylik ongoru degerleri hesaplanmistir.

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