Forecasting Algerian Gross Domestic Product -GDP- Using The Box-Jenkins Methodology (1962-2023)

Abstract

This study aims to predict the values of GDP in Algeria, through a time series extending from 1962 to 2023, using the "Box-Jenkins" methodology as one of the most famous methods used in forecasting, the results showed that the appropriate model to represent the data of this series is the "ARIMA (1,1,1)" model, and after this model proved its effectiveness in forecasting, and finally we predicted the values of GDP for the next six years (until the end of 2030).