Utilizing Box - Jenkins Methodology to Determine the Best Appraoch and Mean for Forecasting Cash Flows at the Palestinian Banks

Authors

  • د. مروان درويش جامعة القدس المفتوحة

Keywords:

Forecasting, Cash Flows, Box - Jenkins Methodology, Bank of Palestine

Abstract

This study aimed at using the Box - Jenkins methodology to determine the best appraoch and means for forecasting cash flows at the Palestinian banks. The study analyzed a semi-annual database operated by Bank of Palestine as a case study during the period of Jun 2000 to Jun 2017. The study concluded that the first autoreggresive model (AR (1)) has the potential to predict future cash flows from operating activities, and the first autoreggresive moving average model (ARMA (1.1)) has the ability to predict future cash flows from all the activities. This confirms the validity of using Box - Jenkins methodology to predict the future cash flows at Palestinian banks. Therefore, the researcher recommends using ARMA model for forecasting the future cash flows and determining cash liquidity of the different economic units

Author Biography

د. مروان درويش, جامعة القدس المفتوحة

أستاذ مشارك

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Published

2018-09-03

How to Cite

درويش د. م. (2018). Utilizing Box - Jenkins Methodology to Determine the Best Appraoch and Mean for Forecasting Cash Flows at the Palestinian Banks. Al-Quds Open University for Administrative & Economic Research & Studies, 3(9). Retrieved from https://journals.qou.edu/index.php/eqtsadia/article/view/2144

Issue

Vol. 3 No. 9 (2018): المجلد الثالث، ع (9)، شوال 1439هـ/ حزيران 2018م

Section

الأبحاث

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