استخدام نماذج تحليل التدخل في سلسلة انتاج النفط الخام في العراق

Abstract

     Prediction is regarded as one  of the main goals of time series analysis  using the model diagnosed completely to represent data that series, but the time series is often influenced by external events (extraordinary), such as holidays, strikes, legislations and policies taken by States, and war and economic blockade . These events are called interventions, which occur in various vital sectors, where the values ​​of the series are influenced by them, and then a big change gets in the value of either growing up or decreases in the time period of these events, and thus the diagnosis of the time series model for this variable is difficult, So it has to find another method for the analysis of these series data, which is called intervention analysis, which is a good tool to demonstrate the impact of these events on the series . The research showed two sides , the first represents the theoretical foundations of the subject of intervention analysis and stages of building a model of intervention for time series that is exposed to a single event or several external events , the second is the practical side, where a factual data has been used in the case of multi –events namely crude oil production in iraq from the period 2004/1-1969/1  by using multi-intervention model to study the effect of each of the Iraq - Iran war, Iraq's entry into Kuwait, the economic blockade (embargo) on our country and American occupation to it. The results showed that these events have significant effects.