ISBN 9786054735846

N. ERSEN and İ. AKYÜZ/ ISEM2016 Alanya – Turkey
After differencing 95
The error sum of squares 0,845125
The mean square error 0,00939
Table 5. The Q LB statistic and X 2 values of ARIMA (3,1,0)(0,1,2) 12 model residuals
in different lags for export
Lags Q statistic (α=0.05) Degree of freedom
12 13.9 14.07 7
24 27.6 30.14 19
36 36.9 43.77 31≈30
48 52.3 55.76 43≈40
Table 6. The Q LB statistic and X 2 values of ARIMA (3,1,0)(0,1,2) 12 model residuals
in different lags for import
Lags Q statistic (α=0.05) Degree of freedom
12 12.8 14.07 7
24 19.9 30.14 19
36 28.6 43.77 31≈30
48 44.8 55.76 43≈40
While the actual and forecasting export values for wood and articles of wood, wood
charcoal were shown in Figure 7, actual and forecasting export values in Figure 8. In addition, the
forecasting values for export and import were given in Table 7 and 8.
Export value (1000$)
60000
50000
40000
30000
20000
10000
0
2008-Februray
2008-September
2009-April
2009-November
2010-June
2011-January
2011-August
2012-March
2012-October
2013-May
2013-December
2014-July
2015-Februray
2015-September
2016-April
2016-November
2017-June
2018-January
2018-August
2019-March
2019-October
2020-May
2020-December
Year-Month
Actual value
Forecasting value
Figure 7. Actual and forecasting values for export (2008-2020)
969