Modeling the Investments of the Arab Authority for Agricultural Investment and Development in its companies in Sudan

Abstract

This thesis is an attempt to find a suitable model that represents the investments of the Arab Authority for Agricultural Investment and Development (AAAID) in its companies in Sudan during the period (1983 - 2007). Such model can then be used to forecast the investment of AAAID in Sudan in the future. Some regression models, namely, the simple linear, logarithmic, logistic, quadratic and cubic regression, were attempted. The cubic model proved the best among these. Also, different ARIMA models were tried and the model ARIMA (0,1,0) gave the best result in terms of precision and parsimony. To know whether the oil discovery has a significant impact on AAAID’s investments in Sudan or not, the technique of transfer function was employed. The result showed that the oil discovery has no significant impact on AAAID’s investments in Sudan