The main purpose of this study is forecasting the production indexes of sugar beet (land, production and price) in Iran. For this purpose, Models applied to forecast are Auto Regressive (ARMA and ARIMA), Single and Double Exponential Smoothing, Harmonic, Artificial Neural Network and ARCH. The results of Durbin-Watson tests were revealed that land, production and price of sugar beet series are non stochastic. According to the lowest forecasting error criterion, Neural Network, ARMA and ARIMA are the best models for forecast land, production and price of sugar beet series respectively. Also, results of prediction show that all of these indexes will have a increasing trend during the period 2013- 2020, while the increasing trend of land and production are more smoother than price trend.
JEL Classification: D12, Q11, C22, C32
Keywords: Iran, Sugar Beet, Forecasting, Exponential Smoothing, Harmonic, Artificial Neural Network, ARCH, ARIMA, ARMA |