تقدير إنموذج متجه تصحيح الاخطاء VECM المحدد بمتغير خارجي ضبابي

Rp-Estimation of the error vector correction model (VECM) defined by a fuzzy exogenous variable .pdf

Abstract
Given the strategic importance of the wheat crop and the wide geographical area for its cultivation in Iraq, it was necessary to shed light on the most important variables affecting its prices. Given the importance of the amounts of rain falling during the wheat planting season, the idea of studying the effect of the amounts of rain falling on the quantities produced from the wheat crop and their impact on the price of the crop emerged. After conducting the co-integration tests between the time series of the study variables, it was found that there is a long-term cointegration relationship, and because the Errore Vectore Correction Model (VECM) is one of the models suitable for this type of relationship, this vector has been estimated using a time series for the period (2004- 2020). And since the variable amount of rain falling in Iraq annually during the mentioned time period is an exogenous variable and its data is characterized by inaccuracy, since the amount of rain varies from one geographical area to another and cannot be counted, it was necessary to use the method of fuzzy inference to remove the uncertainties associated with the amount of rain data, considering that the process of their registration is subject to many variables. The study concluded that the results of estimating the error correction vector VECM after processing the data of the rain variable with fog are the best compared to the results of the estimate before fogging. This shows the importance and efficiency of applying fuzzy set theory.