Using Box-Jenkins Methodology Test To Analyze the General Trend of the Rate of Return on Assets in the Private Banking Sector "An applied study on private banks in the Syrian Arab Republic for the period 2009-2017"
Keywords:
Time Series Analysis, Box-Jenkins, Arima Models, Forecast, StabilityAbstract
The banking sector plays an important role in the economy because of its importance in mobilizing financial resources from cash surplus units, as it works to use them in various investment channels, which may help the economic sectors to carry out their various activities.
The rules used in banks to guard against risks have witnessed great development in recent years as a result of the development in banking systems on the one hand, and the expansion of the business volume and the accompanying increase in the size of the risk, which thus ensures high returns and profits for these banks. The rate of return on assets is one of the important indicators that measure the Capital Efficiency, and hence the bank’s strength and ability to cope with potential risks.
Accordingly, this research examines a proposed model for forecasting this indicator in order to face the potential changes that arise from changing this indicator in a minimal way.