Effectiveness of the Box–Jenkins Methodology in Determining the ARIMA Model for Forecasting Algeria’s Gross Domestic Product up to 2035

Authors

  • Salim Lagoune University of Setif 1
  • Mohamed Benzahia University of Setif 1

Keywords:

Gross Domestic Product, ARIMA Models, Box–Jenkins Methodology, Forecasting, Algerian Economy

Abstract

This study aims to examine the effectiveness of the Box–Jenkins methodology in identifying the optimal ARIMA model for forecasting Algeria’s Gross Domestic Product (GDP) through 2035, based on official annual data published by the Bank of Algeria. The results indicate that the ARIMA(0,1,1) model is the most appropriate according to statistical criteria. Forecasts suggest that Algeria’s GDP will follow an upward trend during the period 2025–2035, rising from about 42,072.6 billion dinars to 144,627.3 billion dinars. This trend reflects positive growth prospects for the Algerian economy, with the proposed model achieving acceptable long-term accuracy. The findings confirm the effectiveness of the Box–Jenkins methodology as a reliable tool for forecasting economic indicators, enabling policymakers to anticipate future economic directions and adapt policies in line with the projected growth trajectory.

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Published

12/31/2025

Issue

Vol. 10 No. 02 (2025)

Section

Articles

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