Abstract
The research aims to predict the prices of Bank of Baghdad shares listed on the Iraqi Stock Exchange using the Box-Jenkins methodology, one of the time series models, as it was and still represents an intellectual and practical debate about the superiority of this model in predicting stock prices, as the Box-Jenkins model requires the presence of stability in... To apply the time series, we used the annual closing price data announced in the Iraq Stock Exchange for the Bank of Baghdad for the period from (1/1/2011) until (12/31/2022) and then forecast for two years (2023-2024), and many programs were used To reach accurate results, the research reached a set of results, the most important of which is a model Box-Jenkins can predict the annual closing prices of Bank of Baghdad listed shares In the Iraq Stock Exchange, the research concluded with several recommendations, the most important of which is the use of box models - Jenkins When conducting statistical analysis of time series values, through these models it is possible Obtaining the most efficient models to predict the prices of the Bank of Baghdad listed on the Iraqi Stock Exchange Finance.
