Türkiye’de Kişi Başına Gayri Safi Yurt İçi Hasıla’nın ARIMA Modeli Tabanlı Tahmini: 2000-2024 Verileri Üzerinden Bir Uygulama
Özet Görüntüleme: 43
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DOI:
https://doi.org/10.5281/zenodo.18157989Anahtar Kelimeler:
Kişi Başına GSYH, GSYH, Türkiye, ARIMA Modeli, TahminÖzet
Kişi başına gayri safi yurt içi hasıla (GSYH), ülkelerin ekonomik performansının izlenmesi ve dönemler arası karşılaştırmaların yapılması için temel göstergelerden biri olarak kullanılmaktadır. Bununla birlikte karar süreçlerinde ileri döneme ilişkin tahmin gereksinimi sürmektedir. Bu çalışmada, Türkiye’nin 2000-2024 dönemine ait kişi başına GSYH serisinin ARIMA modeli ile modellenmesi ve 2025-2029 dönemine yönelik tahminlerin üretilmesi amaçlanmaktadır. Veriler R yazılımı kullanılarak analiz edilmiştir. Analizde “forecast, dplyr ve tseries” kütüphaneleri kullanılmıştır. Durağanlık Augmented Dickey-Fuller (ADF) testi ile değerlendirilmiş, aday ARIMA modelleri bilgi ve hata ölçütleri dikkate alınarak karşılaştırılmış ve ARIMA(0,2,1) modeli tercih edilmiştir. Modelin uygunluğu, kalıntılarda otokorelasyonun Ljung-Box testi ile sınanmasıyla ayrıca kontrol edilmiştir. Tahmin edilen değerler 2025 yılı için 17.317,41$’dan 2029 yılı için 25.286,51$’a yükselmektedir. Tahmin ufku uzadıkça tahmin aralıkları belirgin biçimde genişlemektedir. Sonuçlar, kişi başına GSYH serisi için ARIMA modeline dayalı tahminlerin ileri yıllarda artan belirsizlikle birlikte değerlendirilmesi gerektiğini göstermektedir
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