Using ARIMA models to Forecast the size of deposit liabilities of commercial banks in Libya during the period (1970-2023)

Abstract

This research objective to forecasts the size of deposit liabilities with Libyan commercial. Time series analysis has been relied to using the Box Jenkins methodology for the purpose of predicting the size of deposit liabilities in the Libyan economy during the period (1970-2023). The results of the study found that the size of deposit liabilities is constantly increasing through predictive values over the next five years. Also, some periods witnessed a noticeable decline, and this is due to a decrease in public spending during certain periods. Due to the political conflict and the Corona pandemic, and thus the decline of the balance of public institutions with commercial banks.