Forecasting EGX30 index time series using vector autoregressive models VARS

Time series analysis is considered one of the most important processes at present time, especially if it a multivariate analysis. This helps decision maker in making his future based on behavior phenomenon past. done for many economic, financial, engineering, medical, and other fields. So we were keen this article to address time using vector autoregressive models practical also used process forecasting multiple series. Three packages from R program, are numerical these data, that