APPLICATION OF THE ARMA MODEL IN THE TIME SERIES ANALYSIS OF VIETNAM'S RICE EXPORTS

Abstract

This study focuses on time series analysis of Vietnam's rice export volume during the period from January 2020 to April 2025. The research was conducted through four main stages: (i) data exploration, (ii) model estimation and selection, (iii) model validation, and (iv) forecasting. The results show that the ARMA(1,12) model best fits the observed data and provides highly accurate forecasts, with predicted values closely matching actual outcomes. The study contributes important scientific grounds for selecting appropriate forecasting models in time series analysis, thereby supporting the planning and management of rice export activities in a more proactive and efficient manner.