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109 results for “Time series analysis”
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Research ArticleOpen accessIn the abstractFinancial Development and Economic Growth An Empirical Analysis for GreeceAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between financial development and economic growth for Greece for the period 1978-2007 using a Vector Error Correction Model (VECM). Questions were raised whether financial development causes economic growth or reversely taking into account the positive effect of industrial production index. Financial market development is estimated by the effect of credit market development … …American Journal of Applied Sciences, Vol. 6, Issue 7 · 31 Jul 2009 · 7,749 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Causal Relationship between Financial Market Development and Economic GrowthAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between financial market development and economic growth for United Kingdom for the period 1965-2007 using a Vector Error Correction Model (VECM). Questions were raised whether financial market development causes economic growth or reversely taking into account the negative effect of interest rate. The objective of this study was to examine the causal … …American Journal of Applied Sciences, Vol. 7, Issue 4 · 30 Apr 2010 · 7,678 accessesView PDFCite
Research ArticleOpen accessIn the abstractEmerging Stock Market Performance and Economic GrowthSeyyed Ali Paytakhti OskooeProblem statement: In spite of significant development in Iran stock market as a emerging stock market, there has been not specific research on the causality between the stock prices and economic growth. This study represented a systematic investigation of the relationship between stock market performance and economic growth in Iran by conducting causality tests within the Vector Error Correction Model … …American Journal of Applied Sciences, Vol. 7, Issue 2 · 28 Feb 2010 · 8,460 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Market Development and Economic GrowthAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between stock market development and economic growth for France for the period 1965-2007 using a Vector Error Correction Model (VECM). Questions were raised whether stock market development causes economic growth or reversely taking into account the negative effect of interest rate. Stock market development is estimated by the general stock market index. … …American Journal of Applied Sciences, Vol. 6, Issue 11 · 30 Nov 2009 · 8,361 accessesView PDFCite
Research ArticleOpen accessIn the abstractTrade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) ModelMosayeb Pahlavani, Ed Wilson, Andrew C. WorthingtonThis study employed annual time series data (1960-2003) and unit root tests with multiple breaks to determine the most likely times of structural breaks in major factors impacting on the trade-GDP nexus in Iran We found, inter alia, that the endogenously determined structural breaks coincided with important events in the Iranian economy, including the 1979 Islamic revolution and the outbreak … …American Journal of Applied Sciences, Vol. 2, Issue 7 · 31 Jul 2005 · 8,516 accessesView PDFCite
Research ArticleOpen accessIn the abstractWind Speed Simulation Using WaveletsA. H. Siddiqi, S. Khan, S. RehmanMost of the renewable energy sources have direct or indirect link with the sun. Wind is also a form of solar energy. It is initiated by uneven heating of the atmospheric air by the sun, affected from the topography and surface roughness of the earth's surface and rotation of the earth. The earth's terrain, water surfaces and vegetation cover modifies … …American Journal of Applied Sciences, Vol. 2, Issue 2 · 28 Feb 2005 · 7,546 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordStock Return, Growth and Inflation in India: Analysis of Stochastic Seasonality, Impulse Response and Multivariate GARCHPanchanan DasThis study analyses the empirical interdependence among asset returns, industrial growth and inflation after controlling for interest rate by considering stochastic seasonality and conditional volatility with monthly time series in India. The HEGY unit root test suggests that industrial growth and inflation experience only stochastic trend and no persistent stochastic behaviour at any other seasonal frequencies, while stock return follows … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 3 May 2021 · 7,344 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordAnalysis of Artificial Neural Network Point Forecasting Models and Prediction Intervals for Solar Irradiance EstimationAntônio Fabrício Guimarães de Sousa, Helaine Cristina Moraes Furtado, Wilson Negrão Macêdo, Anderson Alvarenga de Moura MenesesAn accurate knowledge on solar irradiance prediction is particularly required for proper development and planning of Photovoltaic (PV) energy systems. The main purpose of the present research is to assess the accuracy of Artificial Neural Networks (ANN) short-term forecast of univariate solar irradiance time series, with conventional point prediction and Prediction Intervals (PIs), comparing models. The Lower Upper Bound Estimation … …American Journal of Engineering and Applied Sciences, Vol. 13, Issue 3 · 17 Jul 2020 · 7,440 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordAnalysis of Trends in Daily and Overnight Temperature Over Iran's Zayanderud River BasinAli Zahraei, Sara Saadati, Saeid Eslamian, Kaveh Ostad-Ali-AskariDaily and overnight temperature trends in annual time-scale for Zayanderud river basin using 37 meteorological stations were studied. According to the results the majority of trends in the time series of daily and overnight temperature were increasing. Warming trends in the overnight temperature were stronger than those in the daily temperature. The average of all stations in the daily and … …American Journal of Engineering and Applied Sciences, Vol. 13, Issue 3 · 4 Aug 2020 · 6,960 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordA Fuzzy Clustering Based Method for the Spatio-Temporal Data AnalysisAnahita Zolghadr, Afsaneh JalalianSpatiotemporal data is a type of data that is collected by the sensors. This type of data has two spatial and temporal dimensions. There are many challenges in analyzing spatiotemporal big data. Common evaluation metrics of clustering methods are not appropriate for spatiotemporal data. Previous clustering methods and the conventional evaluation metrics are efficient for data like time series with … …Journal of Computer Science, Vol. 18, Issue 6 · 13 Jun 2022 · 5,638 accessesView PDFCite