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8 results for “Augmented Dickey-Fuller (ADF)”
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Research ArticleOpen accessIn the keywordsEconomic Growth and Unemployment: An Empirical AnalysisFuad M. KreishanProblem statement: This research investigates the relationship between unemployment and economic growth in Jordan through the implementation of Okun’s law. Approach: Using annual data covering the period 1970-2008, time series techniques are used to test the relation between unemployment and economic growth and to obtain estimates for Okun’s coefficient. Namely, the study used Augmented Dickey-Fuller (ADF) for unit root, cointegration … …Journal of Social Sciences, Vol. 7, Issue 2 · 21 Mar 2011 · 12,609 accessesView PDFCite
Research ArticleOpen accessIn the abstractStatistical Modeling of Temperature Extremes Behaviour in GhanaTwumasi-Ankrah Sampson, Nyantakyi Agyei KwadwoThis paper focuses on modeling the extreme maximum temperature in Ghana using the extreme value theory. This is to inform decision-makers to help them plan appropriate risk mitigating measures to reduce the damage caused by drought. The block maxima with Generalized Extreme Value (GEV) and the General Pareto (GP) (with “all excesses” and decluster peaks) were used on 113 years … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 10 Jan 2019 · 7,117 accessesView PDFCite
Case ReportOpen accessIn the abstractEvaluation of Seasonal Autoregressive Integrated Moving Average Models for River Flow ForecastingKassahun Birhanu Tadesse, Megersa Olumana Dinka, Tena Alamirew, Semu Ayalew MogesReservoir operation policies cannot be functional in instant decision making without forecasting the future reservoir inflows. For forecasting inflows into reservoirs with only hydrological data is available like Koga irrigation dam, multivariate forecasting models cannot be used to generate accurate river flow information. As a result, an evaluation of univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) models was done for … …American Journal of Environmental Sciences, Vol. 13, Issue 5 · 28 Sep 2017 · 7,885 accessesView PDFCite
Research ArticleOpen accessIn the abstractLAG SELECTION OF THE AUGMENTED KAPETANIOS-SHIN-SNELL NONLINEAR UNIT ROOT TESTJen-Je Su, Adrian Wai-Kong Cheung, Eduardo RocaWe provide simulation evidence that shed light on several size and power issues in relation to lag selection of the augmented (nonlinear) KSS test. Two lag selection approaches are considered-the Modified AIC (MAIC) approach and a sequential General to Specific (GS) testing approach Either one of these approaches can be used to select the optimal lag based on either the … …Journal of Mathematics and Statistics, Vol. 9, Issue 2 · 4 May 2013 · 7,872 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Bound Test Approach to Cointegration of Tourism DemandFateh Habibi, Khalid Abdul RahimProblem statement: Given the high contribution of tourism industry in the Malaysian economy, Malaysia has a vast view to increase its market share of the international tourist arrivals in the Asia Pacific region. Therefore, this study attempts to investigate the long run and short run demand for tourism from top ten markets (country). Approach: To accomplish this objective the ARDL … …American Journal of Applied Sciences, Vol. 6, Issue 11 · 30 Nov 2009 · 7,217 accessesView PDFCite
Research ArticleOpen accessIn the abstractCausal Relationships between Financial Development, Trade Openness and Economic Growth: The Case of TurkeyFatih YucelProblem statement: The main objective of this study was to examine the causality relations between financial development, trade openness and economic growth (GDP) for the Turkish economy. Approach: In time series context, recently developed econometric techniques were used: namely the Augmented Dickey-Fuller (ADF) for unit root, Johansen and Juselius (JJ) for cointegration and Granger causality test for causal relationships. Results: … …Journal of Social Sciences, Vol. 5, Issue 1 · 31 Mar 2009 · 9,048 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Random Walk Hypothesis for the Zimbabwe Stock Exchange: January 1998-November 2006Tafirenyika Sunde, James ZivanomoyoThe main intention of this study was to investigate, using monthly data, whether prices in the Zimbabwe Stock Exchange (ZSE) follow a random-walk process as required for there to be market efficiency. The study applied the unit root tests to establish if the ZSE followed a random walk or not. If the ZSE follows a random walk it is said … …Journal of Social Sciences, Vol. 4, Issue 3 · 30 Sep 2008 · 8,085 accessesView PDFCite
Research ArticleOpen accessIn the abstractRevisiting the Unit Root Hypothesis and Structural Break: Asia and Emerging Economies Foreign Exchange MarketsChristopher Gan, Sirimon Treepongkaruna, Hue Hwa Au YongThis study examines the stationary of ten Asian and for emerging Foreign Exchange (FX) rates during the 1990s. The paper employs the Augmented Dickey-Fuller (ADF) unit root test to the following FX rates: Hong Kong Dollar (HKD) Japanese Yen (JPY), South Korean won (KRW) new Taiwan dollar (TWN), Chinese Renminbl (CHR), Indonesia Rupiah (IDR), Malaysian Ringgit (MYR), Singapore Dollar (SGD), … …American Journal of Applied Sciences, Vol. 1, Issue 1 · 31 Mar 2004 · 6,952 accessesView PDFCite