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7 results for “Non stationarity”
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Research ArticleOpen accessIn the keywordsNelson and Plosser Revisited: Evidence from Fractional ARIMA ModelsGuglielmo Maria Caporale, Luis A. Gil-AlanaIn this study fractionally integrated ARIMA (ARFIMA) models are estimated using an extended version of Nelson and Plosser[1]’s data set. The analysis employs[11]’s maximum likelihood procedure. Such a parametric approach requires the model to be correctly specified in order for the estimates to be consistent. A model-selection procedure based on diagnostic tests on the residuals, together with several likelihood criteria, … …American Journal of Applied Sciences, Vol. 2, Issue 4 · 30 Apr 2005 · 6,715 accessesView PDFCite
Research ArticleOpen accessIn the abstractXAI_MLPCNN: A Novel Explainable AI-Based Deep Learning Framework for Stress IdentificationFateh Bahadur Kunwar, Rakesh Kumar Yadav, Hitendra Singh, Nitin TripathiOver the past ten years, there has been a lot of emphasis focusedon the development of Artificial Intelligence (AI) and Machine Learning(ML)-based mental health treatments. To increase practitioners' and patients'trust in AI applications, AI systems need to explain their actions. This iscalled Explainable AI (XAI). While significant progress has been achievedin stress prediction models, XAI has not advanced as much. … …Journal of Computer Science, Vol. 21, Issue 5 · 6 May 2025 · 6,161 accessesView PDFCite
Research ArticleOpen accessIn the abstractMethod of Sliding Bearings Static Characteristics CalculationVladimir Nikolaevich Beschastnyh, Pavel Viktorovich BulatThe direct problem of researching the load capacity of segment gas-static bearing is being discussed. In calculation the movement of the shaft in the bearing is considered slow comparing than the rotational velocity. Vibrations and the influence of non-stationarity are neglected. The given geometry of the bearing and the pressure of lubrication supply in the gap between the bearing and … …American Journal of Applied Sciences, Vol. 11, Issue 11 · 7 Jan 2015 · 6,513 accessesView PDFCite
Research ArticleOpen accessIn the abstractDETERMINANTS OF COMMON FACTORS IN KOREAN BANKS’ CREDIT DEFAULT SWAP PREMIUMSSeungjun Lee, Jaewoon Koo, Youngsik KwakUsing the panel analysis of non-stationarity in idiosycratic and common component method, we decompose Credit Default Swap (CDS) premium data of 11Korean banks into common factors and idiosyncratic shocks. We find that the CDS premium of all 11 banks is mostly explained by one common factor. We also find that the common factor of the banks’ CDS premium is mainly … …American Journal of Economics and Business Administration, Vol. 6, Issue 3 · 8 Dec 2014 · 7,014 accessesView PDFCite
Research ArticleOpen accessIn the abstractEXPORTS, FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH: EMPIRICAL EVIDENCE FROM MALAYSIA (1971-2013)Muhammad Haseeb, Nira Hariyatie Hartani, Nor’ Aznin Abu Bakar et al.The main objective of this study is to empirically investigate the relationship between exports, Foreign Direct Investment (FDI) and the economic growth in Malaysia. Records of annual time series data from the year 1971 till 2013 have been utilized for this purpose. Upon testing the data for stationarity, the Auto Regressive Distributed Lag (ARDL) model has been applied for the … …American Journal of Applied Sciences, Vol. 11, Issue 6 · 15 Apr 2014 · 8,622 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 accessAll words, across the recordRevisiting 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