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11 results for “Stationarity”
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Research ArticleOpen accessEvery word in the titleStationarity and Cointegration between Health Care Expenditure and GDP for JordanRasha M.S. Istaiteyeh, Mohd Tahir IsmailThis paper explores the Granger-causality relationship between real GDP per capita and real health care expenditure per capita for Jordan during 1995 through 2013. The findings point out that the dominant type of Granger-causality is unidirectional. Furthermore, income elasticity of health expenditure is less than 1, which means that health care is a necessary good in Jordan. To this end, … …American Journal of Applied Sciences, Vol. 14, Issue 7 · 22 Jun 2017 · 7,820 accessesView PDFCite
Research ArticleOpen accessIn the keywordsStatistical 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
Research ArticleOpen accessIn the keywordsCredit Market Development and Economic Growth an Empirical Analysis for United KingdomAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between credit market development and economic growth for UK for the period 1975-2007 using a Vector Error Correction Model (VECM). Questions were raised whether economic growth spurs credit market development taking into account the negative effect of inflation rate on credit market development. This study aimed to investigate the short-run and the … …American Journal of Economics and Business Administration, Vol. 3, Issue 3 · 29 Nov 2011 · 7,238 accessesView PDFCite
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 keywordsRevisiting 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
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
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 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