Univariate autoregressive (AR) models can be extended to the multivariate case to study dynamic interrelationships among several variables, all viewed as endogenous. The resulting vector autoregression (V AR) models describe the evolution over time of a vector of n variables yt = (y1t y2t...ynt)0 as a function of its past realizations yt−1,yt−2, ... and a vector of stochastic terms ut = (u1t u2...

This study aims to find the existence of a long-term relationship between subsidized energy, population, inflation, economic growth, and consumption electrical energy in Indonesia for period 1987-2018. In order analyse long run relationship, this research was conducted using Autoregressive Distributed Lag (ARDL) model. focused on subsidy, considering that is one four countries still apply energ...

In this work, autoregressive switching-Markov models (ARHMM) are applied to the dengue fever epidemics (DF) in La Havana (Cuba). This technique allows to model time series which are controlled by some unobserved process and finite time lags. A first experiment with real data of dengue is performed in order to obtain the characterization of different stages of the epidemics. The aim of this work...

OBJECTIVE Injury is currently an increasing public health problem in China. Reducing the loss due to injuries has become a main priority of public health policies. Early warning of injury mortality based on surveillance information is essential for reducing or controlling the disease burden of injuries. We conducted this study to find the possibility of applying autoregressive integrated moving...

The purpose of this study was to examine relations between actual prices indices and macroeconomic factors for domestic knowledge industry centers. A repeat sales model used analyze the on basis data calculate quarterly centers from 2011 2022. Then analysis verified by autoregressive distributed lag (ARDL) ARDL error-correction (ARDL-ECM). main results are as follows. Firstly, in Seoul reached ...

The purpose of this study is to identify characteristics and determinants for maintenance fees paid with rent from the complex perspective costs profits in domestic prime office rental markets. analysis targeted buildings Seoul dealt 86 time-series data 1Q 2000 2Q 2021 on a quarterly basis. In order empirically testify, methodology adopted both Autoregressive Distributed Lag (ARDL) Error- Corre...

This study analyses some political factors determining budget deficit in Pakistan. It examines the short and long-run relationship between the Budget deficit, democracy and cabinet size for Pakistan’s economy. The bounds testing approach to co-integration and (ECM) error-correction models, developed within an autoregressive distributed lag (ARDL) framework is applied to annual data for the peri...

This paper has investigated the impact of food production, school enrollment, inflation, population growth, per capita income and CO2 emissions on life expectancy for Sultanate of Oman. Time series data is used from 1970 to 2012. For examining the cointegration among the variables Autoregressive distributed (ARDL) lag approach is used. The estimated results reveal that food production, school e...