The present study explores the impacts of foreign capital inflows in terms of external debt, foreign direct investment and worker’s remittances on domestic investment in Pakistan economy for the period of 1972-2007. Since the study utilizes the time series data of the sample period so augmented Dickey-Fuller unit root test has been employed to find out each of the time series variables to be st...

A new resampling procedure, the continuous-path block bootstrap, is proposed in the context of testing for integrated (unit root) time series. The continuous-path block bootstrap (CBB) is a nonparametric procedure that successfully generates unit root integrated pseudo time series retaining the important characteristics of the data, e.g., the dependence structure of the stationary process drivi...

This paper examines co-integration and the causal relationship between Foreign Direct Investment (FDI) and the economic output or Gross Domestic Product (GDP) in the both short and long run of Bangladesh, Pakistan and India over the period of 1972-2008. Three econometric models, viz. Augmented Dickey-Fuller (ADF) test, Engle-Granger two-step co-integration test, Vector error correction mechanis...

This work aims to forecast gold prices for future dates using FBprophet and Linear Regression. For predicting the price Regression with a sample size of 140, time series analysis was suggested. The Dickey-Fuller test extracts seasonality (non-stationary) data converts it static data. accuracy FBProphet is 97.2 percent, compared 85.6 percent linear regression. Compared regression, tends do subst...

This study used an ECM to analyze the determinants of agricultural land expansion in Nigeria. Results show that at first differencing, Augmented Dickey Fuller test indicated stationarity for all the variables (p< 0.05) and there were 7 cointegrating vectors using Johansen test. The dynamic unrestricted short-run parameters of permanent cropland growth rates (68.62), agricultural production inde...

The purpose of this study was to empirically investigate the interactions between various taxes and GDP, and to detect whether taxes function as an automatic stabilizer in Turkey. Firstly, When using a time series unit-root test as proposed by Dickey-Fuller (1979), econometric findings revealed that taxes and level of GDP are not static. Secondly, upon employing cointegration designed by Johans...

The aim of this study is to determine the relationship between Azerbaijan`s traditional energy production, renewable production and unemployment rates. While performing analysis, it was first tested whether data were stationary or not. stabilized by using Augmented Dickey–Fuller test (ADF). After making stationary, VAR model established, appropriate lag lengths determined. analyzed Granger Caus...

This study evaluated factors influencing export performance of ginger (Zinbiger officinale) in Nigeria. Specifically, the research was designed to achieve following objectives: examine short run equilibrium relationships between test variables; evaluate long and determine linear – interdependence ginger. The variables under considerations were quantity officinale), exchange rate, interest ratio...

The main objective of this study is to determine the relationship between carbon dioxide emissions with other variables such as economic growth, energy consumption, population and gross capital formation in case Philippines set during period 1976 2014. This paper employs various econometric techniques: Augmented Dickey-Fuller unit root test, Johansen Cointegration Ordinary Least Squares (OLS) e...