نتایج جستجو برای: augmented dickey fuller
تعداد نتایج: 55551 فیلتر نتایج به سال:
The aim of this research is to look at the relationship between economic growth and unemployment in Liberia from 2001 2019. To investigate association Gross Domestic Product (GDP), unit root test Augmented Dickey-Fuller (ADF) Co-integration were used. Auto Regressive Distribution Lag (ARDL) bounds used decide if variables have a long run linkage. ARDL model findings indicate that there no long-...
This paper examines the impact of government expenditure on the Nigerian economy for the period 1983 - 2012. The government expenditure components used as the explanatory variables in the model are: expenditures on Health, Education, Defense, Agriculture and Transportation and Communication. The Gross Domestic Product (GDP) was used as a parameter for measuring economic growth. In order to esta...
Abstract The correlation between savings and economic growth has been the subject of research for some well-known economists. This study provides further insight on such by examining case Kosovo from both a qualitative quantitative methodology. data used was 2010 to 2017 analyzed using augmented Dickey-Fuller tests, Johansen cointegration Ganger causality test. test unit root confirms stationar...
Abstract. We analyze the statistical properties of nonparametrically estimated functions in a functional-coefficient model if the data has a unit root. We show that the estimated function converges at a faster rate than under the stationary case. However, the estimator has a mixed normal distribution so that point-wise confidence intervals are calculated using the usual normal distribution theo...
This paper proposes a simple direct testing procedure to distinguish a linear unit root process from a globally stationary three-regime self-exciting threshold autoregressive process. We derive the asymptotic null distribution of the Wald statistic, and show that it does not depend on unknown fixed threshold values. Monte Carlo evidence clearly indicates that the exponential average of the Wald...
This study aims to examine the short-term and long-term relationship between WTI oil prices renewable energy production considering U.S. crude production, world prices, other domestic global factors. We employ several time-series analysis techniques, including augmented Dickey-Fuller test Phillips-Perron for unit roots; is examined using fully modified OLS (FMOLS) Park’s canonical cointegration...
An empirical study of peach supply response to own-price and yield in Colombia using time series data from 2000 2018 was undertaken. A quantitative, correlational non-experimental research design selected the Johansen´s co-integration as well vector error correction framework were employed. The Augmented Dickey-Fuller test showed that integrated order one confirmed existence a long-term relatio...
Globally, carbon dioxide (CO2) emission is a significant element of environmental pollution because corrupt economic activities that requires regulators’ focus and researchers’ emphasis. Hence, the current research evaluates growth on CO2 emissions in Chinese economy. The article has taken six factors board along with sustainable innovation to predict emissions. Secondary data, this regard, bee...
The Covid-19 pandemic has had numerous detrimental effects on Indonesia's economy. One is a rising unemployment rate due to slowing economy, resulting in fewer employment prospects. This study aims forecast the Indonesia between 2023 and 2025, explicitly following pandemic. research utilises time series data for period 2005 2022. Augmented Dickey-Fuller (ADF) test indicates that are stationary ...
This quantitative research aims to analyze the long-run relationship and causality between economic development, tourism, other macroeconomic variables in context of Sao Tome Principe (STP). First, Augmented Dickey Fuller (ADF) Phillips Perron (PP) unit root test is applied, followed by Johansen cointegration Vector Error Correction Model (VECM). Gross domestic product (GDP), tourism receipts (...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید