نتایج جستجو برای: nonlinear dickey fuller ndf test

تعداد نتایج: 1025565  

Journal: :Nigerian Journal of Technological Development 2022

The study and forecast of climatic phenomena have progressed over time, but the huge knowledge with information gathered has aided in comprehending anticipating weather changes. goal this research was to look at some specific meteorological characteristics air temperature a number stations Osun State, Nigeria. Monthly rainfall, relative humidity, temperature, pressure, wind speed direction for ...

Journal: :Asian Journal of Probability and Statistics 2021

The Sarima model is used in this study to forecast the monthly temperature Ghana's northern region. researchers data from January 1990 December 2020. was found be stationary using Augmented Dickey Fuller (ADF) test. ACF and PACF plots proposed six SARIMA models: (1,0,0) (12), (2,0,0) (1,0,1) (0,0,1) (12). best chosen based on lowest Akaike Information Criteria (AICs) Bayesian (BIC) values. Ljun...

Journal: :Frontiers in Energy Research 2021

Growing energy demand but stagnant production followed by volatile exchange rate leads Pakistan to imbalances and potential economic contraction. Yet, studies on sectoral imports are limited inconclusive without accessing the asymmetric effect of currency fluctuations. We examine impacts Pakistani rupee volatility monthly based nonlinear autoregressive distributed lag (NARDL) estimations. Augme...

Journal: :Forests 2023

Wild mushroom foraging has a long tradition in Central European countries. Protein from wild mushrooms is an important part of diets and served historically as meat protein substitute. In view climate change, this source may become scarce. This study investigated the effects temperature precipitation on using Dickey–Fuller test ordinary least squares method. The results Czech Republic show that...

Journal: :International journal of advanced research 2021

Despite the management of interest rates by monetary policy authorities over these years, performance capital market has not been impressive in Nigeria. The study analyzed memory response to announcement used rate, and deposit rate as against capitalization. sourced data from Central Bank Nigeria Statistical Bulletin between 1985 2020. adopted Augmented Dickey-Fuller, Autoregressive Distributed...

Journal: :management studies and economic systems 2015
charles odinakachi njoku emmanuel ezeji chigbu a.b.c. akujuobi

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...

Journal: :International journal of multidisciplinary research and analysis 2022

This study examines the impact of government expenditure on economic growth in Nigeria using time series data spanning from 1980-2020. Variables used includes real gdp, final consumption and population rate. Augmented Dickey Fuller Philips-Perron unit root test for stationary variable, Johansen Co integration, Vector Error Correction Granger Causality tests were estimated. co integration result...

Journal: :Technology and Investment 2023

This study was aimed at examining the effect of population on economic growth in Uganda from 2000 to 2020. Specifically, objectives were to; examine Effect age dependency ratio Uganda, establish total fertility rate and assess enrollment primary schools Uganda. A longitudinal design used increase years 2020 relevant data sourced World Bank Development Indicators database. Augmented Dickey Fulle...

Journal: :Hitit Sosyal Bilimler Dergisi 2021

This study explores the bubble behavior in prices of top five cryptocurrencies (i.e., Bitcoin, Ethereum, Ripple, Stellar, and Tether) using daily data closing level at COVID-19 pandemic, covering period from January 2, 2020 to 2021. The testing procedure selected is investigated by two methodologies. Those covers test statistics originated Supremum Augmented Dickey-Fuller (SADF) (Phillips et al...

Journal: :International journal of academic research in business & social sciences 2022

The economic dimension has revealed that weak growth is one of the causes unemployment and related to GDP. Forecasting rate essential an important determinant monetary policy decisions needs be addressed. This study conducted identify whether novel coronavirus 2019, COVID-19 affects Malaysia’s forecast for next two years. Box-Jenkins approach uses Augmented Dickey-Fuller test stabilize data. Af...

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