IHPBI is an early indicator in consumer price analysis. When the increases, it results inflation. inflation occurs, Indonesia's economic stability begins to be disturbed, so order suppress inflation, government raises interest rates and when circulation of money decrease, prices goods services will return normal. This research see next 3 years through ARFIMA method multi-input intervention with...

Scrub typhus, an infectious disease caused by a bacterium transmitted “chigger” mites, constitutes public health problem in Thailand. Predicting epidemic peaks would allow implementing preventive measures locally. This study analyses the predictability of time series incidence scrub typhus aggregated at provincial level. After stationarizing series, evaluation Hurst exponents indicates province...

The scientific community still struggles to understand the magnitude of worldwide infections and deaths induced by COVID-19, partly ignoring financial consequences. In this paper, using autoregressive fractionally integrated moving average (ARFIMA)—general conditional heteroskedasticity (GARCH) model, we quantify show impact COVID-19 spread in Italy, utilizing data for stock market. Using infor...

This study estimates the effects of dual long memory property and structural breaks on persistence level six major cryptocurrency markets. We apply Bai Perron break test, Inclán Tiao’s iterated cumulative sum squares (ICSS) algorithm, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) model, with different distributions. The results show that characteriz...

Etkin piyasa, fiyatların rassal yürüyüş özelliğinden dolayı geçmişteki fiyat değişimlerini dikkate alarak gelecekteki tahmin edilemediği; böylece fiyatlarda uzun hafızanın olmadığı piyasadır. Bu çalışmada, portföy çeşitlendirmesi açısından öneme sahip olan İslami endekslerin piyasa etkinliği hafıza modelleriyle test edilmeye çalışılmıştır. BİST’te yer alan Katılım-30, Katılım-50 ve Model Portfö...