this paper is about cointegration relation among price index in tehran stock exchange (tepix) and some of the macroeconomic variables, including consumer price index (cpi), exchange rate, housing starts and industrial utilization starts. we are looking for a relation and also the direction of the causal effects among above mentioned variables, using quarterly data from 1369 to 1377. avoiding sp...

In some areas of knowledge, we can find negative variables (ℝ-), to have a statistical model is crucial represent the phenomenon and explain it using other variables. This paper proposes regression analyze random reflected Weibull distribution. We developed RelDists package in R programming language implement proposed model. A Monte Carlo simulation study was conducted explore performance estim...