We forecast high resolution solar irradiance time series using an exponential smoothing state space (ESSS) model. To stationarize the irradiance data before applying linear time series models, we propose a novel Fourier trend model and compare the performance with other popular trend models using residual analysis and the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test. Using the opt...

This article deals with detection of nonconstant long memory parameter in time series. The null hypothesis presumes stationary or nonstationary time series with constant long memory parameter, typically an I(d) series with d > −.5. The alternative corresponds to an increase in persistence and includes in particular an abrupt or gradual change from I(d1) to I(d2), −.5 < d1 < d2. We discuss sever...

BACKGROUND AND PURPOSE Our aim was to confirm the clinical relationship between the Kurashiki Prehospital Stroke Scale (KPSS) scored by paramedics and favorable outcomes in patients with modified Rankin scale (mRS) scores of 0-1 assessed 3 months after symptom onset. METHODS We enrolled patients with acute stroke and transient ischemic attack showing symptoms on admission. Paramedics transfer...

This study takes into account the newly developed hybrid ARIMA-FIGARCH. We use daily price index of S&amp;P 500. The data employed for this was secondary in nature all variables and obtained from publications Central Bank Nigeria Bulletin, National Bureau Statistics, World Statistics Database, dated January 2005 to December 2020. Also, result Jarque-Bera test indicated that p-values were less t...

The aim of this work has been to develop a new method of variability description for the spontaneous pupillary fluctuation (SPF) signal, based on the time-frequency analysis. In the work we have studied the variability of the SPF signal spectrum. Based on the KPSS (Kwiatkowski, Philips, Schmidt, Shin) test, it has been shown that the SPF signal is non-stationary. A method of SPF signal variabil...

Economic and financial data often take the formof a collection of curves observed consecutively over time. Examples include, intraday price curves, yield and term structure curves, and intraday volatility curves. Such curves can be viewed as a time series of functions. A fundamental issue that must be addressed, before an attempt is made to statistically model such data, is whether these curves...

Streamflow processes of 12 rivers in western Europe are investigated for trend and nonstationarity in the full 100-year period in the 20 century. Trend analyses with Mann–Kendall test show that there is no trend in annual mean discharges. Only three annual maximum flow series exhibit significant trends (Rhine and Moselle, upward; Rhone, downward). There are two minimum flow series exhibiting si...

This paper sought to investigate the cointegration relationship between asymmetric information and equity returns. Previous literature has shown influences Assets returns but it is less known whether there exists a long run these variables. In this regard stationarity tests Johansen test were employed ascertain two Data composed of monthly transaction on 20 equities used in formulation NSE shar...

This paper develops a fully modified OLS estimator for cointegrating polynomial regressions, i.e. for regressions including deterministic variables, integrated processes and powers of integrated processes as explanatory variables and stationary errors. The errors are allowed to be serially correlated and the regressors are allowed to be endogenous. The paper thus extends the fully modified appr...