نتایج جستجو برای: seasonal unit root

تعداد نتایج: 588948  

Journal: :Tree physiology 2002
Sari Iivonen Elina Vapaavuori

We examined changes in nitrogen (N) net uptake and activity and amount of plasma membrane H+-ATPase (PM-ATPase) in roots of hydroponically cultured Scots pine (Pinus sylvestris L.) seedlings throughout a simulated second growing season. Seedlings were grown with low (0.25 mM N) or high (2.5 mM N) nutrient availability to determine whether root PM-ATPase is dependent on an external nutrient supp...

Journal: :The Stata Journal: Promoting communications on statistics and Stata 2016

Journal: Iranian Economic Review 2020

T his paper is to examine the mean reverting properties of inflation rates for Iran’s 25 provinces over the period from 1990:4 to 2017:7. To the end, we use various conventional univariate linear and non-linear unit root tests, as well as quantile unit root test by Koenker and Xiao (2004). Results of conventional unit root tests indicate that the null hypothesis of the unit root test...

Journal: :Tree physiology 2005
Mariko Norisada Masashi Hara Hisayoshi Yagi Takeshi Tange

In many temperate evergreen plant species, reductions in turgor loss point of leaves (Psi(tlp)) and leaf osmotic potential at full turgor (pi(sat)) occur from late summer to winter. To test the hypothesis that this seasonal change in leaf water relations is driven by root temperature, we manipulated the temperature of the roots and shoots of Cryptomeria japonica D. Don seedlings separately. Who...

افروزی, علی, زارع ابیانه, حمید,

Regarding the reliance of the agricultural and industrial sections and the drinking water on the groundwater resources in Hamadan province, the modeling and forecasting groundwater level fluctuations to utilize the resources is a basic necessity. One of the usual method in this way is the utilization of the time series models that give simply and clearly good short-term forecasts if the models ...

Journal: :Econometrica 2003

2004
Guglielmo Maria Caporale Luis A. Gil-Alana

In a recent paper, Yoon (2003) shows that the Stochastic Unit Root (STUR) model is closely related to long memory processes, and, in particular, that it is a special case of an I(d) process, with d = 1.5. In this paper we further examine this issue by using parametric and semiparametric techniques for modelling long memory. In particular, we extend the analysis by considering both non-normality...

Journal: :Computational Statistics & Data Analysis 2006
David I. Harvey Dick van Dijk

This paper presents a response surface analysis for the distributions of the popular tests for seasonal unit roots in quarterly observed time series variables developed by Hylleberg et al. (1990). Approximate asymptotic distributions are obtained, and response surface coefficients for 1%-, 5%and 10%-level critical values are reported, permitting simple computation of accurate critical values fo...

1999
JOON Y. PARK

We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends. A general methodology is developed to approximate asymptotic distributions for the models driven by integrated time series, and used to obtain asymptotic expansions for the Dickey–Fuller unit root tests. The second-order terms in ...

2008
Peter C. B. Phillips

Some limit properties for information based model selection criteria are given in the context of unit root evaluation and various assumptions about initial conditions. Allowing for a nonparametric short memory component, standard information criteria are shown to be weakly consistent for a unit root provided the penalty coefficient Cn ! 1 and Cn/n ! 0 as n ! 1. Strong consistency holds when Cn/...

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