The objective of this paper is to investigate the long-run and short-run relationships among tourist arrivals to Malaysia and tourism price, substitute price, travelling cost, income and exchange rate for Asian7. The autoregressive distributed lag (ARDL) bounds test approach developed by Pesaran et al. (2001) is employed in the analysis, and the data cover the period 1970 to 2004. The empirical...

Model selection is a critical aspect of subset autoregressive moving-average (ARMA) modelling. This is commonly done by subset selection methods, which may be computationally intensive and even impractical when the true ARMA orders of the underlying model are high. On the other hand, automatic variable selection methods based on regularization do not directly apply to this problem because the i...

The objective of this study is to identify the impact trade liberalization on economic growth in Japan. Annual data are utilized from 1985 2016 via Autoregressive Distributed Lag Model (ARDL) Cointegration test and Vector Error Correction (VECM) based Granger causality. findings unit root tests revealed that all variables mixed results whereby they integrated at I(0) I(1) could proceed ARDL tes...

We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided for stationarity of such models. We also study estimation of the proposed model using P-splines, hypothesis testing, asymptotics, selection of the or...

Over the last 150 years, human manual reaction times (RTs) have been recorded countless times. Yet, our understanding of them remains remarkably poor. RTs are highly variable with positively skewed frequency distributions, often modeled as an inverse Gaussian distribution reflecting a stochastic rise to threshold (diffusion process). However, latency distributions of saccades are very close to ...

iran is one of the most concentrated areas of afghan migrants and refugees. most afghans dispersed throughout the country mixed with iranian households. the majority of afghan immigrants are typically unskilled and illegal workers. this study aims at investigating the nature of the causal relationship between afghan immigrants and two main labor market indicators, average wages and unemployment...

Climate change has adverse effect on agricultural production in developing countries, especially those with low incomes and a high rate of hunger poverty. Although the sector will be costly to adapt climate change, it is essential achieving food security. This study aims analysis impact agriculture adaptation mechanisms Egypt during period (1980:2018) using Autoregressive Distributed Lags Model...

The concept of forecasting asthma using humans as animal sentinels is uncommon. This study explores the plausibility of predicting future asthma daily admissions using retrospective data in London (2005-2006). Negative binomial regressions were used in modeling; allowing the non-contiguous autoregressive components. Selected lags were based on partial autocorrelation function (PACF) plot with a...