The objective of this study was to model seasonal behavior of broiler price in Iran that can be used to forecast the monthly broiler prices. In this context, the periodic autoregressive (PAR), the seasonal integrated models, and the Box-Jenkins (SARIMA) models were used as the primary nominates for the forecasting model. It was shown that the PAR (q) model could not be considered as an appropri...

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...

This paper deals with nonstationary autoregressive (AR) models with complex roots on the unit circle. We examine the asymptotic properties of the least squares estimators (LSEs) in the model. We also extend the model to the case where the error term follows a stationary linear process. We show that the limiting distribution of the LSE of the unit root parameter has a property comparable to that...

UNIT ROOT TESTING has been developed through numerous papers since the work of Ž . Dickey and Fuller 1979 . The idea is to test the hypothesis that the differences of an observed time series do not depend on its levels, or in other words, the levels of the time series have a unit root that can be removed by differencing. While it is in general possible to have multiple unit roots, only the hypo...

In the context of regression-based (quarterly) seasonal unit root tests, we examine the impact of initial conditions (one for each quarter) of the process on test power. We investigate the behaviour of the OLS detrended HEGY seasonal unit root tests of Hylleberg et al. (1990) and the corresponding quasi-differenced (QD) detrended tests of Rodrigues and Taylor (2007), when the initial conditions...

Endogenous variables in structural models of agricultural commodity markets are typically treated as stationary. Yet, tests for unit roots have rather frequently implied that commodity prices are not stationary. This seeming inconsistency is investigated by focusing on alternative specifications of unit root tests. We apply various specifications to Illinois farm prices of corn, soybeans, barro...

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...

This paper deals with the analysis of the number of tourists travelling to the Canary Islands by means of using different seasonal statistical models. Deterministic and stochastic seasonality is considered. For the latter case, we employ seasonal unit roots and seasonally fractionally integrated models. As a final approach, we also employ a model with possibly different orders of integration at...