نتایج جستجو برای: johansens co integration technique
تعداد نتایج: 1131831 فیلتر نتایج به سال:
The possibility offered by the current technology to collect and store data sets regarding public places located on Earth globe is posing new challenges, as far integration of these concerned. Analysts usually need perform such an from scratch, without performing complex long preprocessing or data-cleaning tasks, well training activities that require tedious labeling data; furthermore, analysts...
A Tool Integration Approach for Architectural Exploration of Aircraft EPS with Ptolemy II / Metro II
For emerging safety-critical systems, novel design methodologies are becoming necessary to cope with early stage design validation, performance and timing prediction, and design space exploration. In this paper, we propose a tool integration technique for architectural exploration of an aircraft electric power system (EPS) controller using Ptolemy II and Metro II to satisfy requirements imposed...
This paper examines the behavior of forecasts made from a co-integrated system as introduced by Granger (1981), Granger and Weiss (1983) and Engle and Granger (1987). It is established that a multi-step forecast will satisfy the co-integrating relation exactly and that this particular linear combination of forecasts will have a finite limiting forecast error variance. A simulation study compare...
This work considers the numerical optimization of constrained batch and semi-batch processes, for which direct as well as indirect methods exist. Direct methods are often the methods of choice, but they exhibit certain limitations related to the compromise between feasibility and computational burden. Indirect methods, such as Pontryagin’s Minimum Principle (PMP), reformulate the optimization p...
Developmental instability is used commonly to assess environmental conditions, but it is frequently observed that some traits, individuals, and species are better indicators of environmental stress than others. Herein we addressed the mechanisms behind this variation by examining stress-induced developmental instability in three coexisting species of soricid shrews. We examined jaw development ...
Globalization and growth-maximizing governments may cause countries to converge towards a similar composition of government expenditures. These convergent forces may be even more intensive in the case of EU Member States engaged in the European integration process. The results obtained, through calculation of a constructed dissimilarity index and by adapting the usual indicators of convergence ...
Remittances have emerged as a vital player in the balance of Payments different countries and are pivotal for stability external sector developing such Pakistan. This study analyses macroeconomic determinants remittances well comparative skilled unskilled workers to draw clearer picture current state composition remittances. The makes use Johansen’s co-integration technique check existence long...
investigation of long run space integration (si) and convergence in agricultural market is very important, because it shows that price differenc of integrated markets is equal to marketing cost in long run and there are the law of one price (lop) in these markets. in this study, si and lop in bony fish market in mazandaran and guilan provinces are investigated. therefore, markets of kutum, carp...
Article history: Received 25 April 2012 Received in revised form 13 August 2013 Accepted 14 August 2013 Available online 27 August 2013 While paying careful attention to the stochastic properties of income process, this paper tests the joint rational expectation and permanent income hypothesis (RE/PIH) to clarify how and to what degree financial integration delinks national income and consumpti...
This paper considers an implication of the idea that proposals for integrated care for older people should start from a focus on the patient, consider co-production solutions to the problems of care fragmentation, and be at a system-wide, cross-organisational level. It follows that the analysis, design and therefore evaluation of integrated care projects should be based upon the journeys which ...
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