نتایج جستجو برای: test of unit root
تعداد نتایج: 21234554 فیلتر نتایج به سال:
This paper considers the test of a unit root in transitional autoregressive models. In particular, we develop the asymptotic theory of the inf-t test for the null hypothesis of a unit root in a wide class of nonlinear autoregressive models having parameters that are identified only under the alternative of stationarity. Our framework is very general and allows for virtually all potentially inte...
Recently, Diebold and Kilian [Unit root tests are useful for selecting forecasting models, Journal of Business and Economic Statistics 18, 265-273, 2007] and Niwitpong [Effect of Preliminary unit roots on predictors for an unknown mean AR(1) process, Thailand Statistician 7, 71-79, 2009] indicated that the preciseness of a predictor for an AR(1) process can be increased by using the preliminary...
this research was conducted to examine the effect of a concurrent training on rest level of leptin of plasma and some hormonal factors in non-athlete subjects. the research population included non-athlete men who didn’t participate in any organized sport activities. 30 men were chosen voluntarily among the above-mentioned population and were divided into 2 groups: experimental (15 subjects) an...
abstract previous researches have shown success of growth hormones usage on flower production increase, pod and prevention of abscission of them in some of the pulses. two tests were done, in order to find out the effects of growth hormones to on flower production increase, pod and chick pea yield composites in farmer conditions (2010-11) and green house conditions as factorial on the proje...
abstract the present study tried to investigate the effect of visual aids (films) on the development of the speech act of disagreement among iranian efl intermediate learners. to this end, the researcher selected 40 homogeneous intermediate learners based on their scores on oxford placement test. .the subjects then divided into control group and experimental group. both classes were tested by ...
agriculture as one of the major economic sectors of iran, has an important role in gross domestic production by providing about 14% of gdp. this study attempts to forecast the value of the agriculture gdp using periodic autoregressive model (par), as the new seasonal time series techniques. to address this aim, the quarterly data were collected from march 1988 to july 1989. the collected data w...
A Monte Carlo experiment is used to examine the size and power properties of alternative Bayesian tests for unit roots. Four different prior distributions for the root that is potentially unity – a uniform prior and priors attributable to Jeffreys, Lubrano, and Berger and Yang – are used in conjunction with two testing procedures: a credible interval test and a Bayes factor test. Two extensions...
the study of air infiltration into the buildings is important from several perspectives that may be noted to energy and design of hvac systems, indoor air quality and thermal comfort and design of smoke control systems. given the importance of this issue, an experimental and numerical study of air infiltration through conventional doors and windows has been explored in iran. to this end, at fir...
one of the most important goals for increasing recognition and treatment revenue is transmitting vital data to medical care team, more quickly. nowadays, use of new technologies for transmitting data will deploy more and more daily. in this article, for transmitting electrocardiogram, first we code the signal into a suite of codes, then we will use bluetooth technology to transmit data from off...
heuristics are often used to provide solutions for flow shop scheduling problems.the performance of a heuristic is usually judged by comparing solutions and run times on test cases.this investigation proposes an analytical alternative ,called asymptotic convergence ,which tests the convergence of the heuristic to a lower bound as problem size grows. the test is a stronger variation of worst cas...
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