This study evaluated factors influencing export performance of ginger (Zinbiger officinale) in Nigeria. Specifically, the research was designed to achieve following objectives: examine short run equilibrium relationships between test variables; evaluate long and determine linear – interdependence ginger. The variables under considerations were quantity officinale), exchange rate, interest ratio...

It is expected that the COVID-19 pandemic provides a significant impact on food price volatility in many products including sugar. The paper aims to analyze dynamic of sugar before covid (1st August – 2nd March 2020) and during outbreak (3rd 31th 2021) all provinces Indonesia by using t-test ARCH GARCH model. Based Augmented Dickey-Fuller analysis covid, prices were stationary at “first differe...

This paper provides a theoretical functional representation of the density function related to the DickeyFuller random variable. The approach is extended to cover the multivariate case in two special frameworks: the independence and the perfect correlation of the series. key words: Dickey-Fuller distribution, unit root JEL codes: C12, C16, C22

We focus on the testing of a unit root in the integer-valued autoregression of order one. Finite sample distributions for a Dickey-Fuller test of a random walk with drift with Poisson distributed and, hence, skewed errors are obtained by Monte Carlo simulation.  2001 Elsevier Science B.V. All rights reserved.

The purpose of this study is to investigate the relationship between macroeconomic variables and stock prices in Nepal Stock Exchange (NEPSE) Nepal. To find impact on price analytical research conducted. Secondary data were used considers annual several from 2001 2018. considered as dependent variable gross domestic product, exports, consumer index, money supply, exchange rate, foreign direct i...

Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit testing in the R package bootUR. The package's backbone is popular augmented Dickey-Fuller test paired union rejections principle, which can be performed directly on single or multiple (including panel) series. Accurate inference ensur...

This study explores the methods to de-trend smooth structural break processes while conducting unit root tests. The two most commonly applied approaches for modelling breaks namely transition and Fourier functions are considered. We perform a sequence of power comparisons among alternative tests that accommodate or sharp breaks. experiments demonstrate utilizing function lead unexpected results...

The study and forecast of climatic phenomena have progressed over time, but the huge knowledge with information gathered has aided in comprehending anticipating weather changes. goal this research was to look at some specific meteorological characteristics air temperature a number stations Osun State, Nigeria. Monthly rainfall, relative humidity, temperature, pressure, wind speed direction for ...

A lot of time series analysis in economics and nance is to determine whether a unit root and/or seasonal unit root is present in the data. These tests are usually based on unit root tests orginally developed by Dickey & Fuller(1981). Testing for the presence of a seasonal root has been considered by Dickey, Hasza & Fuller (1984). Li(1991) considered tests for the existence of a seasonal and a r...

Background: One of the most fundamental objectives of the macroeconomic policies is to realize the relationship between economic growth and inflation. According to some monetary policy advisors, inflation reflects erosion in consumer’s purchasing power. Inflation as an important economic variable, affect the economic growth and its impact on economic growth has been proposed in various theories...