نتایج جستجو برای: augmented dickey fuller
تعداد نتایج: 55551 فیلتر نتایج به سال:
The prices are controlled, guide and determine level of consumption, production, decisions the market over time, form places in market-driven economy. Therefore, integration agricultural commodities is deeply investigated which added valuable evidence regarding mechanism modification justified government intervention. Morover, this paper was estimated provincial banana markets Pakistan by using...
Czech farm-land had enjoyed considerable growth in value from 2008 to 2019. This paper identifies the main determinants of agricultural land prices variations and how these are influenced by urbanization, lease payments, subsidies. These three factors were thoroughly examined for existence a unit root using Augmented Dickey Fuller Test. The long-run relationship between elements was estimated c...
We analyze the extent of comovement between daily price returns nine major cryptocurrencies from April 2013 to February 2021. assess its evolution using bivariate and multivariate modeling approaches, detect pronounced time variation. Generally, is initially low positive, but increases substantially early 2017 late 2018 stays high until end sample. then adopt a right-tail version Augmented Dick...
This study has investigated the impact of gender inequality and environmental degradation on human well-being in case Pakistan from 1980 to 2019. Augmented Dickey-Fuller unit root test is used for stationarity variables. The Autoregressive Distributed Lag Model (ARDL) co-integration among variables model. results show that a negative significant Pakistan, while equality encourages well-being. c...
This study examines the persistence and long-term correlation of monthly seasonal rainfall time series Kırşehir for period 1960-2019, with widely used Hurst exponent Detrended Fluctuation Analysis (DFA) analyses. Both DFA analyses could be to detect memory that can assessed as a reference predictability. To support results Augmented Dickey Fuller Mann-Kendall tests also applied series. Within v...
The forecasting using the multi-layered neural network model is one of methods used recently in forecasting, especially climate forecasts for certain regions, because its accuracy which sometimes reaches levels close to real collected data. In this research, daily temperatures Iraq were predicted, by taking data from Iraqi Meteorological Authority (228) observations, represent Karbala Governora...
this paper examines the impact of government expenditure on the nigerian economy for the period 1983 - 2012. the government expenditure components used as the explanatory variables in the model are: expenditures on health, education, defense, agriculture and transportation and communication. the gross domestic product (gdp) was used as a parameter for measuring economic growth. in order to esta...
The paper aimed to assess the effect of government size and composition public spending on education economic growth in USA. This study is quantitative which data has been gathered from World Data Bank for past 60 years 1960 2019. variables were considered include size, GDP growth, Inflation, FDI, (Current US$), Education expenditure GEE as % concerning In terms analysis, Augmented Dickey-Fulle...
The aim of the paper is to evaluate impact novel COVID-19 on returns and volatility Indian stock markets with special reference equity investment strategies Bombay Stock Exchange. For purpose evaluating impact, study has applied GARCH) research considered a time frame from March, 2015 January, 2021. Prior implementing GARCH model, pre-estimation tests i.e., Augmented Dickey-Fuller ARCH-Lagrange...
Since most of the financial crisis caused by bursting bubble assets, investigation behaviors and early detection for prevention adverse economic consequences is important. This paper investigates whether multiple price bubbles exist in USDKZT exchange rate on basis a recursive right tailed Generalized Supremum Augmented Dickey Fuller Test (GSADF) developed Phillips, Shi Yu (2015), as well to de...
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