نتایج جستجو برای: kpss stationary test

تعداد نتایج: 866007  

حسن زاده, جعفر, مرادی نظر, مهدی, نجفی, فرید,

The time series is a collection of observation data that are arranged according to time. The main purpose of setting up a time series is to predict future values. The first step in time series data is graphed. Using graphs can provide general information such as uptrend or downtrend, seasonal patterns, periodic presence, and outliers in time series graphs. After graphing the data, if a good for...

Journal: :Systematic biology 2011
Vivek Jayaswal Lars S Jermiin Leon Poladian John Robinson

The general Markov model (GMM) of nucleotide substitution does not assume the evolutionary process to be stationary, reversible, or homogeneous. The GMM can be simplified by assuming the evolutionary process to be stationary. A stationary GMM is appropriate for analyses of phylogenetic data sets that are compositionally homogeneous; a data set is considered to be compositionally homogeneous if ...

2012
Hsu-Ling Chang Chi-Wei Su Meng-Nan Zhu

The main goal of the paper is to investigate whether real GDP follows a trend stationary or a different stationary process. Our hypothesis is that real output is characterized by a non-linear mean reverting process. It is flexible Fourier stationary unit root test proposed by Enders and Lee (2004, 2009) to assess the nonstationary properties of the real GDP per capita that has been applied for ...

1999
Patrick Stanley Jack Terry

This paper presents some measurements supporting the spectral compatibililty of a T1.413 FDD PSD mask compliant non-stationary service with a DMT service that is using bit swapping. EtherLoop technology modems use a Spectrum Manager function to monitor the line between bursts, and upon detecting significant coupling with an ADSL type service, switch to a safe mode of operation [1]. This safe mo...

2014
Wen-Chi Liu

This paper aims to examine whether a bubble is present in the housing market of China. Thus, we use the housing price-to-income ratios and housing price-to-rent ratios of 35 cities from 1998 to 2010. The methods of the panel KSS unit root test with a Fourier function and the SPSM process are likewise used. The panel KSS unit root test with a Fourier function considers the problem of non-lineari...

2012
Yacine Aït-Sahalia Joon Y. Park

We analyze in this paper the asymptotic behavior of the specification test of Aït-Sahalia (1996) for the stationary density of a diffusion process, but when the diffusion is not stationary. We consider integrated and explosive processes, as well as nearly integrated ones in the spirit of the local to unity analysis in classical unit root theory. We find that the behavior of the test predicted b...

Journal: :JOURNAL OF THE JAPAN SOCIETY FOR AERONAUTICAL AND SPACE SCIENCES 2007

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