نتایج جستجو برای: stationary test

تعداد نتایج: 865883  

Journal: :international journal of agricultural management and development 2014
zabiholah gholami

rice comes second after wheat in iran`s food consumption economy. however iran is one of the greatest rice importer countries all over the world because of its rising population and recent growth in gdp. this paper presents an analysis of cointegration test between rice import and it`s economic factors over the period 1990-2011, employing engle-granger model. at first, dickey-fuller test shows ...

Journal: :international journal of agricultural management and development 0
zabiholah gholami department of economics, islamic azad university, qaemshahr branch

rice comes second after wheat in iran`s food consumption economy. however iran is one of the greatest rice importer countries all over the world because of its rising population and recent growth in gdp. this paper presents an analysis of cointegration test between rice import and it`s economic factors over the period 1990-2011, employing engle-granger model. at first, dickey-fuller test shows ...

2005
Andrés M. Alonso Elizabeth A. Maharaj

In this paper we propose a procedure based on the subsampling techniques for the comparison of stationary time series that are not necessarily independent. We study a test based on the Euclidean distance between the autocorrelation functions of two series. Consistency of the proposed method is established. We present a Monte Carlo study with the size and the power of the proposed test.

Journal: :Journal of Computational and Applied Mathematics 1990

Journal: :bulletin of the iranian mathematical society 2015
y. huang

based on some stationary periodic solutions and stationary soliton solutions, one studies the general solution for the relative lax system, and a number of exact solutions to the korteweg-de vries (kdv) equation are first constructed by the known darboux transformation, these solutions include double and triple singular periodic solutions as well as singular soliton solutions whose amplitude de...

Journal: :Springer proceedings in mathematics & statistics 2021

We propose a new family of relaxation schemes for mathematical programs with complementarity constraints. discuss the properties sequence relaxed non-linear as well stationary limiting points. A sub-family our has desired property converging to an M-stationary point. stronger convergence result is also proved in affine case. comprehensive numerical comparison between existing methods performed ...

Omid Ranjbar, Zahra Elmi

Abstract In this paper, income per capita convergence hypothesis is tested in selected OIC countries. For this purpose, we use the time series model and univariate KPSS stationary test with multiple structural breaks (Carrion-i-Silvestre et al. (2005)) over the period 1950-2008. The results show that most OIC countries could not catch up toward USA. Although because of some positive term of tra...

ژورنال: :پژوهشنامه اقتصاد کلان 2012
محمود یحیی زاده فر شهاب الدین شمس معصومه حسینی دل دوست

تحقیق حاضر ارتباط بین خصوصی سازی و نقد شوندگی سهام در بورس اوراق بهادار تهران را با استفاده از روش حداقل مربعات معمولی در بازه زمانی ابتدای سال 1382 تا انتهای سال 1387 بطور ماهانه  مورد بررسی قرار می دهد. پایایی[1] متغیرهای الگو قبل از برآورد الگو مورد بررسی قرارگرفت که برای این منظور از آزمون ریشه واحد[2]  و دیکی-فولر تعمیم یافته[3](adf) استفاده شده است. نتایج این تحقیق  نشان می دهد که رابطه م...

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