This paper considers VAR/VECM models for variables exhibiting cointegration and common features in the transitory components. While the presence of cointegration reduces the rank of the long-run multiplier matrix, other types of common features lead to rank reduction in the short-run dynamics. These common transitory components arise when linear combination of the first differenced variables in...

Food production in Nigeria has not matched with the rate of population growth leading to reduction national food independence and self-reliance. As a result, is facing serious insecurity. Therefore, this research examined impacts climate change on security Nigeria. Annual time-series (proxy index), annual rainfall, temperature, rate, urban agricultural land used from 1980 2019 were used. The Au...

Abstract Forecasting time series commonly shows non-stationer behavior and involves interrelated variables, so a method that able to obtain good forecasting result from non-stationary multivariate data is needed. Vector Error Correction Model (VECM) as one of model vector form restricted Autoregressive (VAR) for which has Cointegrity relationship. Prices agricultural commodities futures usually...

پایش دمای سطح زمین (LST)، که یکی از پارامترهای مهم زیست‌محیطی محسوب می‌شود، تا کنون با استفاده سنجنده‌های سنجش دوری دارای توان تفکیک زمانی بالا، همچون سنجندة مادیس (توان روزانه و مکانی یک کیلومتر)، به‌طور گسترده‌ای صورت گرفته است. مهم‌ترین مشکلات این سنجنده‌ها پایین‌بودن آنهاست کارآیی‌شان را، در مواردی شناخت آتش مناطق جنگلی مطالعة جزایر گرمایی شهری، محدود کرده مقابل، سنجنده‌هایی ASTER 90 متر شا...

This article offers a comparison of short-term forecasting ability of five demand systems with an application to U+S+ meat consumption+ Four static demand systems ~AIDS, Rotterdam, AIM, and DGM! and a dynamic Vector Error Correction Model ~VECM! are considered+ We tested the equality of mean square forecast errors+ We also investigated the possibility of forecast encompassing among competing mo...

Recently, we took part in a project with two local companies about the creation of a UML-based Model Driven rigorous method to develop VECM-based systems. VECM is a way to abstract from the details of different Enterprise Content Management (ECM) systems used within the same organization. This report details the experience made using our method to develop V-Protocol: a system able to protocol, ...