Augmented Dickey-Fuller (ADF)
Lag Order and Critical Values of the Augmented Dickey Fuller Test: A Replication
... Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication Kulaksizoglu, Tamer... No constant or trend 5% test.[r] ...
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Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller
... The study investigated the existence of a price bubble in selected key ASEAN exports i.e. rice, rubber and palm oil. Using the generalized supremum augmented Dickey-Fuller (GSADF), results reveal ...
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ASSESSING INSTABILITY IN TRANSITION COUNTRIES USING PERRON’S MODIFIED AUGMENTED DICKEY-FULLER TEST
... GDP growth patterns of transition economies are characterised by many turns from positive to negative average growth rates caused by various changes they have experienced in the course of transition from planned to ...
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Do migrant remittances matter for financial development in Kenya?
... 2SLS: Two stage least squares; ACC: Number of bank accounts; ADF: Augmented Dickey Fuller; AML/CFT: Anti-Money Laundering/Countering Financing of Terrorism; ARDL: Autoregressive distribu[r] ...
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Dynamics of Monetary Policy and Output Nexus in Nigeria
... The Augmented Dickey-Fuller (ADF) unit root test is used to examine the properties of the time series variables and to determine the order of ...
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Population and economic development in Sarawak, Malaysia
... the augmented Dickey-Fuller (ADF) unit root test, is employed for this ...purpose. Dickey and Fuller (1981) suggested a unit root test based on the following regression ...
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An Attempt to Develop a Suitable Model for Forecasting Bank Credit in Pakistan
... As in this study an attempt has been made to develop a suitable time series econometric model for the forecasting of the credit to private sector data, in Pakistan. The relevant data has been obtained from the website of ...
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Oil Price Volatility and its Consequences on the Growth of the Nigerian Economy: An Examination (1970-2010)
... As a first step the Augmented Dickey Fuller (ADF) test showed that six of the seven variables used in the study namely; oil price volatility, real GDP, real government expenditure[r] ...
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Jointly testing linearity and nonstationarity within threshold autoregressions
... an Augmented Dickey Fuller (ADF) regression Caner and Hansen (2001) developed two key tests for detecting the presence of threshold effects when the underlying variable contains a unit root under the ...
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The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes
... the augmented Dickey-Fuller (ADF) (Dickey and Fuller, 1979) and the Philips-Perron (PP) (Philips and Perron, 1988) unit root tests were applied on the prices and SIV series, both in ...
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Modelling Trade Liberalisation Poverty Nexus for Ghana
... Stationarity properties of the variables (poverty incidence, and trade liberalisation) were examined using the augmented Dickey-Fuller (ADF) unit root test procedure and the Kwiatkowski – Phillips – ...
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Is Pharmaceuticals Industry Efficient? Evidence from Dhaka Stock Exchange
... the augmented dickey-fuller (ADF) test are showing inverse result with its all three equations suggesting the weak form efficiency of the Pharmaceuticals stock ...
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Simultaneity of Crime Incidence in Mindanao
... immediate analysis would lead to spurious analysis (Tamayo, 2016; Baumohl & Lyocsa, 2009). Moreover, there is the need for testing for unit root because regression results would all be fabricated when non-stationary ...
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Spatial and temporal relationships between human and canine visceral leishmaniases in Belo Horizonte, Minas Gerais, 2006–2013
... Abbreviations ADF: Augmented Dickey-Fuller; AIC: Akaike information criterion; ARIMA: autoregressive integrated moving average; BIC: Bayesian information criterion; CanL: canine leishman[r] ...
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On Energy Dependence, Current Account Deficit and Population in Turkey
... Energy industry is one of the most important elements in the development of countries. Energy dependence occurs when the energy produced in a country by using its own resources is unable to meet the consumption where the ...
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Essays in International Finance: International Capital Flows, Equity and FX markets
... Abbreviations List of some the abbreviations used in this thesis: ADF Augmented Dickey Fuller test ADR American Depositary Receipts AR Auto Regressive BIS Bank for International Settleme[r] ...
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Impacts of Globalization on Economic Growth - Evidence from selected South Asian Countries
... as Augmented Dickey Fuller (ADF) and Phillip Perron (PP) test followed by ordinary least square (OLS), granger causality is applied and finally long-run relationship among variables were confirm by ...
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Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach
... The Augmented Dickey-Fuller (ADF) unit root test is used to examine the properties of the time series variables and to determine the order of ...
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FDI and Economic Growth Relationship Based on Cross-Country Comparison
... Stationary of the series is investigated by using Augmented Dickey-fuller test (ADF).. It is found that FDI and GDP are non- stationary series on levels. The hypothesis of [r] ...
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Analysis of inflation and its determinants in Nigeria
... The stationary test result of the time series variables using the Augmented Dickey Fuller (ADF) unit root test approach is presented in table 1. The results show that only Inflation rate (INF), ...
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