Auto Regressive Distributed Lag
The Antecedent of Domestic Investment in Indonesia: Auto Regressive Distributed Lag Approach
... Investment is one of the important factor in a developing country’s economy such as Indonesia which really needs the flow of investment to create jobs. The Investment comes from two sources, namely foreign investment and ...
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A comparison of genetic algorithm and auto -regressive distributed lag model in determination of total factors productivity growth in the agricultural sector of iran
... study, Auto-Regressive Distributed Lag (ARDL) and Genetic Algorithm (GA) methods are applied to time series of 1978-2008 to accurately measure total factor productivity (TFP) in the ...
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The impact of macroeconomic, oil prices and socio-economic factors on exchange rate in Pakistan: an auto regressive distributed lag approach
... employed auto regressive distributed lag to test the long run and short run dynamics over the period 1980-2015 in the context of ...Terrorism, Auto Regressive Distributed ...
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Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach
... using Auto- regressive Distributed Lag (ARDL)-bounds testing approach and unrestricted error correction model (UECM) to cointegration ...
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Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique
... It is without doubt that a country’s economic growth is important to ensure the well-being of its population as well as the country’s accreditation of its own economic standing to the world. With time, economic growth is ...
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THE EFFECT OF EXCHANGE RATE DEREGULATION ON THE MANUFACTURING OUTPUT IN NIGERIA: AN AUTO-REGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH
... The Ordinary Least Square method of analysis was employed in this study. The unit root test was carried out to examine the order of integration of the selected variables. This was done to ensure that the selected ...
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Commodity Prices and Macroeconomic Variables in India: An Auto Regressive Distributed Lag (ARDL) Approach
... The relationships between selected study variables is examined by the autoregressive distributed lag model (ARDL) suggested by Pesaran et al. (2001). This method is adopted because of three reasons. ...
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A Dynamic Econometric Study of Suicides in Turkey
... them. Auto-Regressive Distributed Lag (ARDL) approach to cointegration testing procedure is employed to obtain the short-run and long-run elasticities of suicides with respect to per capita ...
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An empirical analysis on the industrial water pollution and economic growth in Algeria
... The Auto Regressive Distributed Lag (ARDL) methodology was used to test the Environmental Kuznets Curve (EKC) hypothesis, and its empirical findings suggest that there exists a long term ...
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THE IMPACT OF HEALTH EXPENDITURE ON THE GROWTH OF THE NIGERIAN ECONOMY: THE ARDL APPROACH
... The method of estimation employed for this study is based on Auto-regressive Distributed Lag (ARDL) Model approach and Error Correction Mechanism(ECM) model. The ARDL modelling approach ...
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Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
... implements Auto Regressive Distributed Lag (ARDL) approach to cointegration to examine the existence of a long-run relationship among the series: energy consumption, population, aggregate ...
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Agricultural exports and the growth of agriculture in India
... In the present study, the co-integration between agricultural exports and the agricultural gross do- mestic product has been investigated using the Auto Regressive Distributed Lag (ARDL) ...
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Growth Accounting for Saudi Arabia
... the auto-regressive distributed lag model (ARDL), the study establishes a co-integrating relationship between real gross domestic product (GDP), investment expenditure, labor force and ...
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Forecasting of Pakistans Import Prices of Black Tea Using ANN and SARIMA Model
... Figure 3 shows the time series plot of first differenced log data of import prices of black tea. The general upward trend has now disappeared but strong seasonality is still present in a data. Plot of ACF shows ...
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TIME WINDOW BASED AUTO REGRESSIVE HYBRID PSO FOR OPTIMAL CLOUD PACKAGE SELECTION
... Resource provisioning in cloud environments is one of the major requirements of the current resource intensive environment. Incorporating dynamic resource requirements is one of the major concepts to be handled to ...
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The Application of Time Series analysis in Forecasting Bridge Displacement Data: Case Study in Wuxi Bridge, Taiwan
... Figure 8 shows that almost the values from lag 2 in both ACF and PACF of differentiated data are inside the 95% confidential internal which is marked by blue lines. Thus the fitted model are assumed to ARIMA (2, ...
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Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
... fuzzy auto-regressive (AR) model to forecast the data of living expenditure of workers’ household in Japan, where the identification and the estimation of its model and the model parameters are optimized by ...
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Predictability of Earthquake Occurrence Using Auto Regressive Integrated Moving Average (ARIMA) Model
... ARIMA model is considered one of the most widely used methodology in time series forecasting that aims to describe the autocorrelations in the data and use the ARIMA(p,d,q) notation. p denotes the order of auto ...
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Stock Credibility Prediction Using Multilayer Perceptron and Statistical Computational Methodologies
... claim. Auto-Regressive Integrated Moving Averages (ARIMA) Model, for forecasting the future stock prices, is the key approach that has reinvigorated the research in the applications of Statistical ...
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Attributable risk from distributed lag models
... measures within the DLNM modelling framework. In particular, we illustrate how complex non-linear and temporal patterns can be accounted for in the com- putation of the attributable risk. Also, we show how attributable ...
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