Configuration of the relationship of soil moistures for vertical soil profiles on a steep hillslope using a vector time series model

2011 ◽  
Vol 399 (3-4) ◽  
pp. 353-363 ◽  
Author(s):  
Sanghyun Kim ◽  
Hanna Sun ◽  
Sungwon Jung
Keyword(s):  
Time Series ◽  
Time Series Model ◽  
Soil Profiles ◽  
Vector Time Series ◽  
Relationship Of ◽  
The Relationship

scholarly journals Predicting Equity VIX Of Technological Companies

2019 ◽  
Vol 8 (2) ◽  
pp. 252-257
Keyword(s):  
Time Series ◽  
Granger Causality ◽  
Granger Causality Test ◽  
Time Series Model ◽  
Causality Test ◽  
Volatility Index ◽  
Relationship Of ◽  
The Relationship

The impulse of the study is to examine volatility index of single options share of five different companies. The study emphasizes on the relationship between various VIX stocks when compared with VIX of Apple. The main objective of this study is to predict relationship of volatility index of single options stock of five different companies – Apple, Amazon, Goldman Sachs, Google, IBM. These equity stocks are considered to be the premier stocks which has its independent VIX. The study uses time series model. The test of its relevance is done Correlation, Covariance, ARCH and Granger Causality test. Any change in the VIX index of Amazon, Goldman sacks, IBM will not affect VIX of Apple. There will not be market affect for stock Amazon, Google, VIX and Goldman Sachs. It is the first study to identify the relationship of the volatility index of single options stock of five different companies.

A Radiated-Noise Simulator for Underwater Target Based on Vector Time Series

2014 ◽  
Vol 644-650 ◽  
pp. 4023-4026
Author(s):  
Yang Ju ◽  
Xin Yong Wang
Keyword(s):  
Time Series ◽  
Confidence Interval ◽  
Time Series Model ◽  
Experimental Results ◽  
Small Probability ◽  
Radiated Noise ◽  
True Value ◽  
Underwater Target ◽  
Vector Time Series

The vector time series model for simulating the underwater target radiated-noise is developed in this paper. Experimental results show that the true value lying outside the confidence interval would be a small probability event.

scholarly journals An analysis of the relationship of inflation and unemployment to the gross domestic product (gdp) in zimbabwe

2014 ◽  
Vol 1 (3) ◽  
pp. 156-162
Author(s):  
Tendai Makoni
Keyword(s):  
Time Series ◽  
Gross Domestic Product ◽  
Cointegration Test ◽  
Domestic Product ◽  
Long Run ◽  
Causality Tests ◽  
Granger Causality Tests ◽  
Relationship Of ◽  
The Relationship ◽  
Yearly Data

The time series yearly data for Gross Domestic Product (GDP), inflation and unemployment from 1980 to 2012 was used in the study. First difference of the logged data became stationary as suggested by the time series plots. Johansen Maximum Likelihood Cointegration test indicated a long-run relationship among the variables. Granger Causality tests suggested unidirectional causality between inflation and GDP, implying that GDP is Granger caused by inflation in Zimbabwe. Another unidirectional causality was noted between unemployment and inflation. The causality between unemployment and inflation imply that unemployment do affect GDP indirectly since unemployment influences inflation which in turn positively affect GDP.

scholarly journals Justification of Wold’s Theorem and the Unbiasedness of a Stable Vector Autoregressive Time Series Model Forecasts

2017 ◽  
Vol 6 (2) ◽  
pp. 1
Author(s):  
Iberedem A. Iwok
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Autoregressive Process ◽  
Time Series Model ◽  
Average Process ◽  
Moving Average Process ◽  
Autoregressive Time Series ◽  
Vector Autoregressive ◽  
Vector Autoregressive Process ◽  
Vector Time Series

In this work, the multivariate analogue to the univariate Wold’s theorem for a purely non-deterministic stable vector time series process was presented and justified using the method of undetermined coefficients. By this method, a finite vector autoregressive process of order  [] was represented as an infinite vector moving average () process which was found to be the same as the Wold’s representation. Thus, obtaining the properties of a  process is equivalent to obtaining the properties of an infinite  process. The proof of the unbiasedness of forecasts followed immediately based on the fact that a stable VAR process can be represented as an infinite VEMA process.

scholarly journals Time Series Modelling for the Relationship of Ambient Temperature and Foodborne Diseases

2006 ◽  
Vol 163 (suppl_11) ◽  
pp. S199-S199
Author(s):  
M Fleury ◽  
D Charron ◽  
J Holt ◽  
O B Allen ◽  
A Maarouf
Keyword(s):  
Time Series ◽  
Ambient Temperature ◽  
Foodborne Diseases ◽  
Time Series Modelling ◽  
Relationship Of ◽  
The Relationship

Influence of systemic banking crisis and currency crisis on the relationship of export and economic growth

2017 ◽  
Vol 10 (1) ◽  
pp. 82-110
Author(s):  
Syed Ali Raza ◽  
Mohd Zaini Abd Karim
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Financial Crises ◽  
Currency Crises ◽  
Time Series Data ◽  
Banking Crises ◽  
Series Data ◽  
Content Type ◽  
Relationship Of ◽  
The Relationship

Purpose This study aims to investigate the influence of systemic banking crises, currency crises and global financial crisis on the relationship between export and economic growth in China by using the annual time series data from the period of 1972 to 2014. Design/methodology/approach The Johansen and Jeuuselius’ cointegration, auto regressive distributed lag bound testing cointegration, Gregory and Hansen’s cointegration and pooled ordinary least square techniques with error correction model have been used. Findings Results indicate the positive and significant effect of export of goods and services on economic growth in both long and short run, whereas the negative influence of systemic banking crises and currency crises over economic growth is observed. It is also concluded that the impact of export of goods and service on economic growth becomes insignificant in the presence of systemic banking crises and currency crises. The currency crises effect the influence of export on economic growth to a higher extent compared to systemic banking crises. Surprisingly, the export in the period of global financial crises has a positive and significant influence over economic growth in China, which conclude that the global financial crises did not drastically affect the export-growth nexus. Originality/value This paper makes a unique contribution to the literature with reference to China, being a pioneering attempt to investigate the effects of systemic banking crises and currency crises on the relationship of export and economic growth by using long-time series data and applying more rigorous econometric techniques.

scholarly journals Diatom flux reflects water-mass conditions on the southern Northwind Abyssal Plain, Arctic Ocean

2015 ◽  
Vol 12 (5) ◽  
pp. 1373-1385 ◽  
Author(s):  
J. Onodera ◽  
E. Watanabe ◽  
N. Harada ◽  
M. C. Honda
Keyword(s):  
Time Series ◽  
Sea Ice ◽  
Arctic Ocean ◽  
Chukchi Sea ◽  
Sediment Traps ◽  
Central Canada ◽  
Oligotrophic Water ◽  
Western Arctic ◽  
Relationship Of ◽  
The Relationship

Abstract. We studied time-series fluxes of diatom particles from 4 October 2010 to 18 September 2012 using bottom-tethered moorings with two sediment traps deployed at 180 and 1300 m depths at Station NAP (75° N, 162° W; 1975 m water depth) in the western Arctic Ocean. This paper discusses on the relationship of time-series diatom fluxes to satellite-based sea-ice motion and simulated hydrographic variations. We observed clear maxima of the diatom valve flux in November–December of both 2010 and 2011, and in August 2011. Diatoms in samples were categorized into 98 taxa. The diatom flux maxima were characterized by many resting spores in November–December and by the sea-ice-associated diatom Fossula arctica in August 2011. These assemblages along with abundant clay minerals in the samples suggest a significant influence of shelf-origin materials transported by mesoscale eddies, which developed along the Chukchi Sea shelf break. In contrast, the fluxes of total mass and diatoms were reduced in summer 2012. We hypothesize that this suppression reflects the influx of oligotrophic water originating from the central Canada Basin. A physical oceanographic model demonstrated that oligotrophic surface water from the Beaufort Gyre was supplied to Station NAP from December 2011 to the early half of 2012.

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