scholarly journals Internal and External Factors of Future Returns in the Banking Business: Time Series Analysis of Interrelationship

2017 ◽  
Vol 9 (1(J)) ◽  
pp. 82-89
Author(s):  
Kwabena A Kyei ◽  
Albert Antwi
Keyword(s):  
Time Series ◽  
Linear Relationship ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
External Factors ◽  
Least Square ◽  
Time Series Regression ◽  
Banking Business ◽  
Log Linear ◽  
Internal And External Factors

The paper seeks to find the interrelationship between internal and external factors of future returns in the banking business. A multivariate time series regression models are fitted for the dependent variable: return on equity (ROE) against the lag one independent variables, namely: deposit, size, loan, capital, inflation, gross domestic product (GDP) and stock market capitalization (SMC), for ABSA bank; using secondary data, which span from 1998 to 2014 fiscal years. Logarithm transformation of the absolute value of the de-trended data and first differencing at lag one were the smoothing techniques applied to the data. Multivariate time series regression by the least square approach with special consideration of the stepwise method was used in fitting the models to the data. Results indicated that first, there is a positive linear relationship between ROE and loans, a negative linear relationship between ROE and inflation from the differencing techniques; and equally a negative log-linear relationship between ROE and capital as well as a positive log-linear relationship between ROE and ROA for the logarithm de-trend technique.

scholarly journals Internal and External Factors of Future Returns in the Banking Business: Time Series Analysis of Interrelationship

2017 ◽  
Vol 9 (1) ◽  
pp. 82
Author(s):  
Kwabena A Kyei ◽  
Albert Antwi
Keyword(s):  
Time Series ◽  
Linear Relationship ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
External Factors ◽  
Least Square ◽  
Time Series Regression ◽  
Banking Business ◽  
Log Linear ◽  
Internal And External Factors

The paper seeks to find the interrelationship between internal and external factors of future returns in the banking business. A multivariate time series regression models are fitted for the dependent variable: return on equity (ROE) against the lag one independent variables, namely: deposit, size, loan, capital, inflation, gross domestic product (GDP) and stock market capitalization (SMC), for ABSA bank; using secondary data, which span from 1998 to 2014 fiscal years. Logarithm transformation of the absolute value of the de-trended data and first differencing at lag one were the smoothing techniques applied to the data. Multivariate time series regression by the least square approach with special consideration of the stepwise method was used in fitting the models to the data. Results indicated that first, there is a positive linear relationship between ROE and loans, a negative linear relationship between ROE and inflation from the differencing techniques; and equally a negative log-linear relationship between ROE and capital as well as a positive log-linear relationship between ROE and ROA for the logarithm de-trend technique.

scholarly journals How Does the Budget Deficit Affect Inflation Rate – Evidence from Western Balkans Countries

2020 ◽  
Vol 9 (1) ◽  
pp. 01-10
Author(s):  
Esat Ali Durguti
Keyword(s):  
Time Series ◽  
Budget Deficit ◽  
Inflation Rate ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
Western Balkans ◽  
Vector Error Correction ◽  
Explanatory Variables ◽  
Vector Error ◽  
Point Increase

The main purpose of this study is to investigate if determinants that we selected in our analysis have any effects on inflation rate in Western Balkans Countries[1] by using panel data for the period of 2001-2017, in yearly basis in total of 102 observation. The study used quantitative analysis approach and secondary data by applying the multivariate time series, respectively vector error correction model [VECM]. Multivariate time series was applied to investigate whether the budget deficit and other explanatory variable have any significant impact on inflation rate. The results from our analysis shows that three of four determinates that we used are significant on inflation rate. The model summaries statistics for inflation rate which shows that inflation rate has a moderate correlation with explanatory variables that we used in our model, that explanatory variables explain 45.5 percent of dependent variable and we can conclude that a model is a proper and fit. The results suggest that one percent point increase in budget deficit to GDP ratio is associated with about a 9.34 percent point increase in inflation rate.  The overall inference is that the ratios that we selected has a significant influence on the inflation rate in Western Balkans Countries.      [1] Western Balkans Countries: Albania, Bosnia & Hercegovina, Kosovo, Montenegro, North Macedonia and Serbia.

scholarly journals Pelanggaran Lalu Lintas Berdasarkan Tingkat Pendidikan Di Provinsi Kepulauan Bangka Belitung

2019 ◽  
Vol 4 (1) ◽  
pp. 64-76
Author(s):  
Riski Emaniar
Keyword(s):  
Secondary Data ◽  
External Factors ◽  
School Level ◽  
High School Level ◽  
Internal Factors ◽  
Descriptive Research ◽  
The People ◽  
Traffic Violations ◽  
The Individual ◽  
Internal And External Factors

This research is motivated by the number of traffic violation cases carried out by the community in Bangka Belitung. Many traffic violations carried out by children. This study aims to determine the number of traffic violators based on the level of education of the people in the Bangka Belitung Islands Province in 2016, thus it can be seen the number of traffic violators at certain levels of education in the Bangka Belitung region. The method used in this research is descriptive quantitative. This descriptive research is used to describe an event or event and social phenomenon in factual and systematic. This method is used to explain the data contained in the table by using descriptive explanations. The data used is secondary data. The results showed that the highest violations in Pangkalpinang City compared to other districts. Based on the data obtained, the high school level in the city of Pangkalpinang becomes the highest number of traffic violators. Many factors cause violations among students, namely internal and external factors. Internal factors come from within the individual, while external factors are found in the surrounding environment. Need appropriate handling to overcome the occurrence of various traffic violations among students. The method taken can be preventive and repressive.   Keywords: BPS, students, minor violations.  

scholarly journals Impact of Crude Prices on Retail Prices – A Time Series Analysis

2019 ◽  
Vol 8 (2S7) ◽  
pp. 606-612
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Crude Oil ◽  
Energy Demand ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
Series Analysis ◽  
Long Run ◽  
The Uk ◽  
The Impact

The UK has emerged as one of the largest producers of petroleum in the world. A significant amount of petroleum is used for fulfilling the energy demand within the country. However, the country witnessed a different trend from 2015. This is mainly due to the increase in imports of petroleum in order to meet domestic needs. To this, there is a need to identify the impact of changes exist in petrol and crude oil prices in the UK. In this context, the researcher has undertaken primary research to derive conclusions which are case specific and can comply with the research aim. The study used secondary data for the year 2015-2018 and conducted multivariate time series analysis. A series of tests including unit root, ARIMA, and co-integration tests were used to derive the results. The study found that there was an asymmetric relationship between the movements of prices of crude oil with respect to retail fuel prices in the long run. However, the study is not without limitations which are represented at the end of the study following with its future scope

Pengaruh pertumbuhan ekonomi, inflasi dan pengangguran terhadap tingkat kemiskinan di Sumatera Selatan

2019 ◽  
Vol 16 (1) ◽  
pp. 1-10
Author(s):  
Novegya Ratih Primandari
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Linear Regression ◽  
Linear Regression Model ◽  
Time Series Data ◽  
Secondary Data ◽  
Poverty Rate ◽  
Least Square ◽  
Series Data ◽  
Ordinary Least Square

This research aims to analyze effect of economic growth, inflation and Unemployment on the Rate of Poverty in the Province of South Sumatera. This research used secondary data in the form of time series data from 2001-2017. The method used quantitative approach by applying a linear regression model with OLS estimation Ordinary Least Square (OLS) method. The results of this study indicate that partially and simultaneously Economic Growth, Inflation and Unemployment have a significant effect on the Poverty Rate in the Province of South Sumatera.

scholarly journals Assessment of varicella vaccine effectiveness in Germany: a time-series approach

2010 ◽  
Vol 139 (11) ◽  
pp. 1710-1719 ◽  
Author(s):  
M. HÖHLE ◽  
A. SIEDLER ◽  
H.-M. BADER ◽  
M. LUDWIG ◽  
U. HEININGER ◽  
...  
Keyword(s):  
Time Series ◽  
Vaccination Programme ◽  
Time Course ◽  
Vaccine Coverage ◽  
Multivariate Time Series ◽  
Varicella Vaccine ◽  
Vaccine Effectiveness ◽  
Childhood Vaccination ◽  
Time Series Regression ◽  
Sentinel Network

SUMMARYA multivariate time-series regression model was developed in order to describe the 2005–2008 age-specific time-course of varicella sentinel surveillance data following the introduction of a varicella childhood vaccination programme in Germany. This ecological approach allows the assessment of vaccine effectiveness under field conditions by relating vaccine coverage in cohorts of 24-month-old children to the mean number of cases per reporting unit in the sentinel network. For the 1–2 years age group, which is directly affected by the vaccination programme, a one-dose vaccine effectiveness of 83·2% (95% CI 80·2–85·7) was estimated which corresponds to previous approaches assessing varicella vaccine effectiveness in the field in the USA.

Who Rides the High Speed Rail in the United States: The Acela Express Case Study

2010 ◽  
Author(s):  
Zhenhua Chen
Keyword(s):  
High Speed ◽  
The United States ◽  
External Factors ◽  
Least Square ◽  
High Speed Train ◽  
High Speed Rail ◽  
Rail Network ◽  
Policy Suggestions ◽  
Internal And External Factors

In this study, we focus on the Acela Express, and try to find out how selected internal and external factors affect the Acela Express’s ridership. A two-stage least square regression model is introduced in order to eliminate the endogeneity problem caused by price and ridership. Also the Cochrane-Orcutt Procedure is adopted to solve autocorrelation. The result shows that ticket price and train on-time performances, which are used to being thought as important factors affect ridership become insignificant, while other factors like employment of business and professional in the Northeast Corridor areas have higher influence on high speed train ridership. The broader objective of this research is to provide policy suggestions for building of an efficient high-speed rail network that can both be profitable and solve practical problems that the contemporary transportation system faces.

scholarly journals Towards a successful centralization of municipal procurement: A case of KwaZulu-Natal province

2015 ◽  
Vol 4 (4) ◽  
pp. 697-703
Author(s):  
Zwelihle Wiseman Nzuza ◽  
Lawrence Mpele Lekhanya
Keyword(s):  
Secondary Data ◽  
External Factors ◽  
Theory And Practice ◽  
Management Theory ◽  
Theoretical Frameworks ◽  
Factors Influencing ◽  
Proposed Model ◽  
Kwazulu Natal ◽  
Knowledge Management Theory ◽  
Internal And External Factors

Centralization of municipal procurement in the KwaZulu-Natal Province is faced with several challenges. There were two aims for this study: to identify factors influencing municipal procurement and to design a model of the factors influencing municipal procurement, in an attempt to improve the understanding of municipal procurement. The proposed model is based on sound theoretical frameworks like knowledge management theory and the application of theory and practice ethics as well as the secondary data. The study found that the biographic factors as well as internal and external factors have strong influences on the success or failure of municipal procurement. The significance of these factors formed the basis for a proposed model and is subject to further experiments by other scholars

scholarly journals ANALYSIS OF SWEET BREEDING VALUE ADDED

2019 ◽  
Vol 3 (1) ◽  
pp. 76-88
Author(s):  
Anggi Rusita
Keyword(s):  
Data Analysis ◽  
Research Method ◽  
Value Added ◽  
Secondary Data ◽  
External Factors ◽  
Added Value ◽  
Breeding Value ◽  
Efficiency Gains ◽  
Internal And External Factors ◽  
Descriptive Method

The aim of the study was to find out the benefits obtained from processed starfruit sweets, to know the efficiency of the starfruit candied processing business, and the added value obtained from starfruit candied processing at UD. Cemarasari. The research method used is descriptive method, the type of data uses primary and secondary data. The type of data analysis used is income, efficiency gains, profitability and added value. Where in the end the results were in the form of profits of candied starfruit business in the amount of Rp.137,165.55. R / C is 1.58, with a profitability value of 57.67%, the value of high profitability is influenced by several factors, namely, internal and external factors. And added value of Rp. 12,146.

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