Modelling Residential and Commercial Demand for Electricity Using Autoregressive Distributed Lag Models

2015 ◽  
Author(s):  
Kenneth H. Tiedemann
Keyword(s):  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Distributed Lag Models

ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS

2011 ◽  
Vol 27 (4) ◽  
pp. 913-927 ◽  
Author(s):  
Bent Nielsen ◽  
Jouni S. Sohkanen
Keyword(s):  
Asymptotic Behavior ◽  
Least Squares ◽  
Time Trends ◽  
Asymptotic Theory ◽  
Ordinary Least Squares ◽  
Nuisance Parameters ◽  
Forecast Errors ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Distributed Lag Models

We generalize the cumulative sum of squares (CUSQ) test to the case of nonstationary autoregressive distributed lag models with deterministic time trends. The test may be implemented with either ordinary least squares residuals or standardized forecast errors. In explosive cases the asymptotic theory applies more generally for the least squares residuals-based test. Preliminary simulations of the tests suggest a very modest difference between the tests and a very modest variation with nuisance parameters. This supports the use of the tests in explorative analysis.

scholarly journals Correction: Predicting the influence of climate on grassland area burned in Xilingol, China with dynamic simulations of autoregressive distributed lag models

PLoS ONE ◽  
2021 ◽  
Vol 16 (1) ◽  
pp. e0245828
Author(s):  
Ali Hassan Shabbir ◽  
Jiquan Zhang ◽  
James D. Johnston ◽  
Samuel Asumadu Sarkodie ◽  
James A. Lutz ◽  
...  
Keyword(s):  
Dynamic Simulations ◽  
Area Burned ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Distributed Lag Models

scholarly journals Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models

2018 ◽  
Vol 18 (4) ◽  
pp. 902-923 ◽  
Author(s):  
Soren Jordan ◽  
Andrew Q. Philips
Keyword(s):  
Error Correction ◽  
Political Science ◽  
Applied Econometrics ◽  
Cointegration Test ◽  
Dynamic Simulations ◽  
Error Correction Models ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Distributed Lag Models ◽  
Cointegration Testing

In this article, we introduce dynamac, a suite of commands designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models and in testing for cointegration. We discuss the bounds cointegration test proposed by Pesaran, Shin, and Smith (2001, Journal of Applied Econometrics 16: 289–326), which we have adapted into a command. Because the resulting models can be dynamically complex, we follow the advice of Philips (2018, American Journal of Political Science 62: 230–244) by introducing a flexible command designed to dynamically simulate and plot a variety of types of autoregressive distributed lag models, including error-correction models.

Likelihood-based quantile autoregressive distributed lag models and its applications

2019 ◽  
Vol 47 (1) ◽  
pp. 117-131
Author(s):  
Yuzhu Tian ◽  
Liyong Wang ◽  
Manlai Tang ◽  
Yanchao Zang ◽  
Maozai Tian
Keyword(s):  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Distributed Lag Models
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