Statistical Analysis of the Effect of Environmental Degradation on Mortality Rate: A Vector Autoregressive (VAR) Model Approach

2018 ◽  
Vol 4 (11) ◽  
Author(s):  
A. F. Adedotun ◽  
O. G. Obadina ◽  
O. S. Adesina ◽  
K. O. Omosanya ◽  
R. J. Dare
Keyword(s):  
United States ◽  
Air Pollution ◽  
Time Series ◽  
Environmental Pollution ◽  
Recent Time ◽  
Var Model ◽  
Vector Autoregressive ◽  
Stationarity Test ◽  
The Relationship ◽  
Model Approach

The relationship between air pollution and mortality calls for attention in recent time. Diverse analyses have been conducted globally, including important cities in Africa, United States, Europe, and Asia. In this study, a time-series analysis is proposed to analyze influence of environmental pollution on mortality in Nigeria using the Vector Autoregressive (VAR) Model. Stationarity test shows that the data is stationary and VAR model suitably fits the data. The study reveals that environmental pollution has significant impact on mortality in Nigeria. Some useful recommendations were made.

scholarly journals Dynamic Modelling and Forecasting of Data Export of Agricultural Commodity by Vector Autoregressive Model

2020 ◽  
Vol 55 (3) ◽  
Author(s):  
L.M. Hamzah ◽  
S.U. Nabilah ◽  
E. Russel ◽  
M. Usman ◽  
E. Virginia ◽  
...  
Keyword(s):  
Time Series ◽  
Statistical Models ◽  
Time Series Data ◽  
Information Criterion ◽  
Series Data ◽  
Var Model ◽  
Vector Autoregressive Model ◽  
Vector Autoregressive ◽  
Coffee Beans ◽  
The Relationship

The Vector Autoregressive Model (VAR) is one of the statistical models that can be used for modeling multivariate time series data. It is commonly used in finance, management, business and economics. The VAR model analyzes the time series data simultaneously to arrive at the right conclusions while dynamically explaining the behavior of the relationship between endogenous variables, as well as endogenous and exogenous variables. From time to time, the VAR model is influenced by its own factors via Granger Causality. In this study, we will discuss and determine the best model to describe the relationship among data export value of Indonesia's agricultural commodities—coffee beans, cacao beans and tobacco—where the monthly data spans the years 2007-2018. Several models are applied to the data, such as VAR (1), VAR (2), VAR (3), VAR (4) and VAR (5) models. As a result, the VAR (2) model was chosen as the best model based on the Akaike’s Information Criterion with Correction, Schwarz Bayesian Criterion, Akaike’s Information Criterion and Hanna-Quinn Information Criterion for selecting statistical models. The dynamic behavior of the three export variables of Indonesian coffee beans, cacao beans and tobacco is explained by Granger Causality. Furthermore, the best model VAR (2) is used to forecast the next 10 months.

scholarly journals Regulation of Neutrophil Degranulation and Cytokine Secretion: A Novel Model Approach Based on Linear Fitting

2015 ◽  
Vol 2015 ◽  
pp. 1-15 ◽  
Author(s):  
Isabelle Naegelen ◽  
Nicolas Beaume ◽  
Sébastien Plançon ◽  
Véronique Schenten ◽  
Eric J. Tschirhart ◽  
...  
Keyword(s):  
Time Series ◽  
Inflammatory Responses ◽  
Inflammatory Diseases ◽  
Cytokine Secretion ◽  
Human Neutrophils ◽  
Cytokine Release ◽  
Linear Fitting ◽  
Proinflammatory Mediators ◽  
The Relationship ◽  
Model Approach

Neutrophils participate in the maintenance of host integrity by releasing various cytotoxic proteins during degranulation. Due to recent advances, a major role has been attributed to neutrophil-derived cytokine secretion in the initiation, exacerbation, and resolution of inflammatory responses. Because the release of neutrophil-derived products orchestrates the action of other immune cells at the infection site and, thus, can contribute to the development of chronic inflammatory diseases, we aimed to investigate in more detail the spatiotemporal regulation of neutrophil-mediated release mechanisms of proinflammatory mediators. Purified human neutrophils were stimulated for different time points with lipopolysaccharide. Cells and supernatants were analyzed by flow cytometry techniques and used to establish secretion profiles of granules and cytokines. To analyze the link between cytokine release and degranulation time series, we propose an original strategy based on linear fitting, which may be used as a guideline, to (i) define the relationship of granule proteins and cytokines secreted to the inflammatory site and (ii) investigate the spatial regulation of neutrophil cytokine release. The model approach presented here aims to predict the correlation between neutrophil-derived cytokine secretion and degranulation and may easily be extrapolated to investigate the relationship between other types of time series of functional processes.

scholarly journals Exports as a Determinant of Inflation in Kenya: Disaggregated Econommetric Analysis

2017 ◽  
Vol 13 (10) ◽  
pp. 417
Author(s):  
Evans Ovamba Kiganda ◽  
Scholastica Adhiambo ◽  
Nelson Obange
Keyword(s):  
Time Series ◽  
Central Bank ◽  
Granger Causality ◽  
Impulse Response ◽  
Response Analysis ◽  
Vector Autoregressive ◽  
Impulse Response Analysis ◽  
Long Run ◽  
The Government ◽  
The Relationship

The purpose of this study was to examine exports as a determinant of inflation in Kenya: A disaggregated econometric analysis with specific objectives of establishing the relationship between domestic exports and inflation in Kenya and determining the relationship between re - exports and inflation in Kenya. This was occasioned by inconclusive and incomprehensive analysis on the relationship between exports and inflation given mixed results and failure by scholars to disaggregate total exports into domestic exports and re-exports. Correlation research design was employed using monthly time series obtained from Central Bank of Kenya (CBK) data spanning 132 months from January 2005 to December 2015.Vector Autoregressive (VAR) techniques of cointegration, Granger causality and impulse response analysis were employed. Results indicated a significant positive and negative long run relationship between domestic exports and re- exports with inflation in Kenya respectively that were supported by the impulse response analysis. A unidirectional causality running from domestic exports to inflation and re-exports to inflation was also established. The study concluded that domestic exports and re-exports determine inflation in Kenya with domestic exports having greater influence and therefore recommended that the government of Kenya needs to advocate for a trade policy that aims at reducing exports of domestically produced products and increase re-exports. This will ensure that only surplus is exported to reduce shortage of domestically produced commodities hence a reduction in price for the products.

scholarly journals A Study of Intercept Adjusted Markov Switching Vector Autoregressive Model in Economic Time Series Data

2013 ◽  
Vol 5 (8) ◽  
pp. 379-384
Author(s):  
Seuk Wai ◽  
Mohd Tahir Ismail . ◽  
Siok Kun Sek .
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Markov Switching ◽  
Stock Index ◽  
Smooth Transition ◽  
Series Data ◽  
Var Model ◽  
Economic Time Series ◽  
Vector Autoregressive ◽  
Economic Time

Commodity price always related to the movement of stock market index. However real economic time series data always exhibit nonlinear properties such as structural change, jumps or break in the series through time. Therefore, linear time series models are no longer suitable and Markov Switching Vector Autoregressive models which able to study the asymmetry and regime switching behavior of the data are used in the study. Intercept adjusted Markov Switching Vector Autoregressive (MSI-VAR) model is discuss and applied in the study to capture the smooth transition of the stock index changes from recession state to growth state. Results found that the dramatically changes from one state to another state are continuous smooth transition in both regimes. In addition, the 1-step prediction probability for the two regime Markov Switching model which act as the filtered probability to the actual probability of the variables is converged to the actual probability when undergo an intercept adjusted after a shift. This prove that MSI-VAR model is suitable to use in examine the changes of the economic model and able to provide significance, valid and reliable results. While oil price and gold price also proved that as a factor in affecting the stock exchange.

scholarly journals Vector Autoregressive Modeling on Cases of Malaria Based on the Tribal in Tanah Bumbu District

CAUCHY ◽  
2018 ◽  
Vol 5 (3) ◽  
pp. 150
Author(s):  
Abdul Khair ◽  
Sarmanu Sarmanu ◽  
Santi Martini ◽  
Bambang Widjanarko Otok
Keyword(s):  
Group Behavior ◽  
Var Model ◽  
Autoregressive Modeling ◽  
Community Group ◽  
Vector Autoregressive ◽  
City District ◽  
Level Of Knowledge ◽  
The Relationship ◽  
The City ◽  
Vector Autoregressive Modeling

The number of malaria in this area always has the tendency of the most compared to the city/district in South Kalimantan Province. Behavior is internalisation factor from the level of knowledge, attitudes and actions of a person who influenced by customs, customs and belief in certain things that has been handed down by his ancestors. The behavior of a community group can be different from the other groups so that they formed a group behavior or can be said tribal behavior.The purpose of this research predicts that the number of the prevalence of malaria in Tanah Bumbu tribal based with Y<sub>1t</sub> : the tribe of Banjar, Y<sub>2t</sub> : Javanese,  Y<sub>3t</sub> : the tribe of Bugis, and Y<sub>4t</sub> : other tribes using vector autoregressive (VAR) model. The results of the study showed with Granger Causality approach there is a relationship between the amount of the prevalence of Malaria Javanese with other tribes, Bugis tribe with other tribes. The relationship is strengthened in the VAR model, which is the number of the prevalence of Malaria Javanese influenced by the number of the prevalence of Malaria Javanese at period t-1, and the number of the prevalence of Malaria tribe Bugis at period t-1. While the number of the prevalence of Malaria tribe Bugis influenced by the number of the prevalence of Malaria Other tribes in the period t-2.

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