stationarity test
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2021 ◽  
Vol 12 (1) ◽  
pp. 324
Author(s):  
Jiaxing Hu ◽  
Zhengnong Li ◽  
Zhefei Zhao

A full-scale measurement of wind characteristics atop a high-rise building (with a height of 115 m) was conducted during the passage of Typhoon Sarika on 18 October 2016. Wind field characteristics, wind speed, and wind direction atop the building were recorded synchronously, and turbulence intensity, turbulence integral scale, gust factor, and power spectrum were investigated. Meanwhile, the time and frequency domain characteristics of the wind field were analyzed. The stationarity test results of Typhoon Sarika at different time steps are researched in a runs test. And the time-frequency analysis of non-stationary samples of fluctuating wind speed are conducted by wavelet transform, the measured data are valuable for the wind-resistant design of high-rise buildings in typhoon-prone regions.


MAUSAM ◽  
2021 ◽  
Vol 57 (3) ◽  
pp. 451-458
Author(s):  
TAPAN KANTI CHAKRABORTY

Lkkj & dksydkrk ¼vfyiqj½ ds U;wure rkieku dk okLrfod iwokZuqeku 12 ?kaVs iwoZ tkjh djus ds mn~ns’; ls ik¡p izkpyksa ij vk/kkfjr cgq jSf[kd lekJ;.k ekWMy fodflr fd;k x;k gS A blds iwoZ lwpdksa dk p;u vfyiqj os/k’kkyk ls izkIr lrg vk¡dM+ksa rFkk ekSle dk;kZy; dksydkrk ds fuEu Lrj ds iou vk¡dM+ksa ds vk/kkj ij fd;k x;k gS A ;g ekWMy 237 fnuksa ds ¼o"kZ 1997&2000 dh vof/k ds tuojh ,oa Qjojh ekg ds½ vk¡dM+ksa ds uewuksa rFkk dkQh yach vof/k ¼o"kZ 1988&2004½ ds U;wure rkieku ds vk¡dM+ksa es fLFkjrk dh tk¡p ds vk/kkj ij fodflr fd;k x;k gS A bl ekWMy dh tk¡p 178 fnuksa ds vk¡dM+ksa ds Lora= uewus ds vk/kkj ij dh xbZ gS A bl ekWMy dh {kerk dh tk¡p lkaf[;dh; vk¡dM+ksa ds vk/kkj ij dh xbZ gS vkSj bls ldkjkRed ik;k x;k gSA bl ekWMy dk mi;ksx ekSle iwokZuqekudRrkZ }kjk U;wure rkieku ds iwokZuqeku dk vkdyu djus ds fy, fd;k tk ldrk gS vkSj ;fn ckny rFkk iou dh xfr ds :[k esa ckn esa ifjorZu laHkkfor gks rks mlesa lq/kkj fd;k tk ldrk gS A  Five parameter multiple linear regression model for objective forecasting of minimum temperature of Kolkata (Alipore) with 12 hours lead period has been developed. The predictors are chosen from the available surface data of Alipore observatory and low level wind data of M. O. Kolkata. Model has been developed from data sample comprising of 237 days (in January and February, period: 1997 – 2000) after stationarity test of minimum temperature data of much longer period (1988–2004). The model is tested with independent sample of 178 days. Efficiencies of the model have been tested with statistical skill score and found to be positive. The model can be used by the forecaster for assessing prediction minimum temperature and modify if cloud cover and wind flow pattern are expected to change subsequently.  


Author(s):  
B. J. Buenaobra ◽  
M. K. L. Alleto ◽  
J. M. V. Manhuyod

Abstract. This paper focuses on using time series and spatial analysis methods to detect climate change indicators in Malaybalay, Bukidnon. We look at 56 years of historical rainfall data between the years 1961 to 2017 and perform a computational method for data processing to arrive at spatial statistics and provide data visualization. We demonstrate the use of the Augmented Dickey-Fuller test (ADF), where a p-value is tested versus a threshold to reject or accept the null hypothesis for a stationarity test. For the seasonality test, we perform a time-domain signal processing by an autocorrelation function. The time-series analysis shows that for Malaybalay, Bukidnon rainfall data shows ADF statistic of −16.348964, a p-value = 0.000000 with critical values 1%:−3.431, 5%:−2.862, 10%:−2.567. Hence, the significant negative values indicate more likely to reject the null hypothesis. We showed that rainfall does not demonstrate periodicity, is not seasonal, and is non-stationary. This work does not cover those that can be detected and attributed to anthropogenic causes.


Author(s):  
Hue Hui Theng ◽  
Jing Lin Ng ◽  
Yuk Feng Huang ◽  
Tan Yi Xun

Abstract Potential Evapotranspiration (PET) functions as an indicator to estimate the amount of water loss to atmosphere. Over the years, global climate change eventually led to the change of PET capacity and this had affected the agricultural sector and water resource management. The objective of this study was to determine the best PET estimation method as well as to carry out the trend analysis and stationarity test of PET in Peninsular Malaysia. The Mann-Kendall (MK) test and Sen's Slope estimator were applied for the trend analysis while the Augmented Dickey-Fuller (ADF) test and Kwiatkowski–Phillips–Schmidt–Shin (KPSS) test were applied for the stationarity test. The findings showed that Pulau Langkawi and Kuantan stations exhibited increasing trend while Bayan Lepas station exhibited decreasing trend for the daily, monthly, and annual PET time series. The daily, monthly, and annual PET time series at Bayan Lepas, Ipoh, Subang and Muadzam Shah stations were found to be stationary. Overall, the PET trend was found to be higher at the coastal regions and stationary at the mountainous region.


2021 ◽  
Vol 5 (4) ◽  
pp. 1051-1058
Author(s):  
Linda Apriyanti ◽  
◽  
Agus Setiadi ◽  
Siswanto Santoso

Export is an activity of sending goods abroad carried out by a company to increase profits and obtain a better selling price. Companies can optimize profits by minimizing uncertainty in the future by calculating sales forecasting which is useful for planning product inventory to be marketed. PT. Bumi Sari Lestari is one of the exporters in Central Java which exports one of the vegetable and fruit horticultural commodities, namely melons. The purpose of this study was to determine how much the forecast value of the volume of melon exports for the first quarter and second quarter of 2020 at PT. Bumi Sari Lestari uses the trend analysis method. This research was conducted on January 13, 2020 - February 9, 2020 at PT. Bumi Sari Lestari, Temanggung, Central Java. Determination The location of the study was determined intentionally (purposive). The research method used in this research is a case study. The data used are PT Bumi Sari Lestari's melon export sales data in the period of 2017-2019 (time series), monthly data analyzed quarterly from January 2017 - December 2019 with a total of 12 observations. The data analysis method uses the quadratic trend analysis method. The data stationarity test results show that the data is stationary. Melon export volume forecasting results at PT. Bumi Sari Lestari using the quadratic trend method gets results for forecasting in the first quarter of 2020 amounted to 15,767,427 kg and in the second quarter of 2020 amounted to 9,916,788 kg.


2021 ◽  
Vol 4 (3) ◽  
pp. 1-22
Author(s):  
Enya F.O. ◽  
Ezeali B.O.

The paper examined Public Investment in Infrastructure and the Economic Growth of Nigeria.The study adopted Econometric analysis using E-View.The stationarity test carried out in the study showed that all the variables were all stationary at first difference,1(1) and because of this the reserachers proceeded to determine evidence of co-integration among the variables,hence the result of the co-integration test shows that there is an evidence of 2 co-integration equations which shows that there is a long run relationship among the variables.The ECM test was well signed having -0.019307 with a good Adjusted Coeffiient of determination of 92.78% with a joint statistical probabibility of 0.00000.The study had it that Public Investment in Technology,Educational infrastruture and Power all have positive relationship with the Economy wheras Transport has negative relationship with the Economy.The study went further to conclude that Public Investment plays important roles in stimulation the Nigerian Economy especially in this era of democracy.


2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Ola Al Sayed ◽  
Ashraf Samir ◽  
Heba Hesham Anwar

PurposeThis paper aims to assess the fiscal sustainability in Egypt during the period 1990–2018 using deficit accounts (DA) approach. It also tries to investigate the possibility of applying generational accounts (GA) in Egypt as a new approach to assess fiscal sustainability.Design/methodology/approachThis paper tries to assess fiscal sustainability in Egypt during 1990–2018 using DA and GA approaches. DA approach includes primary deficit indicator, tax gap indicator, augmented Dickey-Fuller stationarity test for debt/GDP ratio and Johansen co-integration test between government revenues and expenditures. However, concerning the possibility of applying GA in Egypt, field study form was designed including specific questions to academic and executive economic experts to investigate if it is possible to apply GA in Egypt.FindingsThe empirical findings of the field study indicate that Egypt witnessed fiscal sustainability during the period 1990–2018 using DA. On the other hand, there are various obstacles, including administrative, technical, legal and political obstacles which hinder Egypt from applying GA to assess fiscal sustainability.Originality/valueTo the best of the authors' knowledge, this paper assesses fiscal sustainability in Egypt using DA for a longer and updated time series within 1990–2018. In addition, it is the first paper to examine the possibility of assessing fiscal sustainability using GA approach in Egypt.


2021 ◽  
Vol 4 (2) ◽  
pp. 175-216
Author(s):  
Nora Safitri ◽  
Theresia Woro Damayanti

Tax is an instrument that is needed in reducing the gap of state revenue, but, in fact, the tax revenue hasn’t reached the target yet due to tax avoidance. Tax avoidance is an arrangement to minimize or eliminate the tax burden borne. Some companies think that doing tax avoidance is a legal practice. Sales growth is important in a company, especially in working capital management, so the company can predict how much profit has been generated. However, whenever getting large profit, companies still practice tax avoidance. The existence of institutional ownership in the company can lead to a strict supervisory attitude towards management performance, so that the company performance increases and reduces the possibility of tax avoidance practices. The purpose of this study is to determine whether sales growth affects tax avoidance with institutional ownership as a moderating variable. The study was conducted on manufacturing companies listed on the Indonesia Stock Exchange in the period 2010-2017 obtained using the purposive sampling method. Data analysis uses descriptive statistics, stationarity test, and panel data regression analysis. The results showed that sales growth positively influenced tax avoidance


2021 ◽  
Vol 7 (2) ◽  
Author(s):  
Ike Dwi Astuti ◽  
Nur Kabib

One of the benchmarks for state progress in banking which affects economic activity (Khasanah, 2016) . This study aims to determine the factors that influence profitability included CAR, BOPO, FDR, on ROA with NPF as a moderating variable for Indonesian and Malaysian Islamic banking listed in the Financial Services Authority (OJK) and Bank Negara Malaysia (BNM) for the 2014-2019 period. This type of quantitative research with secondary data is in the form of panel data. The sample includes 11 Indonesian Islamic banks and 7 Malaysian Islamic banks. The collection method is to access the annual report on the bank's website. Multiple Linear Regression analysis tool with the Eviews 10 Version application. The analysis used the Descriptive Statistical Test, Stationarity Test, and Multiple Linear Regression Test. The test results include: 1) CAR is not significant to ROA; 2) BOPO is not significant to ROA; 3) FDR is not significant to ROA; 4) CAR with NPF as a moderating variable has a positive and significant effect on ROA; 5) BOPO with NPF as a moderating variable has a negative and significant effect on ROA; 6) FDR with NPF as a moderating variable has a negative and significant effect on ROA.


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