Sökning: "HEGY test"

Hittade 3 uppsatser innehållade orden HEGY test.

  1. 1. Analysis to China's Urban and Rural CPI Data

    Master-uppsats, Statistiska institutionen

    Författare :FEI SUN; [2012]
    Nyckelord :HEGY test; Granger causality test;

    Sammanfattning : .... LÄS MER

  3. 2. Forecast Performance Between SARIMA and SETAR Models: An Application to Ghana Inflation Rate

    Master-uppsats, Statistiska institutionen

    Författare :ERIC AIDOO; [2011]
    Nyckelord :Ghana Inflation; SARIMA model; SETAR model; Forecast comparison; CH test; ZA test; KPSS test; HEGY test; Tsay test; Keenan test;

    Sammanfattning : In recent years, many research works such as Tiao and Tsay (1994), Stock and Watson (1999), Chen et al. (2001), Clements and Jeremy (2001), Marcellino (2002), Laurini and Vieira (2005) and others have described the dynamic features of many macroeconomic variables as nonlinear. LÄS MER

  4. 3. MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS

    Master-uppsats, Statistik

    Författare :ERIC AIDOO; [2010]
    Nyckelord :Ghana Inflation; Forecasting; Box-Jenkins Approach; SARIMA model; Unit Root test; ARCH–LM test; ADF test; HEGY test; Ljung-Box test;

    Sammanfattning : Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. LÄS MER