Sökning: "adf test"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden adf test.

  1. 1. Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory

    Kandidat-uppsats,

    Författare :Gunnar Engberg; Jonathan Magnusson; [2022-07-01]
    Nyckelord :Arbitrage Pricing Theory APT ; OMXS30; aktieavkastning; makroekonomiska variabler; makroekonomiska faktorer; multifaktormodell; Augmented Dickey-Fuller ADF ;

    Sammanfattning : The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables include industrial production index, inflation, unemployment, the exchange rate and the two year government bond rate. LÄS MER

  3. 2. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Kasra Shariati; [2022]
    Nyckelord :Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

    Sammanfattning : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. LÄS MER

  4. 3. Price transmission in the Swedish pig production : how has current price increases in an era of COVID-19 affect Swedish pig production?

    Master-uppsats, SLU/Dept. of Economics

    Författare :Charlott Häggman Othzén; [2022]
    Nyckelord :Price transmission; VECM; Swedish pig production; Slaughter pigs;

    Sammanfattning : This thesis presents a price transmission analysis within the Swedish pig production sector. The aim of the study is to see if and how the recent years price increments of input prices has affected the Swedish slaughter prices, and consumer price index in Sweden, both in short and long term. LÄS MER

  5. 4. A Comparative Study of the KPSS and ADF Tests in terms of Size and Power

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Lina Sjösten; [2022]
    Nyckelord :Stationarity; unit root; time series; simulation; trend; ARIMA; parameter value; sample size;

    Sammanfattning : This thesis investigates through simulation why tests of unit root and stationarity occasionally result in different conclusions. The thesis focusses on the KPSS test and the ADF test and both review cases with and without a trend. LÄS MER

  7. 5. Investigation and forecasting drift component of a gas sensor

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Farhana Chowdhury Tondra; [2021]
    Nyckelord :Time series analysis; Forecasting; ARIMA; LSTM; Sensor; SiC-FET; ADF test; Stochastic Trend; Deterministic Trend; Sensor Drift;

    Sammanfattning : Chemical sensor based systems that are used for detection, identification, or quantification of various gases are very complex in nature. Sensor response data collected as a multivariate time series signals encounters gradual change of the sensor characteristics(known as sensor drift) due to several reasons. LÄS MER