Essays about: "ADF-test"

Showing result 1 - 5 of 15 essays containing the word ADF-test.

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

    University essay from SLU/Dept. of Economics

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

    Abstract : 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. READ MORE

  3. 2. A Comparative Study of the KPSS and ADF Tests in terms of Size and Power

    University essay from Uppsala universitet/Statistiska institutionen

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

    Abstract : 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. READ MORE

  4. 3. Investigation and forecasting drift component of a gas sensor

    University essay from Linköpings universitet/Statistik och maskininlärning

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

    Abstract : 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. READ MORE

  5. 4. The Housing Bubble Situation in Third-level Cities in China : ACcase Study of Yangzhou

    University essay from KTH/Fastigheter och byggande

    Author : Jiarui Lyu; [2021]
    Keywords : Housing bubble; Yangzhou; ADF test; Cointegration Analysis; Granger Causality; Regression Analysis; Bostadsbubbla; Yangzhou; ADF-test; ko-integrationsanalys; Granger-kausalitet; regressionsanalys;

    Abstract : Housing bubbles could have a great impact on the economy of a country, especially for a country as large as China. Therefore, it is necessary to evaluate the housing bubble situation of a region. READ MORE

  6. 5. Can pairs trading be used during a financial crisis?

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Axel Eurenius Larsson; Vincent Karlberg Hauge; [2020]
    Keywords : Pairs trading; Cointegration; Stationarity; Market neutrality; Financial crises; Statistical arbitrage.;

    Abstract : In this paper, it is investigated whether pairs trading is a suitable trading strategy during a financial crisis. It is written in the subject of financial statistics and aims to particularly focus on the statistical aspects of the strategy. READ MORE