Essays about: "ADF test"

Showing result 1 - 5 of 20 essays containing the words ADF test.

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

   University essay from Jönköping University/Internationella Handelshögskolan

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

   Abstract : 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. READ MORE

3. 2. 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

4. 3. 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

5. 4. 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

6. 5. 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