Essays about: "Unit Root test"

Showing result 1 - 5 of 57 essays containing the words Unit Root test.

  1. 1. Comparing Wrist Movement Analysis Technologies

    University essay from KTH/Hälsoinformatik och logistik

    Author : Markus Hanna; Anton Cajander; [2023]
    Keywords : Work-Related Musculoskeletal Disorders; Depth Camera; Intel RealSense D435i; Inertial Measurement Unit; MediaPipe Hands; Hand Tracking; Arbetsrelaterade muskuloskeletala sjukdomar; Djupkamera; Intel RealSense D435i; Inertial Mätenhet; MediaPipe Hands; Handspårning;

    Abstract : The wrist is a body part that can be used during repetitive movements in many work environments. There is a need to measure these movements in order to notice harmful repetitive movements in advance. There are many different ways to measure these movements, such as with the use of a depth camera. 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 Study of the Relationship Between Mean Reversion and a Black Swan Event

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Erik Makra; Felix Snaula; [2022]
    Keywords : Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

    Abstract : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. READ MORE

  5. 4. 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

  6. 5. The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationship

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Viktor Pettersson; Noah Stjernberg; [2022]
    Keywords : Financial inclusion; Economic growth; Proxies; Dickey-fuller unit root; Arellano-bond GMM estimation method;

    Abstract : This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. READ MORE