How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman

QR Code

How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman

This paper examines the methods and procedures that are employed in order to analyse time series data. Unit root tests (Augmented Dickey-Fuller and Phillips-Perron) are performed to investigate the order of integration of each variable that enters the model. Models containing non-stationary variabl...

Full description

Bibliographic Details
Main Author:	Ab Rahman, Nik Muhd Naziman
Format:	Article
Language:	English
Published:	Universiti Teknologi MARA Kedah, Sungai Petani 2002
Subjects:	Mathematical economics. Quantitative methods
Online Access:	https://ir.uitm.edu.my/id/eprint/11846/

Similar Items

Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman
by: Ab Rahman, Nik Muhammad Naziman, et al.
Published: (2004)

Cointegration and causality between non-bank financial intermediaries and economic growth in Malaysia: an ARDL bounds testing approach
by: Islam, Mohd Aminul, et al.
Published: (2009)

Factors influencing young consumers’ purchase intention of organic food product / Aynul Haydirah Ayub, Yusrina Hayati Nik Muhammad Naziman and Muhammad Faizal Samat
by: Ayub, Aynul Haydirah, et al.
Published: (2018)

Non-linear cointegration and adjustment: exponential smooth-transition model for Malaysian export demand
by: Duasa, Jarita
Published: (2012)

Prediction for cardiovascular disease by using artificial neural network system / Nik Anis Nik Ab Rahman
by: Nik Ab Rahman, Nik Anis
Published: (2012)

Stationarity and non-stationarity : issues and implication in econometric forecasting modelling / Mohd Alias Lazim
by: Lazim, Mohd Alias
Published: (1997)

An asymmetric cointegration approach of foreign portfolio investment-growth nexus
by: Duasa, Jarita
Published: (2011)

Volatility and spillover effects of oil and food price shocks-application of time series econometrics
by: Fardous, Alom
Published: (2012)

A study on International Safety Management (ISM) at Alam Maritim (M) Sdn. Bhd. / Nik Nur Amalina Nik Ab Rahman
by: Nik Ab Rahman, Nik Nur Amalina
Published: (2009)

Structural, magnetic, thermal and thermoelectrical properties of mononuclear and dimeric cobalt(II) and iron(II) complexes with extended π-conjugated bipyridyl ligands / Nik Muhd Jazli Nik Ibrahim
by: Nik Muhd Jazli, Nik Ibrahim
Published: (2016)

Digital development and economic growth in selected ASEAN countries: applying response surfaces for critical bounds of cointegration test
by: Duasa, Jarita, et al.
Published: (2019)

Spatial analyses in price models: looking for evidence from a land price study
by: Khalid, Haniza
Published: (2014)

The application of mixed methods in organisational research: a literature review
by: Azorin, J., et al.
Published: (2010)

SEP221 – Statistik Gunaan dan Ekonometrik - September 2002
by: PPSKM, Pusat Pengajian Sains Kemasyarakatan
Published: (2002)

An investigation into the crude oil price pass-through to the macroeconomic activities of Malaysia
by: Alom, Fardous
Published: (2015)

Effective decision making in changeable spaces, covering and discovering processes: a habitual domain approach
by: Larbani, Moussa, et al.
Published: (2014)

Improving the discrimination power through compromise solution approach: Malaysian banks as illustration
by: Hanafi, Hocine, et al.
Published: (2014)

Two-person second-order games, part 2: restructuring operations to reach a win-win profile
by: Larbani, Moussa, et al.
Published: (2009)

A new approach for generating efficient solutions within the goal programming model
by: Larbani, Moussa, et al.
Published: (2011)

Simulation of a supply chain game with multiple fuzzy goals
by: Yuh-Wen, Chen, et al.
Published: (2010)

Multiobjective problems with fuzzy parameters and games against nature
by: Larbani, Moussa
Published: (2010)

Solving bimatrix games with fuzzy payoffs by introducing Nature as a third player
by: Larbani, Moussa
Published: (2009)

Reaching win-win state of mind in games, formulation and solution
by: Larbani, Moussa, et al.
Published: (2009)

Multiobjective data envelopment analysis
by: Chen, Y-W, et al.
Published: (2009)

Quantification and applications of identification spheres
by: Huang, Hung-Shun, et al.
Published: (2011)

Pricing of ACT/ATM services through Bilevel programming approaches
by: Guettaf, Rabah, et al.
Published: (2010)

A fuzzy set based framework for concept of affinity
by: Larbani, Moussa, et al.
Published: (2009)

A Laplace's principle based approach for solving fuzzy matrix games
by: Larbani, Moussa
Published: (2010)

Using affinity set on mining the necessity of computed tomography scanning
by: Chen , Yuh Wen, et al.
Published: (2009)

Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models
by: Alom, Md. Fardous, et al.
Published: (2013)

The concept of scarcity: An Islamic perspective
by: Fontaine, Rodrigue Ancelot Harvey, et al.
Published: (2013)

Decision making tools for resource allocation based on Maqid Al- Sharah
by: Larbani, Moussa, et al.
Published: (2011)

Coalitional ZP-Equilibrium in games and its existence
by: Nessah, Rabia, et al.
Published: (2015)

Exports and economic growth nexus: the case of Pakistan
by: Nasim , Shah Shirazi, et al.
Published: (2004)

An analysis of Zakat expenditure and real output: theory and empirical evidence
by: Yusoff, Mohammed
Published: (2009)

Decision Making and Optimization in Changeable Spaces, a New Paradigm
by: Larbani, Moussa, et al.
Published: (2012)

Decision Making and Optimization in Changeable Spaces, A Paradigm Shift
by: Larbani, Moussa, et al.
Published: (2012)

Case studies in decision science
by: Abdullah, Nur Anisah
Published: (2011)

A student's experience with decision science case studies
by: Abu Hassan, Nor Hazirah, et al.
Published: (2011)

Panel Data Models: Theoretical Insights
by: Mohd Arshad, Mohd Nahar
Published: (2012)